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LDRC vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LDRC vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) 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, LDRC achieves a 0.80% return, which is significantly lower than SOXX's 79.35% return.


LDRC

1D
-0.02%
1M
0.05%
YTD
0.80%
6M
1.31%
1Y
4.49%
3Y*
5Y*
10Y*

SOXX

1D
-10.44%
1M
6.49%
YTD
79.35%
6M
74.82%
1Y
151.62%
3Y*
50.81%
5Y*
31.00%
10Y*
33.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LDRC vs. SOXX - Yearly Performance Comparison


2026 (YTD)20252024
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF
0.80%6.33%0.37%
SOXX
iShares Semiconductor ETF
79.35%40.74%-6.71%

Correlation

The correlation between LDRC and SOXX is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2024

0.13

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Return for Risk

LDRC vs. SOXX — Risk / Return Rank

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

LDRC
LDRC Risk / Return Rank: 7575
Overall Rank
LDRC Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LDRC Sortino Ratio Rank: 7171
Sortino Ratio Rank
LDRC Omega Ratio Rank: 7979
Omega Ratio Rank
LDRC Calmar Ratio Rank: 8686
Calmar Ratio Rank
LDRC Martin Ratio Rank: 7373
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9494
Overall Rank
SOXX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9696
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.

LDRC vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) 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.


LDRCSOXXDifference
Sharpe ratioReturn per unit of total volatility

-2.24

Sortino ratioReturn per unit of downside risk

-1.20

Omega ratioGain probability vs. loss probability

1.44

1.61

-0.17

Calmar ratioReturn relative to maximum drawdown

4.52

9.68

-5.15

Martin ratioReturn relative to average drawdown

12.70

36.37

-23.67

LDRC vs. SOXX - Sharpe Ratio Comparison

The current LDRC Sharpe Ratio is 2.02, which is lower than the SOXX Sharpe Ratio of 4.25. The chart below compares the historical Sharpe Ratios of LDRC 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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Sharpe Ratios by Period


LDRCSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

4.25

-2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

0.43

+1.49

Drawdowns

LDRC vs. SOXX - Drawdown Comparison

The maximum LDRC drawdown since its inception was -1.00%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for LDRC and SOXX.


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Drawdown Indicators


LDRCSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-1.00%

-70.21%

+69.21%

Max Drawdown (1Y)

Largest decline over 1 year

-1.00%

-15.77%

+14.77%

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

-0.08%

-12.33%

+12.25%

Average Drawdown

Average peak-to-trough decline

-0.26%

-19.97%

+19.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.35%

4.19%

-3.84%

Volatility

LDRC vs. SOXX - Volatility Comparison

The current volatility for iShares iBonds 1-5 Year Corporate Ladder ETF (LDRC) is 0.44%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.99%. This indicates that LDRC 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


LDRCSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.44%

17.99%

-17.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.49%

29.75%

-28.26%

Volatility (1Y)

Calculated over the trailing 1-year period

2.24%

35.87%

-33.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.51%

36.40%

-33.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.51%

33.60%

-31.09%

LDRC vs. SOXX - Expense Ratio Comparison

LDRC has a 0.10% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

LDRC vs. SOXX - Dividend Comparison

LDRC's dividend yield for the trailing twelve months is around 4.22%, more than SOXX's 0.31% yield.


PositionTTM20252024202320222021202020192018201720162015
LDRC
iShares iBonds 1-5 Year Corporate Ladder ETF
4.22%4.22%0.75%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.31%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


LDRC and SOXX have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (17.99%) compared to LDRC (0.44%). In terms of maximum drawdown, LDRC dropped -1.00% vs SOXX's -70.21%.

On 1-year performance, SOXX leads with 151.62% vs 4.49% for LDRC. On fees, LDRC is cheaper at 0.10% per year. On volatility, LDRC has been the lower-risk option at 0.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SOXX has performed better with a 151.62% return vs 4.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LDRC is cheaper with a 0.10% expense ratio, compared with 0.34% for SOXX.

LDRC has the higher dividend yield at 4.22%, compared with 0.31% for SOXX.

LDRC is categorized as Short-Term Bond, while SOXX is Semiconductors. LDRC tracks BlackRock iBonds 1-5 Year Corporate Ladder Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.10% for LDRC and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.25 vs 2.02), 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.

Portfolio Optimizer

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