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IYF vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IYF vs. SOXX

Last updated Jun 24, 2026

IYF (iShares U.S. Financials ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - IYF is a Financials Equities fund tracking the Dow Jones U.S. Financials Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, IYF returned 13.90%/yr vs 36.08%/yr for SOXX. A 0.58 correlation means they provide meaningful diversification when combined. IYF charges 0.42%/yr vs 0.34%/yr for SOXX.

Performance

IYF vs. SOXX - Performance Comparison

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

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Returns By Period

In the year-to-date period, IYF achieves a 0.92% return, which is significantly lower than SOXX's 100.58% return. Over the past 10 years, IYF has underperformed SOXX with an annualized return of 13.90%, while SOXX has yielded a comparatively higher 36.08% annualized return.

IYF

1D
0.41%
1M
4.59%
YTD
0.92%
6M
-0.33%
1Y
11.89%
3Y*
23.15%
5Y*
11.53%
10Y*
13.90%

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)

IYF vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IYF
iShares U.S. Financials ETF		0.92%18.25%31.30%15.32%-11.33%31.60%-1.00%31.86%-9.39%19.58%
SOXX
iShares Semiconductor ETF		100.58%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between IYF and SOXX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.22

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

0.34

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

0.48

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

0.51

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.58

Over the past year, the correlation between IYF and SOXX has dropped to 0.22 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.

IYF vs. SOXX - Sectors Allocation Comparison

Sectors
IYF
SOXX

Financial Services

99.1%

-

Real Estate

0.6%

-

Technology

0.3%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

-

Utilities

-

-

Financial Services

IYF
99.1%
SOXX

-

Real Estate

IYF
0.6%
SOXX

-

Technology

IYF
0.3%
SOXX
100.0%

Basic Materials

IYF

-

SOXX

-

Communication Services

IYF

-

SOXX

-

Consumer Cyclical

IYF

-

SOXX

-

Consumer Defensive

IYF

-

SOXX

-

Energy

IYF

-

SOXX

-

Healthcare

IYF

-

SOXX

-

Industrials

IYF

-

SOXX

-

Utilities

IYF

-

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. Financials ETF

iShares Semiconductor ETF

Often compared with IYF:
IYF vs. XLFIYF vs. VFHIYF vs. IYGIYF vs. KBWBIYF vs. KBEIYF vs. IXGIYF vs. FTXO
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

IYF vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IYF
IYF Risk / Return Rank: 2222
Overall Rank
IYF Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IYF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IYF Omega Ratio Rank: 2222
Omega Ratio Rank
IYF Calmar Ratio Rank: 2020
Calmar Ratio Rank
IYF Martin Ratio Rank: 2020
Martin Ratio Rank
SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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.

IYF vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Financials ETF (IYF) 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.

IYFSOXXDifference
Sharpe ratioReturn per unit of total volatility
0.82
4.28

-3.46

Sortino ratioReturn per unit of downside risk
1.19
4.15

-2.95

Omega ratioGain probability vs. loss probability

1.15

1.60

-0.45

Calmar ratioReturn relative to maximum drawdown

0.86

10.70

-9.84

Martin ratioReturn relative to average drawdown

2.32

38.46

-36.14

IYF vs. SOXX - Sharpe Ratio Comparison

The current IYF Sharpe Ratio is 0.82, which is lower than the SOXX Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of IYF 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

IYF vs. SOXX - Drawdown Comparison

The maximum IYF drawdown since its inception was -79.09%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IYF and SOXX.

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Drawdown Indicators

IYFSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-79.09%

-70.21%

-8.88%

Max Drawdown (1Y)

Largest decline over 1 year

-13.88%

-15.77%

+1.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.60%

-41.36%

+24.76%

Max Drawdown (5Y)

Largest decline over 5 years

-25.06%

-45.75%

+20.69%

Max Drawdown (10Y)

Largest decline over 10 years

-42.57%

-45.75%

+3.18%

Current Drawdown

Current decline from peak

-2.17%

-7.88%

+5.71%

Average Drawdown

Average peak-to-trough decline

-17.58%

-19.94%

+2.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.14%

4.38%

+0.76%

Volatility

IYF vs. SOXX - Volatility Comparison

The current volatility for iShares U.S. Financials ETF (IYF) is 4.13%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that IYF 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

IYFSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

22.75%

-18.62%

Volatility (6M)

Calculated over the trailing 6-month period

11.19%

33.44%

-22.25%

Volatility (1Y)

Calculated over the trailing 1-year period

14.53%

39.42%

-24.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.00%

37.21%

-18.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

34.00%

-13.16%

IYF vs. SOXX - Expense Ratio Comparison

IYF has a 0.42% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

IYF vs. SOXX - Dividend Comparison

IYF's dividend yield for the trailing twelve months is around 1.48%, more than SOXX's 0.24% yield.

PositionTTM20252024202320222021202020192018201720162015
IYF
iShares U.S. Financials ETF		1.48%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%
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

IYF and SOXX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (22.75%) compared to IYF (4.13%). In terms of maximum drawdown, IYF dropped -79.09% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 36.08% vs 13.90% for IYF. On fees, SOXX is cheaper at 0.34% per year. On volatility, IYF has been the lower-risk option at 4.13%. 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 36.08% return vs 13.90%. 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 0.42% for IYF.

IYF has the higher dividend yield at 1.48%, compared with 0.24% for SOXX.

IYF is categorized as Financials Equities, while SOXX is Semiconductors. IYF tracks Dow Jones U.S. Financials Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.42% for IYF and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.28 vs 0.82), 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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