MDWD vs. SOXX
MDWD (MediWound Ltd.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, MDWD returned -12.02%/yr vs 33.24%/yr for SOXX. At a 0.16 correlation, their price movements are largely independent.
Performance
MDWD vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, MDWD achieves a -20.86% return, which is significantly lower than SOXX's 76.35% return. Over the past 10 years, MDWD has underperformed SOXX with an annualized return of -12.02%, while SOXX has yielded a comparatively higher 33.24% annualized return.
MDWD
- 1D
- 3.03%
- 1M
- 5.34%
- 6M
- -15.89%
- YTD
- -20.86%
- 1Y
- -26.95%
- 3Y*
- 13.97%
- 5Y*
- -14.73%
- 10Y*
- -12.02%
SOXX
- 1D
- -4.46%
- 1M
- -10.27%
- 6M
- 57.49%
- YTD
- 76.35%
- 1Y
- 117.02%
- 3Y*
- 45.18%
- 5Y*
- 31.15%
- 10Y*
- 33.24%
MDWD vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | -20.86% | 3.71% | 75.02% | -24.61% | -18.34% | -36.22% | 19.35% | -23.65% | -8.76% | -2.82% |
SOXX iShares Semiconductor ETF | 76.35% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between MDWD and SOXX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 20, 2014 | 0.16 |
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Return for Risk
MDWD vs. SOXX — Risk / Return Rank
MDWD
SOXX
MDWD vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MediWound Ltd. (MDWD) 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.
| MDWD | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.42 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.41 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 6.19 | -6.97 |
| Martin ratioReturn relative to average drawdown | -1.42 | 22.06 | -23.48 |
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Drawdowns
MDWD vs. SOXX - Drawdown Comparison
The maximum MDWD drawdown since its inception was -94.35%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for MDWD and SOXX.
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Drawdown Indicators
| MDWD | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.35% | -70.21% | -24.14% |
Max Drawdown (1Y)Largest decline over 1 year | -34.62% | -19.01% | -15.61% |
Max Drawdown (3Y)Largest decline over 3 years | -38.26% | -41.36% | +3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -77.85% | -45.75% | -32.10% |
Max Drawdown (10Y)Largest decline over 10 years | -87.58% | -45.75% | -41.83% |
Current DrawdownCurrent decline from peak | -88.51% | -19.01% | -69.50% |
Average DrawdownAverage peak-to-trough decline | -75.97% | -19.92% | -56.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.05% | 5.32% | +13.73% |
Volatility
MDWD vs. SOXX - Volatility Comparison
The current volatility for MediWound Ltd. (MDWD) is 10.62%, while iShares Semiconductor ETF (SOXX) has a volatility of 20.64%. This indicates that MDWD 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
| MDWD | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.62% | 20.64% | -10.02% |
Volatility (6M)Calculated over the trailing 6-month period | 30.81% | 36.86% | -6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 42.02% | 42.42% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.56% | 37.83% | +20.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 60.83% | 34.30% | +26.53% |
Dividends
MDWD vs. SOXX - Dividend Comparison
MDWD has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDWD MediWound Ltd. | 0.00% | 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 | 0.28% | 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
MDWD and SOXX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (20.64%) compared to MDWD (10.62%). In terms of maximum drawdown, MDWD dropped -94.35% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.77 vs -0.64), 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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