ITDD vs. SOXX

Last updated Jun 24, 2026

ITDD (Ishares Lifepath Target Date 2040 ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ITDD is a Target Retirement Date fund actively managed by iShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. ITDD is actively managed, while SOXX is passively managed. Over the past year, ITDD returned 20.04% vs 167.63% for SOXX. A 0.71 correlation means they provide meaningful diversification when combined. ITDD charges 0.11%/yr vs 0.34%/yr for SOXX.

Performance

ITDD vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2040 ETF (ITDD) 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, ITDD achieves a 8.11% return, which is significantly lower than SOXX's 100.58% return.

ITDD

• 1D: -1.22%
• 1M: 0.09%
• YTD: 8.11%
• 6M: 7.50%
• 1Y: 20.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXX

• 1D: -7.88%
• 1M: 12.35%
• YTD: 100.58%
• 6M: 98.07%
• 1Y: 167.63%
• 3Y*: 56.18%
• 5Y*: 33.69%
• 10Y*: 36.08%

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

ITDD vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDD Ishares Lifepath Target Date 2040 ETF	8.11%	17.66%	13.08%	12.87%
SOXX iShares Semiconductor ETF	100.58%	40.74%	12.92%	22.49%

Correlation

The correlation between ITDD and SOXX is 0.68, 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	0.68
Correlation (All Time) Calculated using the full available price history since Oct 19, 2023	0.71

The correlation between ITDD and SOXX has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

Return for Risk

ITDD vs. SOXX — Risk / Return Rank

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

ITDD

ITDD Risk / Return Rank: 62
ITDD Sharpe Ratio Rank: 63
ITDD Sortino Ratio Rank: 62
ITDD Omega Ratio Rank: 63
ITDD Calmar Ratio Rank: 57
ITDD Martin Ratio Rank: 66

SOXX

SOXX Risk / Return Rank: 95
SOXX Sharpe Ratio Rank: 97
SOXX Sortino Ratio Rank: 92
SOXX Omega Ratio Rank: 92
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.

ITDD vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2040 ETF (ITDD) 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.

	ITDD	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	1.96	4.28	-2.32
Sortino ratio: Return per unit of downside risk	2.74	4.15	-1.41
Omega ratio: Gain probability vs. loss probability	1.36	1.60	-0.24
Calmar ratio: Return relative to maximum drawdown	2.66	10.70	-8.04
Martin ratio: Return relative to average drawdown	11.44	38.46	-27.02

ITDD vs. SOXX - Sharpe Ratio Comparison

The current ITDD Sharpe Ratio is 1.96, which is lower than the SOXX Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of ITDD 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.

Drawdowns

ITDD vs. SOXX - Drawdown Comparison

The maximum ITDD drawdown since its inception was -12.46%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ITDD and SOXX.

Drawdown Indicators

	ITDD	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-12.46%	-70.21%	+57.75%
Max Drawdown (1Y) Largest decline over 1 year	-7.56%	-15.77%	+8.21%
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	-1.59%	-7.88%	+6.29%
Average Drawdown Average peak-to-trough decline	-1.25%	-19.94%	+18.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.76%	4.38%	-2.62%

Volatility

ITDD vs. SOXX - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2040 ETF (ITDD) is 4.07%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that ITDD 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

	ITDD	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	22.75%	-18.68%
Volatility (6M) Calculated over the trailing 6-month period	8.62%	33.44%	-24.82%
Volatility (1Y) Calculated over the trailing 1-year period	10.31%	39.42%	-29.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.56%	37.21%	-25.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.56%	34.00%	-22.44%

ITDD vs. SOXX - Expense Ratio Comparison

ITDD has a 0.11% expense ratio, which is lower than SOXX's 0.34% expense ratio.

Dividends

ITDD vs. SOXX - Dividend Comparison

ITDD's dividend yield for the trailing twelve months is around 1.69%, more than SOXX's 0.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITDD Ishares Lifepath Target Date 2040 ETF	1.69%	1.82%	1.56%	0.89%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.24%	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 ITDD and SOXX in my portfolio?

ITDD and SOXX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDD or SOXX?

SOXX has higher volatility (22.75%) compared to ITDD (4.07%). In terms of maximum drawdown, ITDD dropped -12.46% vs SOXX's -70.21%.

Which ETF is better, ITDD or SOXX?

On 1-year performance, SOXX leads with 167.63% vs 20.04% for ITDD. On fees, ITDD is cheaper at 0.11% per year. On volatility, ITDD has been the lower-risk option at 4.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDD or SOXX?

Over the 1-year period, SOXX has performed better with a 167.63% return vs 20.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDD or SOXX?

ITDD is cheaper with a 0.11% expense ratio, compared with 0.34% for SOXX.

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

ITDD has the higher dividend yield at 1.69%, compared with 0.24% for SOXX.

What is the main difference between ITDD and SOXX?

ITDD is categorized as Target Retirement Date, while SOXX is Semiconductors. Their fees differ too: 0.11% for ITDD and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (4.28 vs 1.96), 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.