PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PWC vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PWC and SOXX is 0.70, 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.


-0.50.00.51.00.7

Performance

PWC vs. SOXX - Performance Comparison

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

-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-1.65%
PWC
SOXX

Key characteristics

Returns By Period


PWC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SOXX

YTD

6.98%

1M

0.34%

6M

-1.65%

1Y

13.24%

5Y*

23.13%

10Y*

23.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PWC vs. SOXX - Expense Ratio Comparison

PWC has a 0.60% expense ratio, which is higher than SOXX's 0.46% expense ratio.


PWC
Invesco Dynamic Market ETF
Expense ratio chart for PWC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Risk-Adjusted Performance

PWC vs. SOXX — Risk-Adjusted Performance Rank

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

PWC
The Risk-Adjusted Performance Rank of PWC is 9292
Overall Rank
The Sharpe Ratio Rank of PWC is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of PWC is 9797
Sortino Ratio Rank
The Omega Ratio Rank of PWC is 9898
Omega Ratio Rank
The Calmar Ratio Rank of PWC is 7171
Calmar Ratio Rank
The Martin Ratio Rank of PWC is 9999
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1515
Overall Rank
The Sharpe Ratio Rank of SOXX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1313
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.

PWC vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Market ETF (PWC) 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.


Sharpe ratio
No data
PWC
SOXX


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.00
0.30
PWC
SOXX

Dividends

PWC vs. SOXX - Dividend Comparison

PWC has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
PWC
Invesco Dynamic Market ETF
0.00%0.80%1.67%1.51%0.56%1.09%0.95%1.44%1.75%1.35%1.02%0.82%
SOXX
iShares PHLX Semiconductor ETF
0.63%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

PWC vs. SOXX - Drawdown Comparison


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-12.82%
PWC
SOXX

Volatility

PWC vs. SOXX - Volatility Comparison

The current volatility for Invesco Dynamic Market ETF (PWC) is 0.00%, while iShares PHLX Semiconductor ETF (SOXX) has a volatility of 10.14%. This indicates that PWC 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.


0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February0
10.14%
PWC
SOXX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab