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ITB vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ITB vs. SOXX

Last updated Jul 14, 2026
Documentation

ITB (iShares U.S. Home Construction ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ITB is a Building & Construction fund tracking the Dow Jones U.S. Select Home Construction Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, ITB returned 13.44%/yr vs 34.00%/yr for SOXX. A 0.53 correlation means they provide meaningful diversification when combined. ITB charges 0.38%/yr vs 0.34%/yr for SOXX.

Performance

ITB vs. SOXX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ITB achieves a 0.36% return, which is significantly lower than SOXX's 84.03% return. Over the past 10 years, ITB has underperformed SOXX with an annualized return of 13.44%, while SOXX has yielded a comparatively higher 34.00% annualized return.

ITB

1D
-1.49%
1M
-0.51%
6M
-10.42%
YTD
0.36%
1Y
-1.85%
3Y*
3.64%
5Y*
8.49%
10Y*
13.44%

SOXX

1D
-4.77%
1M
-7.11%
6M
67.77%
YTD
84.03%
1Y
125.94%
3Y*
48.43%
5Y*
31.11%
10Y*
34.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ITB vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ITB
iShares U.S. Home Construction ETF		0.36%-5.26%2.06%68.91%-26.26%49.25%26.42%48.70%-30.92%59.65%
SOXX
iShares Semiconductor ETF		84.03%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between ITB and SOXX is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

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

0.37

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

0.49

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

0.47

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.53

Over the past year, the correlation between ITB and SOXX has dropped to 0.27 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

ITB vs. SOXX - Sectors Allocation Comparison

Sectors
ITB
SOXX

Consumer Cyclical

74.4%

-

Industrials

16.0%

-

Basic Materials

8.9%

-

Real Estate

0.7%

-

Communication Services

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Technology

-

100.0%

Utilities

-

-

Consumer Cyclical

ITB
74.4%
SOXX

-

Industrials

ITB
16.0%
SOXX

-

Basic Materials

ITB
8.9%
SOXX

-

Real Estate

ITB
0.7%
SOXX

-

Communication Services

ITB

-

SOXX

-

Consumer Defensive

ITB

-

SOXX

-

Energy

ITB

-

SOXX

-

Financial Services

ITB

-

SOXX

-

Healthcare

ITB

-

SOXX

-

Technology

ITB

-

SOXX
100.0%

Utilities

ITB

-

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 U.S. Home Construction ETF

iShares Semiconductor ETF

Often compared with ITB:
ITB vs. XHBITB vs. NAILITB vs. PKBITB vs. SPYITB vs. XLREITB vs. FSHOXITB vs. VGT
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

ITB vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ITB
ITB Risk / Return Rank: 99
Overall Rank
ITB Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ITB Sortino Ratio Rank: 99
Sortino Ratio Rank
ITB Omega Ratio Rank: 99
Omega Ratio Rank
ITB Calmar Ratio Rank: 99
Calmar Ratio Rank
ITB Martin Ratio Rank: 99
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9393
Overall Rank
SOXX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8989
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
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.

ITB vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.

ITBSOXXDifference
Sharpe ratioReturn per unit of total volatility
-0.06
3.01

-3.08

Sortino ratioReturn per unit of downside risk
0.14
3.18

-3.04

Omega ratioGain probability vs. loss probability

1.02

1.44

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.07

8.03

-8.10

Martin ratioReturn relative to average drawdown

-0.13

25.14

-25.27

ITB vs. SOXX - Sharpe Ratio Comparison

The current ITB Sharpe Ratio is -0.06, which is lower than the SOXX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of ITB 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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Drawdowns

ITB vs. SOXX - Drawdown Comparison

The maximum ITB drawdown since its inception was -86.53%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ITB and SOXX.

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Drawdown Indicators

ITBSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-86.53%

-70.21%

-16.32%

Max Drawdown (1Y)

Largest decline over 1 year

-26.04%

-15.77%

-10.27%

Max Drawdown (3Y)

Largest decline over 3 years

-33.35%

-41.36%

+8.01%

Max Drawdown (5Y)

Largest decline over 5 years

-40.55%

-45.75%

+5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-52.10%

-45.75%

-6.35%

Current Drawdown

Current decline from peak

-23.92%

-15.48%

-8.44%

Average Drawdown

Average peak-to-trough decline

-37.02%

-19.92%

-17.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.00%

5.03%

+8.97%

Volatility

ITB vs. SOXX - Volatility Comparison

The current volatility for iShares U.S. Home Construction ETF (ITB) is 10.84%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.50%. This indicates that ITB 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

ITBSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.84%

22.50%

-11.66%

Volatility (6M)

Calculated over the trailing 6-month period

22.25%

36.44%

-14.19%

Volatility (1Y)

Calculated over the trailing 1-year period

30.26%

42.11%

-11.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.51%

37.77%

-8.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.14%

34.27%

-4.13%

ITB vs. SOXX - Expense Ratio Comparison

ITB has a 0.38% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

ITB vs. SOXX - Dividend Comparison

ITB's dividend yield for the trailing twelve months is around 0.67%, more than SOXX's 0.27% yield.

PositionTTM20252024202320222021202020192018201720162015
ITB
iShares U.S. Home Construction ETF		0.67%1.67%0.46%0.48%0.86%0.37%0.46%0.50%0.63%0.28%0.43%0.34%
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

ITB and SOXX have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (22.50%) compared to ITB (10.84%). In terms of maximum drawdown, ITB dropped -86.53% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 34.00% vs 13.44% for ITB. On fees, SOXX is cheaper at 0.34% per year. On volatility, ITB has been the lower-risk option at 10.84%. 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 34.00% return vs 13.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.38% for ITB.

ITB has the higher dividend yield at 0.67%, compared with 0.27% for SOXX.

ITB is categorized as Building & Construction, while SOXX is Semiconductors. ITB tracks Dow Jones U.S. Select Home Construction Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.38% for ITB and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (3.01 vs -0.06), 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.

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