LDEM vs. SOXX
Compare and contrast key facts about iShares ESG MSCI EM Leaders ETF (LDEM) and iShares Semiconductor ETF (SOXX).
LDEM and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LDEM is a passively managed fund by iShares that tracks the performance of the MSCI EM Extended ESG Leaders 5% Issuer Capped Index. It was launched on Feb 5, 2020. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. Both LDEM and SOXX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
LDEM vs. SOXX - Performance Comparison
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LDEM vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LDEM iShares ESG MSCI EM Leaders ETF | 0.01% | 32.49% | 5.87% | 6.49% | -22.46% | -2.03% | 15.59% |
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 44.10% |
Returns By Period
In the year-to-date period, LDEM achieves a 0.01% return, which is significantly lower than SOXX's 12.48% return.
LDEM
- 1D
- 0.26%
- 1M
- -6.02%
- YTD
- 0.01%
- 6M
- 0.18%
- 1Y
- 23.36%
- 3Y*
- 11.83%
- 5Y*
- 1.24%
- 10Y*
- —
SOXX
- 1D
- 3.01%
- 1M
- -3.78%
- YTD
- 12.48%
- 6M
- 22.76%
- 1Y
- 80.97%
- 3Y*
- 32.61%
- 5Y*
- 19.19%
- 10Y*
- 28.39%
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LDEM vs. SOXX - Expense Ratio Comparison
LDEM has a 0.16% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Return for Risk
LDEM vs. SOXX — Risk / Return Rank
LDEM
SOXX
LDEM vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI EM Leaders ETF (LDEM) 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.
| LDEM | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 2.03 | -0.82 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.63 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | 4.44 | -2.67 |
Martin ratioReturn relative to average drawdown | 6.32 | 16.46 | -10.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LDEM | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 2.03 | -0.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | 0.54 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.37 | -0.15 |
Correlation
The correlation between LDEM and SOXX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LDEM vs. SOXX - Dividend Comparison
LDEM's dividend yield for the trailing twelve months is around 3.25%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LDEM iShares ESG MSCI EM Leaders ETF | 3.25% | 3.26% | 2.64% | 3.20% | 4.93% | 1.82% | 1.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Drawdowns
LDEM vs. SOXX - Drawdown Comparison
The maximum LDEM drawdown since its inception was -40.82%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for LDEM and SOXX.
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Drawdown Indicators
| LDEM | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.82% | -70.21% | +29.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.21% | -18.27% | +5.06% |
Max Drawdown (5Y)Largest decline over 5 years | -39.17% | -45.75% | +6.58% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -10.14% | -7.95% | -2.19% |
Average DrawdownAverage peak-to-trough decline | -17.72% | -20.10% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 4.92% | -1.22% |
Volatility
LDEM vs. SOXX - Volatility Comparison
The current volatility for iShares ESG MSCI EM Leaders ETF (LDEM) is 7.25%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that LDEM 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
| LDEM | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.25% | 12.83% | -5.58% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 26.41% | -13.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 40.12% | -20.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 35.48% | -16.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.75% | 32.98% | -12.23% |