PortfoliosLab logoPortfoliosLab logo
IS0E.DE vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0E.DE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Gold Producers UCITS ETF (IS0E.DE) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

IS0E.DE is traded in EUR, while SOXX is traded in USD. To make them comparable, the SOXX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IS0E.DE achieves a -9.85% return, which is significantly lower than SOXX's 114.79% return. Over the past 10 years, IS0E.DE has underperformed SOXX with an annualized return of 11.71%, while SOXX has yielded a comparatively higher 36.71% annualized return.


IS0E.DE

1D
1.18%
1M
-10.64%
YTD
-9.85%
6M
-11.68%
1Y
51.42%
3Y*
36.68%
5Y*
19.61%
10Y*
11.71%

SOXX

1D
3.87%
1M
12.27%
YTD
114.79%
6M
111.86%
1Y
171.55%
3Y*
55.71%
5Y*
36.04%
10Y*
36.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0E.DE vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0E.DE
iShares Gold Producers UCITS ETF
-9.85%129.59%18.76%6.25%-3.74%-3.07%13.51%44.07%-4.43%-6.02%
SOXX
iShares Semiconductor ETF
114.79%24.04%20.38%62.11%-31.06%54.87%40.13%66.09%-2.10%22.61%

Correlation

The correlation between IS0E.DE and SOXX is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.10

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

0.09

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

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2011

0.06

The correlation between IS0E.DE and SOXX shifts across timeframes, from 0.04 (10 years) to 0.24 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS0E.DE vs. SOXX — Risk / Return Rank

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

IS0E.DE
IS0E.DE Risk / Return Rank: 3434
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3434
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3434
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3131
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9898
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.

IS0E.DE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (IS0E.DE) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IS0E.DESOXXDifference
Sharpe ratioReturn per unit of total volatility

-3.27

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

1.21

1.60

-0.39

Calmar ratioReturn relative to maximum drawdown

1.56

13.07

-11.51

Martin ratioReturn relative to average drawdown

4.09

42.40

-38.31

IS0E.DE vs. SOXX - Sharpe Ratio Comparison

The current IS0E.DE Sharpe Ratio is 1.17, which is lower than the SOXX Sharpe Ratio of 4.44. The chart below compares the historical Sharpe Ratios of IS0E.DE 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.


Loading charts...

Drawdowns

IS0E.DE vs. SOXX - Drawdown Comparison

The maximum IS0E.DE drawdown since its inception was -82.14%, which is greater than SOXX's maximum drawdown of -61.38%. Use the drawdown chart below to compare losses from any high point for IS0E.DE and SOXX.


Loading charts...

Drawdown Indicators


IS0E.DESOXXDifference

Max Drawdown

Largest peak-to-trough decline

-82.14%

-61.38%

-20.76%

Max Drawdown (1Y)

Largest decline over 1 year

-32.80%

-13.21%

-19.59%

Max Drawdown (3Y)

Largest decline over 3 years

-32.80%

-42.03%

+9.23%

Max Drawdown (5Y)

Largest decline over 5 years

-38.05%

-42.03%

+3.98%

Max Drawdown (10Y)

Largest decline over 10 years

-45.61%

-42.03%

-3.58%

Current Drawdown

Current decline from peak

-30.49%

-4.05%

-26.44%

Average Drawdown

Average peak-to-trough decline

-54.02%

-12.98%

-41.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.54%

4.06%

+8.48%

Volatility

IS0E.DE vs. SOXX - Volatility Comparison

The current volatility for iShares Gold Producers UCITS ETF (IS0E.DE) is 16.82%, while iShares Semiconductor ETF (SOXX) has a volatility of 21.75%. This indicates that IS0E.DE 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.


Loading charts...

Volatility by Period


IS0E.DESOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.82%

21.75%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

36.16%

32.45%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

43.82%

38.90%

+4.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.85%

36.45%

-3.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.21%

33.91%

-1.70%

IS0E.DE vs. SOXX - Expense Ratio Comparison

IS0E.DE has a 0.55% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

IS0E.DE vs. SOXX - Dividend Comparison

IS0E.DE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.23%.


PositionTTM20252024202320222021202020192018201720162015
IS0E.DE
iShares Gold Producers UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.23%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


IS0E.DE and SOXX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.55% for IS0E.DE.

IS0E.DE is categorized as Gold, while SOXX is Semiconductors. IS0E.DE tracks S&P Commodity Producers Gold, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.55% for IS0E.DE and 0.34% for SOXX.

Portfolio Optimizer

Find the right allocation for IS0E.DE and SOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer