ITDC vs. SOXX

Last updated Jun 5, 2026

ITDC (Ishares Lifepath Target Date 2035 ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ITDC is a Target Retirement Date fund actively managed by iShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. ITDC is actively managed, while SOXX is passively managed. Over the past year, ITDC returned 19.46% vs 179.78% for SOXX. A 0.69 correlation means they provide meaningful diversification when combined. ITDC charges 0.10%/yr vs 0.34%/yr for SOXX.

Performance

ITDC vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2035 ETF (ITDC) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITDC achieves a 8.17% return, which is significantly lower than SOXX's 100.26% return.

ITDC

• 1D: 0.30%
• 1M: 2.61%
• YTD: 8.17%
• 6M: 8.61%
• 1Y: 19.46%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXX

• 1D: -2.10%
• 1M: 24.86%
• YTD: 100.26%
• 6M: 97.20%
• 1Y: 179.78%
• 3Y*: 57.09%
• 5Y*: 33.93%
• 10Y*: 35.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ITDC vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDC Ishares Lifepath Target Date 2035 ETF	8.17%	16.10%	11.41%	12.40%
SOXX iShares Semiconductor ETF	100.26%	40.74%	12.92%	24.40%

Correlation

The correlation between ITDC and SOXX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023	0.69

The correlation between ITDC and SOXX has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.

ITDC vs. SOXX - Sectors Allocation Comparison

Sectors	ITDC	SOXX
Technology	26.1%	100.0%
Financial Services	15.0%	-
Industrials	12.1%	-
Consumer Cyclical	8.8%	-
Communication Services	7.7%	-
Healthcare	7.6%	-
Real Estate	5.9%	-
Energy	4.6%	-
Consumer Defensive	4.5%	-
Basic Materials	3.9%	-
Utilities	3.7%	-

Return for Risk

ITDC vs. SOXX — Risk / Return Rank

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

ITDC

ITDC Risk / Return Rank: 70
ITDC Sharpe Ratio Rank: 71
ITDC Sortino Ratio Rank: 73
ITDC Omega Ratio Rank: 73
ITDC Calmar Ratio Rank: 60
ITDC Martin Ratio Rank: 71

SOXX

SOXX Risk / Return Rank: 96
SOXX Sharpe Ratio Rank: 98
SOXX Sortino Ratio Rank: 95
SOXX Omega Ratio Rank: 95
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 97

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.

ITDC vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2035 ETF (ITDC) 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.

	ITDC	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	5.29	-3.02
Sortino ratio: Return per unit of downside risk	3.23	5.16	-1.93
Omega ratio: Gain probability vs. loss probability	1.43	1.71	-0.28
Calmar ratio: Return relative to maximum drawdown	2.95	11.48	-8.53
Martin ratio: Return relative to average drawdown	13.11	43.90	-30.79
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDC vs. SOXX - Sharpe Ratio Comparison

The current ITDC Sharpe Ratio is 2.28, which is lower than the SOXX Sharpe Ratio of 5.29. The chart below compares the historical Sharpe Ratios of ITDC 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.

Sharpe Ratios by Period

	ITDC	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	5.29	-3.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.94	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.07	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.89	0.44	+1.44

Drawdowns

ITDC vs. SOXX - Drawdown Comparison

The maximum ITDC drawdown since its inception was -10.39%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ITDC and SOXX.

Drawdown Indicators

	ITDC	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-10.39%	-70.21%	+59.82%
Max Drawdown (1Y) Largest decline over 1 year	-6.63%	-15.77%	+9.14%
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	-0.21%	-2.10%	+1.89%
Average Drawdown Average peak-to-trough decline	-1.08%	-19.97%	+18.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	4.11%	-2.62%

Volatility

ITDC vs. SOXX - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2035 ETF (ITDC) is 2.77%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that ITDC 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.

Volatility by Period

	ITDC	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.77%	14.08%	-11.31%
Volatility (6M) Calculated over the trailing 6-month period	6.92%	27.45%	-20.53%
Volatility (1Y) Calculated over the trailing 1-year period	8.59%	34.20%	-25.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.04%	36.11%	-26.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.04%	33.43%	-23.39%

ITDC vs. SOXX - Expense Ratio Comparison

ITDC has a 0.10% expense ratio, which is lower than SOXX's 0.34% expense ratio.

Dividends

ITDC vs. SOXX - Dividend Comparison

ITDC's dividend yield for the trailing twelve months is around 1.87%, more than SOXX's 0.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITDC Ishares Lifepath Target Date 2035 ETF	1.87%	2.02%	1.93%	0.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.28%	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

Can I hold both ITDC and SOXX in my portfolio?

ITDC and SOXX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDC or SOXX?

SOXX has higher volatility (14.08%) compared to ITDC (2.77%). In terms of maximum drawdown, ITDC dropped -10.39% vs SOXX's -70.21%.

Which ETF is better, ITDC or SOXX?

On 1-year performance, SOXX leads with 179.78% vs 19.46% for ITDC. On fees, ITDC is cheaper at 0.10% per year. On volatility, ITDC has been the lower-risk option at 2.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDC or SOXX?

Over the 1-year period, SOXX has performed better with a 179.78% return vs 19.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDC or SOXX?

ITDC is cheaper with a 0.10% expense ratio, compared with 0.34% for SOXX.

Which ETF pays a higher dividend yield, ITDC or SOXX?

ITDC has the higher dividend yield at 1.87%, compared with 0.28% for SOXX.

What is the main difference between ITDC and SOXX?

ITDC is categorized as Target Retirement Date, while SOXX is Semiconductors. Their fees differ too: 0.10% for ITDC and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (5.29 vs 2.28), 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.