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IYW vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IYW and SOXX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

IYW vs. SOXX - Performance Comparison

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

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%December2025FebruaryMarchAprilMay
1,072.03%
863.14%
IYW
SOXX

Key characteristics

Sharpe Ratio

IYW:

0.38

SOXX:

-0.28

Sortino Ratio

IYW:

0.71

SOXX:

-0.14

Omega Ratio

IYW:

1.10

SOXX:

0.98

Calmar Ratio

IYW:

0.41

SOXX:

-0.30

Martin Ratio

IYW:

1.30

SOXX:

-0.69

Ulcer Index

IYW:

8.30%

SOXX:

18.22%

Daily Std Dev

IYW:

29.75%

SOXX:

43.25%

Max Drawdown

IYW:

-81.89%

SOXX:

-70.21%

Current Drawdown

IYW:

-10.96%

SOXX:

-27.40%

Returns By Period

In the year-to-date period, IYW achieves a -6.90% return, which is significantly higher than SOXX's -10.91% return. Over the past 10 years, IYW has underperformed SOXX with an annualized return of 19.47%, while SOXX has yielded a comparatively higher 21.07% annualized return.


IYW

YTD

-6.90%

1M

21.10%

6M

-7.87%

1Y

11.28%

5Y*

20.08%

10Y*

19.47%

SOXX

YTD

-10.91%

1M

23.82%

6M

-17.51%

1Y

-11.84%

5Y*

20.12%

10Y*

21.07%

*Annualized

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IYW vs. SOXX - Expense Ratio Comparison

IYW has a 0.42% expense ratio, which is lower than SOXX's 0.46% expense ratio.


Risk-Adjusted Performance

IYW vs. SOXX — Risk-Adjusted Performance Rank

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

IYW
The Risk-Adjusted Performance Rank of IYW is 5050
Overall Rank
The Sharpe Ratio Rank of IYW is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of IYW is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IYW is 5050
Omega Ratio Rank
The Calmar Ratio Rank of IYW is 5454
Calmar Ratio Rank
The Martin Ratio Rank of IYW is 4848
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1010
Overall Rank
The Sharpe Ratio Rank of SOXX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1212
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 66
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IYW vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Technology ETF (IYW) and iShares PHLX 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.


The current IYW Sharpe Ratio is 0.38, which is higher than the SOXX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of IYW and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.38
-0.28
IYW
SOXX

Dividends

IYW vs. SOXX - Dividend Comparison

IYW's dividend yield for the trailing twelve months is around 0.22%, less than SOXX's 0.77% yield.


TTM20242023202220212020201920182017201620152014
IYW
iShares U.S. Technology ETF
0.22%0.21%0.53%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%1.13%
SOXX
iShares PHLX Semiconductor ETF
0.77%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

IYW vs. SOXX - Drawdown Comparison

The maximum IYW drawdown since its inception was -81.89%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for IYW and SOXX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-10.96%
-27.40%
IYW
SOXX

Volatility

IYW vs. SOXX - Volatility Comparison

The current volatility for iShares U.S. Technology ETF (IYW) is 15.66%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 21.34%. This indicates that IYW 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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
15.66%
21.34%
IYW
SOXX