ITDE vs. SOXX

Last updated Jun 5, 2026

ITDE (Ishares Lifepath Target Date 2045 ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - ITDE is a Target Retirement Date fund actively managed by iShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. ITDE is actively managed, while SOXX is passively managed. Over the past year, ITDE returned 25.26% vs 179.78% for SOXX. A 0.73 correlation means they provide meaningful diversification when combined. ITDE charges 0.11%/yr vs 0.34%/yr for SOXX.

Performance

ITDE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Lifepath Target Date 2045 ETF (ITDE) 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, ITDE achieves a 10.87% return, which is significantly lower than SOXX's 100.26% return.

ITDE

• 1D: 0.35%
• 1M: 3.50%
• YTD: 10.87%
• 6M: 11.43%
• 1Y: 25.26%
• 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)

ITDE vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ITDE Ishares Lifepath Target Date 2045 ETF	10.87%	19.34%	14.62%	13.21%
SOXX iShares Semiconductor ETF	100.26%	40.74%	12.92%	24.40%

Correlation

The correlation between ITDE and SOXX is 0.70, 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	0.70
Correlation (All Time) Calculated using the full available price history since Oct 20, 2023	0.73

The correlation between ITDE and SOXX has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.

ITDE vs. SOXX - Sectors Allocation Comparison

Sectors	ITDE	SOXX
Technology	25.8%	100.0%
Financial Services	15.3%	-
Industrials	11.7%	-
Consumer Cyclical	8.9%	-
Healthcare	7.9%	-
Communication Services	7.8%	-
Real Estate	6.7%	-
Consumer Defensive	4.6%	-
Energy	4.3%	-
Basic Materials	4.1%	-
Utilities	2.9%	-

Return for Risk

ITDE vs. SOXX — Risk / Return Rank

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

ITDE

ITDE Risk / Return Rank: 70
ITDE Sharpe Ratio Rank: 72
ITDE Sortino Ratio Rank: 73
ITDE Omega Ratio Rank: 72
ITDE Calmar Ratio Rank: 62
ITDE Martin Ratio Rank: 72

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.

ITDE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Lifepath Target Date 2045 ETF (ITDE) 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.

	ITDE	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	2.31	5.29	-2.98
Sortino ratio: Return per unit of downside risk	3.26	5.16	-1.91
Omega ratio: Gain probability vs. loss probability	1.42	1.71	-0.29
Calmar ratio: Return relative to maximum drawdown	3.01	11.48	-8.47
Martin ratio: Return relative to average drawdown	13.20	43.90	-30.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITDE vs. SOXX - Sharpe Ratio Comparison

The current ITDE Sharpe Ratio is 2.31, which is lower than the SOXX Sharpe Ratio of 5.29. The chart below compares the historical Sharpe Ratios of ITDE 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

	ITDE	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.31	5.29	-2.98
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	1.79	0.44	+1.34

Drawdowns

ITDE vs. SOXX - Drawdown Comparison

The maximum ITDE drawdown since its inception was -14.67%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for ITDE and SOXX.

Drawdown Indicators

	ITDE	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-14.67%	-70.21%	+55.54%
Max Drawdown (1Y) Largest decline over 1 year	-8.44%	-15.77%	+7.33%
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	-0.29%	-2.10%	+1.81%
Average Drawdown Average peak-to-trough decline	-1.41%	-19.97%	+18.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.92%	4.11%	-2.19%

Volatility

ITDE vs. SOXX - Volatility Comparison

The current volatility for Ishares Lifepath Target Date 2045 ETF (ITDE) is 3.36%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.08%. This indicates that ITDE 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

	ITDE	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	14.08%	-10.72%
Volatility (6M) Calculated over the trailing 6-month period	8.81%	27.45%	-18.64%
Volatility (1Y) Calculated over the trailing 1-year period	10.97%	34.20%	-23.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.89%	36.11%	-23.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.89%	33.43%	-20.54%

ITDE vs. SOXX - Expense Ratio Comparison

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

Dividends

ITDE vs. SOXX - Dividend Comparison

ITDE's dividend yield for the trailing twelve months is around 1.68%, more than SOXX's 0.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITDE Ishares Lifepath Target Date 2045 ETF	1.68%	1.86%	1.64%	0.87%	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 ITDE and SOXX in my portfolio?

ITDE and SOXX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITDE or SOXX?

SOXX has higher volatility (14.08%) compared to ITDE (3.36%). In terms of maximum drawdown, ITDE dropped -14.67% vs SOXX's -70.21%.

Which ETF is better, ITDE or SOXX?

On 1-year performance, SOXX leads with 179.78% vs 25.26% for ITDE. On fees, ITDE is cheaper at 0.11% per year. On volatility, ITDE has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ITDE or SOXX?

Over the 1-year period, SOXX has performed better with a 179.78% return vs 25.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ITDE or SOXX?

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

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

ITDE has the higher dividend yield at 1.68%, compared with 0.28% for SOXX.

What is the main difference between ITDE and SOXX?

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

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (5.29 vs 2.31), 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.