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IGIB vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGIB vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Intermediate-Term Corporate Bond ETF (IGIB) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGIB achieves a 0.21% return, which is significantly lower than SOXX's 104.57% return. Over the past 10 years, IGIB has underperformed SOXX with an annualized return of 3.04%, while SOXX has yielded a comparatively higher 35.79% annualized return.


IGIB

1D
-0.19%
1M
0.31%
YTD
0.21%
6M
0.14%
1Y
6.27%
3Y*
6.21%
5Y*
1.37%
10Y*
3.04%

SOXX

1D
1.76%
1M
33.25%
YTD
104.57%
6M
99.43%
1Y
190.05%
3Y*
57.39%
5Y*
34.50%
10Y*
35.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGIB vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IGIB
iShares Intermediate-Term Corporate Bond ETF
0.21%9.58%3.49%9.22%-14.00%-1.66%9.64%14.60%-0.71%3.50%
SOXX
iShares Semiconductor ETF
104.57%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between IGIB and SOXX is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2007

-0.01

The correlation between IGIB and SOXX shifts across timeframes, from -0.01 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IGIB vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IGIB
IGIB Risk / Return Rank: 4242
Overall Rank
IGIB Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IGIB Sortino Ratio Rank: 4444
Sortino Ratio Rank
IGIB Omega Ratio Rank: 4141
Omega Ratio Rank
IGIB Calmar Ratio Rank: 4242
Calmar Ratio Rank
IGIB Martin Ratio Rank: 4343
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9797
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IGIB vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Intermediate-Term Corporate Bond ETF (IGIB) and iShares Semiconductor ETF (SOXX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


IGIBSOXXDifference
Sharpe ratioReturn per unit of total volatility

-4.09

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

1.27

1.74

-0.47

Calmar ratioReturn relative to maximum drawdown

2.09

12.13

-10.04

Martin ratioReturn relative to average drawdown

7.08

46.43

-39.35

IGIB vs. SOXX - Sharpe Ratio Comparison

The current IGIB Sharpe Ratio is 1.52, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of IGIB and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


IGIBSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.52

5.61

-4.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.96

-0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

1.07

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.45

+0.25

Drawdowns

IGIB vs. SOXX - Drawdown Comparison

The maximum IGIB drawdown since its inception was -20.62%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IGIB and SOXX.


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Drawdown Indicators


IGIBSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-20.62%

-70.21%

+49.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

-15.77%

+12.76%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-41.36%

+35.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.62%

-45.75%

+25.13%

Max Drawdown (10Y)

Largest decline over 10 years

-20.62%

-45.75%

+25.13%

Current Drawdown

Current decline from peak

-1.33%

0.00%

-1.33%

Average Drawdown

Average peak-to-trough decline

-2.58%

-19.97%

+17.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

4.11%

-3.22%

Volatility

IGIB vs. SOXX - Volatility Comparison

The current volatility for iShares Intermediate-Term Corporate Bond ETF (IGIB) is 1.33%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that IGIB experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IGIBSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.33%

14.03%

-12.70%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

27.35%

-24.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

34.18%

-30.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.56%

36.11%

-29.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.06%

33.43%

-27.37%

IGIB vs. SOXX - Expense Ratio Comparison

IGIB has a 0.06% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

IGIB vs. SOXX - Dividend Comparison

IGIB's dividend yield for the trailing twelve months is around 4.82%, more than SOXX's 0.27% yield.


PositionTTM20252024202320222021202020192018201720162015
IGIB
iShares Intermediate-Term Corporate Bond ETF
4.82%4.59%4.41%3.78%3.04%2.52%2.74%3.44%3.41%2.51%2.45%2.51%
SOXX
iShares Semiconductor ETF
0.27%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


IGIB and SOXX have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (14.03%) compared to IGIB (1.33%). In terms of maximum drawdown, IGIB dropped -20.62% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.79% vs 3.04% for IGIB. On fees, IGIB is cheaper at 0.06% per year. On volatility, IGIB has been the lower-risk option at 1.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.79% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IGIB is cheaper with a 0.06% expense ratio, compared with 0.34% for SOXX.

IGIB has the higher dividend yield at 4.82%, compared with 0.27% for SOXX.

IGIB is categorized as Corporate Bonds, while SOXX is Semiconductors. IGIB tracks Bloomberg Barclays U.S. Intermediate Credit Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.06% for IGIB and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (5.61 vs 1.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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