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ISZE vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ISZE vs. SOXX

Last updated Aug 2, 2026
Documentation

ISZE (iShares Edge MSCI Intl Size Factor ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ISZE is a Foreign Large Cap Equities fund tracking the MSCI World ex USA Risk Weighted Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Their 0.44 correlation means their historical movements had little consistent relationship. ISZE charges 0.30%/yr vs 0.34%/yr for SOXX.

Performance

ISZE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI Intl Size Factor ETF (ISZE) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

ISZE

1D
—
1M
—
6M
—
YTD
—
1Y
—
3Y*
—
5Y*
—
10Y*
—
ALL TIME*
—

SOXX

1D
0.07%
1M
-10.85%
6M
45.95%
YTD
67.84%
1Y
113.81%
3Y*
42.35%
5Y*
28.10%
10Y*
32.19%
ALL TIME*
13.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

SOXX

iShares Semiconductor ETF
$6.04B$5.84B$5.80B

ISZE vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ISZE
iShares Edge MSCI Intl Size Factor ETF		0.00%0.00%-0.11%15.54%-15.70%8.17%6.07%21.17%-13.91%25.13%
SOXX
iShares Semiconductor ETF		67.84%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between ISZE and SOXX is 0.44, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.47

Correlation (10Y)
Provides a long-term view across more market conditions.

0.46

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2015

0.44

The correlation between ISZE and SOXX shifts across timeframes, from 0.26 (3 years) to 0.47 (5 years), reflecting how their relationship changes across market environments.

ISZE vs. SOXX - Sectors Allocation Comparison

Sectors
ISZE
SOXX

Industrials

20.0%

-

Financial Services

17.3%

-

Consumer Cyclical

10.7%

-

Basic Materials

8.2%

-

Technology

8.1%
100.0%

Consumer Defensive

7.9%

-

Healthcare

7.8%

-

Real Estate

6.0%

-

Communication Services

5.6%

-

Utilities

4.8%

-

Energy

3.8%

-

Industrials

ISZE
20.0%
SOXX

-

Financial Services

ISZE
17.3%
SOXX

-

Consumer Cyclical

ISZE
10.7%
SOXX

-

Basic Materials

ISZE
8.2%
SOXX

-

Technology

ISZE
8.1%
SOXX
100.0%

Consumer Defensive

ISZE
7.9%
SOXX

-

Healthcare

ISZE
7.8%
SOXX

-

Real Estate

ISZE
6.0%
SOXX

-

Communication Services

ISZE
5.6%
SOXX

-

Utilities

ISZE
4.8%
SOXX

-

Energy

ISZE
3.8%
SOXX

-

Compare stocks, funds, or ETFs

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

iShares Edge MSCI Intl Size Factor ETF

iShares Semiconductor ETF

Often compared with ISZE:
ISZE vs. ICOWISZE vs. SPHDISZE vs. ACWIISZE vs. EISISZE vs. FIDISZE vs. DWMFISZE vs. SLV
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

ISZE vs. SOXX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
ISZE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SOXX
SOXX Risk / Return Rank: 9090
Overall Rank
SOXX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8787
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ISZE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Intl Size Factor ETF (ISZE) 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.

ISZESOXXDifference
Sharpe ratioReturn per unit of total volatility

—

2.53

—

Sortino ratioReturn per unit of downside risk

—

2.83

—

Omega ratioGain probability vs. loss probability

—

1.38

—

Calmar ratioReturn relative to maximum drawdown

—

3.86

—

Martin ratioReturn relative to average drawdown

—

16.24

—

ISZE vs. SOXX - Sharpe Ratio Comparison

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Drawdowns

ISZE vs. SOXX - Drawdown Comparison

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Drawdown Indicators

ISZESOXXDifference

Max Drawdown

Largest peak-to-trough decline

—

-70.21%

—

Max Drawdown (1Y)

Largest decline over 1 year

—

-29.01%

—

Max Drawdown (3Y)

Largest decline over 3 years

—

-41.36%

—

Max Drawdown (5Y)

Largest decline over 5 years

—

-45.75%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-45.75%

—

Current Drawdown

Current decline from peak

—

-22.92%

—

Average Drawdown

Average peak-to-trough decline

—

-19.92%

—

Ulcer Index

Depth and duration of drawdowns from previous peaks

—

6.88%

—

Volatility

ISZE vs. SOXX - Volatility Comparison

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Volatility by Period

ISZESOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

—

17.83%

—

Volatility (6M)

Calculated over the trailing 6-month period

—

38.92%

—

Volatility (1Y)

Calculated over the trailing 1-year period

—

44.48%

—

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

—

38.24%

—

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

—

34.54%

—

ISZE vs. SOXX - Expense Ratio Comparison

ISZE has a 0.30% expense ratio, which is lower than SOXX's 0.34% expense ratio.

Dividends

ISZE vs. SOXX - Dividend Comparison

ISZE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.29%.

PositionTTM20252024202320222021202020192018201720162015
ISZE
iShares Edge MSCI Intl Size Factor ETF		0.00%0.00%1.89%6.63%2.72%8.47%1.39%2.24%3.04%3.33%3.18%1.09%
SOXX
iShares Semiconductor ETF		0.29%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

ISZE and SOXX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ISZE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ISZE is cheaper with a 0.30% expense ratio, compared with 0.34% for SOXX.

SOXX has the higher dividend yield at 0.29%, compared with 0.00% for ISZE.

ISZE is categorized as Foreign Large Cap Equities, while SOXX is Semiconductors. ISZE tracks MSCI World ex USA Risk Weighted Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.30% for ISZE and 0.34% for SOXX.

Portfolio Optimizer

Find the right allocation for ISZE and SOXX

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