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MBBA vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBBA vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Mortgage-Backed Securities Active ETF (MBBA) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MBBA

1D
0.03%
1M
0.87%
YTD
6M
1Y
3Y*
5Y*
10Y*

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)

MBBA vs. SOXX - Yearly Performance Comparison


Correlation

The correlation between MBBA and SOXX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 26, 2026

0.32

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Return for Risk

MBBA vs. SOXX — Risk / Return Rank

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

MBBA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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.

MBBA vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage-Backed Securities Active ETF (MBBA) 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.


MBBASOXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.60

Calmar ratioReturn relative to maximum drawdown

10.70

Martin ratioReturn relative to average drawdown

38.46

MBBA vs. SOXX - Sharpe Ratio Comparison


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Drawdowns

MBBA vs. SOXX - Drawdown Comparison

The maximum MBBA drawdown since its inception was -2.83%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MBBA and SOXX.


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Drawdown Indicators


MBBASOXXDifference

Max Drawdown

Largest peak-to-trough decline

-2.83%

-70.21%

+67.38%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

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

-1.10%

-7.88%

+6.78%

Average Drawdown

Average peak-to-trough decline

-1.12%

-19.94%

+18.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

Volatility

MBBA vs. SOXX - Volatility Comparison


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Volatility by Period


MBBASOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.75%

Volatility (6M)

Calculated over the trailing 6-month period

33.44%

Volatility (1Y)

Calculated over the trailing 1-year period

4.54%

39.42%

-34.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.54%

37.21%

-32.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.54%

34.00%

-29.46%

MBBA vs. SOXX - Expense Ratio Comparison

MBBA has a 0.25% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

MBBA vs. SOXX - Dividend Comparison

MBBA's dividend yield for the trailing twelve months is around 1.84%, more than SOXX's 0.24% yield.


PositionTTM20252024202320222021202020192018201720162015
MBBA
iShares Mortgage-Backed Securities Active ETF
1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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


MBBA and SOXX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MBBA is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MBBA is cheaper with a 0.25% expense ratio, compared with 0.34% for SOXX.

MBBA has the higher dividend yield at 1.84%, compared with 0.24% for SOXX.

MBBA is categorized as Mortgage Backed Securities, while SOXX is Semiconductors. Their fees differ too: 0.25% for MBBA and 0.34% for SOXX.

Portfolio Optimizer

Find the right allocation for MBBA and SOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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