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QLTA vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QLTA vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Aaa - A Rated Corporate Bond ETF (QLTA) 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, QLTA achieves a 0.31% return, which is significantly lower than SOXX's 104.57% return. Over the past 10 years, QLTA has underperformed SOXX with an annualized return of 2.00%, while SOXX has yielded a comparatively higher 35.79% annualized return.


QLTA

1D
-0.19%
1M
0.50%
YTD
0.31%
6M
0.04%
1Y
5.42%
3Y*
4.51%
5Y*
0.10%
10Y*
2.00%

SOXX

1D
1.76%
1M
33.25%
YTD
104.57%
6M
99.43%
1Y
190.05%
3Y*
57.39%
5Y*
34.50%
10Y*
35.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QLTA vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QLTA
iShares Aaa - A Rated Corporate Bond ETF
0.31%7.36%1.23%7.60%-15.14%-2.32%9.62%12.54%-2.27%5.69%
SOXX
iShares Semiconductor ETF
104.57%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between QLTA and SOXX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.19

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Feb 17, 2012

0.03

The correlation between QLTA and SOXX shifts across timeframes, from 0.03 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

QLTA vs. SOXX — Risk / Return Rank

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

QLTA
QLTA Risk / Return Rank: 3535
Overall Rank
QLTA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
QLTA Sortino Ratio Rank: 3434
Sortino Ratio Rank
QLTA Omega Ratio Rank: 3232
Omega Ratio Rank
QLTA Calmar Ratio Rank: 3939
Calmar Ratio Rank
QLTA Martin Ratio Rank: 3636
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9797
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
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.

QLTA vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Aaa - A Rated Corporate Bond ETF (QLTA) 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.


QLTASOXXDifference
Sharpe ratioReturn per unit of total volatility

-4.36

Sortino ratioReturn per unit of downside risk

-3.51

Omega ratioGain probability vs. loss probability

1.22

1.74

-0.53

Calmar ratioReturn relative to maximum drawdown

1.94

12.13

-10.20

Martin ratioReturn relative to average drawdown

5.80

46.43

-40.64

QLTA vs. SOXX - Sharpe Ratio Comparison

The current QLTA Sharpe Ratio is 1.25, which is lower than the SOXX Sharpe Ratio of 5.61. The chart below compares the historical Sharpe Ratios of QLTA 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


QLTASOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

5.61

-4.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.96

-0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

1.07

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.45

-0.05

Drawdowns

QLTA vs. SOXX - Drawdown Comparison

The maximum QLTA drawdown since its inception was -22.27%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for QLTA and SOXX.


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Drawdown Indicators


QLTASOXXDifference

Max Drawdown

Largest peak-to-trough decline

-22.27%

-70.21%

+47.94%

Max Drawdown (1Y)

Largest decline over 1 year

-2.81%

-15.77%

+12.96%

Max Drawdown (3Y)

Largest decline over 3 years

-6.66%

-41.36%

+34.70%

Max Drawdown (5Y)

Largest decline over 5 years

-21.36%

-45.75%

+24.39%

Max Drawdown (10Y)

Largest decline over 10 years

-22.27%

-45.75%

+23.48%

Current Drawdown

Current decline from peak

-3.41%

0.00%

-3.41%

Average Drawdown

Average peak-to-trough decline

-4.68%

-19.97%

+15.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

4.11%

-3.17%

Volatility

QLTA vs. SOXX - Volatility Comparison

The current volatility for iShares Aaa - A Rated Corporate Bond ETF (QLTA) is 1.37%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.03%. This indicates that QLTA 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


QLTASOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

14.03%

-12.66%

Volatility (6M)

Calculated over the trailing 6-month period

3.19%

27.35%

-24.16%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

34.18%

-29.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.22%

36.11%

-28.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.02%

33.43%

-26.41%

QLTA vs. SOXX - Expense Ratio Comparison

QLTA has a 0.15% expense ratio, which is lower than SOXX's 0.34% expense ratio.


Dividends

QLTA vs. SOXX - Dividend Comparison

QLTA's dividend yield for the trailing twelve months is around 4.47%, more than SOXX's 0.27% yield.


PositionTTM20252024202320222021202020192018201720162015
QLTA
iShares Aaa - A Rated Corporate Bond ETF
4.47%4.33%4.11%3.39%2.79%1.96%2.31%2.99%3.09%2.67%2.59%2.99%
SOXX
iShares Semiconductor ETF
0.27%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


QLTA and SOXX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (14.03%) compared to QLTA (1.37%). In terms of maximum drawdown, QLTA dropped -22.27% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.79% vs 2.00% for QLTA. On fees, QLTA is cheaper at 0.15% per year. On volatility, QLTA has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.79% return vs 2.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QLTA is cheaper with a 0.15% expense ratio, compared with 0.34% for SOXX.

QLTA has the higher dividend yield at 4.47%, compared with 0.27% for SOXX.

QLTA is categorized as Corporate Bonds, while SOXX is Semiconductors. QLTA tracks Bloomberg U.S. Corporate Aaa - A Capped Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.15% for QLTA and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (5.61 vs 1.25), 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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