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ILCV vs. SOXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ILCV vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Morningstar Value ETF (ILCV) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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ILCV vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ILCV
iShares Morningstar Value ETF
-0.70%18.79%17.03%14.43%-7.02%26.71%-0.84%25.19%-6.24%15.00%
SOXX
iShares Semiconductor ETF
12.48%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Returns By Period

In the year-to-date period, ILCV achieves a -0.70% return, which is significantly lower than SOXX's 12.48% return. Over the past 10 years, ILCV has underperformed SOXX with an annualized return of 11.02%, while SOXX has yielded a comparatively higher 28.39% annualized return.


ILCV

1D
0.22%
1M
-4.04%
YTD
-0.70%
6M
4.21%
1Y
16.83%
3Y*
15.82%
5Y*
10.89%
10Y*
11.02%

SOXX

1D
3.01%
1M
-3.78%
YTD
12.48%
6M
22.76%
1Y
80.97%
3Y*
32.61%
5Y*
19.19%
10Y*
28.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ILCV vs. SOXX - Expense Ratio Comparison

ILCV has a 0.04% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Return for Risk

ILCV vs. SOXX — Risk / Return Rank

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

ILCV
ILCV Risk / Return Rank: 6060
Overall Rank
ILCV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
ILCV Sortino Ratio Rank: 6060
Sortino Ratio Rank
ILCV Omega Ratio Rank: 6464
Omega Ratio Rank
ILCV Calmar Ratio Rank: 5252
Calmar Ratio Rank
ILCV Martin Ratio Rank: 6363
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9292
Overall Rank
SOXX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8989
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9595
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.

ILCV vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Morningstar Value ETF (ILCV) 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.


ILCVSOXXDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.03

-0.92

Sortino ratio

Return per unit of downside risk

1.60

2.63

-1.03

Omega ratio

Gain probability vs. loss probability

1.25

1.38

-0.13

Calmar ratio

Return relative to maximum drawdown

1.42

4.44

-3.02

Martin ratio

Return relative to average drawdown

6.69

16.46

-9.77

ILCV vs. SOXX - Sharpe Ratio Comparison

The current ILCV Sharpe Ratio is 1.11, which is lower than the SOXX Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of ILCV and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ILCVSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.03

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.54

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.86

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.37

+0.07

Correlation

The correlation between ILCV and SOXX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ILCV vs. SOXX - Dividend Comparison

ILCV's dividend yield for the trailing twelve months is around 1.76%, more than SOXX's 0.49% yield.


TTM20252024202320222021202020192018201720162015
ILCV
iShares Morningstar Value ETF
1.76%1.77%1.99%2.27%2.32%2.01%2.96%2.70%2.93%2.32%2.76%3.01%
SOXX
iShares Semiconductor ETF
0.49%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Drawdowns

ILCV vs. SOXX - Drawdown Comparison

The maximum ILCV drawdown since its inception was -58.63%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ILCV and SOXX.


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Drawdown Indicators


ILCVSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-58.63%

-70.21%

+11.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-18.27%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-18.58%

-45.75%

+27.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.53%

-45.75%

+10.22%

Current Drawdown

Current decline from peak

-4.51%

-7.95%

+3.44%

Average Drawdown

Average peak-to-trough decline

-9.39%

-20.10%

+10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.92%

-2.42%

Volatility

ILCV vs. SOXX - Volatility Comparison

The current volatility for iShares Morningstar Value ETF (ILCV) is 3.78%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that ILCV 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


ILCVSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

12.83%

-9.05%

Volatility (6M)

Calculated over the trailing 6-month period

7.65%

26.41%

-18.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.28%

40.12%

-24.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.25%

35.48%

-21.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.68%

32.98%

-16.30%