QQH vs. SOXX
QQH (HCM Defender 100 Index ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - QQH is a Technology Equities fund tracking the HCM Defender 100 Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 5 years, QQH returned 12.07%/yr vs 33.69%/yr for SOXX. A 0.79 correlation means they provide meaningful diversification when combined. QQH charges 1.14%/yr vs 0.34%/yr for SOXX.
Performance
QQH vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, QQH achieves a 6.74% return, which is significantly lower than SOXX's 100.58% return.
QQH
- 1D
- -4.16%
- 1M
- -2.80%
- YTD
- 6.74%
- 6M
- 4.72%
- 1Y
- 28.70%
- 3Y*
- 21.78%
- 5Y*
- 12.07%
- 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%
QQH vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
QQH HCM Defender 100 Index ETF | 6.74% | 15.66% | 33.64% | 48.05% | -39.60% | 37.52% | 41.71% | 15.09% |
SOXX iShares Semiconductor ETF | 100.58% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 20.55% |
Correlation
The correlation between QQH and SOXX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.75 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2019 | 0.79 |
The correlation between QQH and SOXX has been stable across timeframes, ranging from 0.75 to 0.81 - a consistent structural relationship.
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Return for Risk
QQH vs. SOXX — Risk / Return Rank
QQH
SOXX
QQH vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for HCM Defender 100 Index ETF (QQH) 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.
| QQH | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.46 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.60 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 10.70 | -8.92 |
| Martin ratioReturn relative to average drawdown | 4.73 | 38.46 | -33.73 |
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Drawdowns
QQH vs. SOXX - Drawdown Comparison
The maximum QQH drawdown since its inception was -41.87%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for QQH and SOXX.
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Drawdown Indicators
| QQH | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -70.21% | +28.34% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -15.77% | -0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -24.84% | -41.36% | +16.52% |
Max Drawdown (5Y)Largest decline over 5 years | -41.87% | -45.75% | +3.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -7.53% | -7.88% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -12.87% | -19.94% | +7.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.08% | 4.38% | +1.70% |
Volatility
QQH vs. SOXX - Volatility Comparison
The current volatility for HCM Defender 100 Index ETF (QQH) is 11.82%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that QQH 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
| QQH | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.82% | 22.75% | -10.93% |
Volatility (6M)Calculated over the trailing 6-month period | 17.82% | 33.44% | -15.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.13% | 39.42% | -16.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 37.21% | -15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.00% | 34.00% | -9.00% |
QQH vs. SOXX - Expense Ratio Comparison
QQH has a 1.14% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
QQH vs. SOXX - Dividend Comparison
QQH's dividend yield for the trailing twelve months is around 0.20%, less than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QQH HCM Defender 100 Index ETF | 0.20% | 0.21% | 0.24% | 0.27% | 0.00% | 0.00% | 0.00% | 0.21% | 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
QQH and SOXX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (22.75%) compared to QQH (11.82%). In terms of maximum drawdown, QQH dropped -41.87% vs SOXX's -70.21%.
On 5-year performance, SOXX leads with 33.69% vs 12.07% for QQH. On fees, SOXX is cheaper at 0.34% per year. On volatility, QQH has been the lower-risk option at 11.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, SOXX has performed better with a 33.69% return vs 12.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXX is cheaper with a 0.34% expense ratio, compared with 1.14% for QQH.
SOXX has the higher dividend yield at 0.24%, compared with 0.20% for QQH.
QQH is categorized as Technology Equities, while SOXX is Semiconductors. QQH tracks HCM Defender 100 Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Howard Capital Management and iShares. Their fees differ too: 1.14% for QQH and 0.34% for SOXX.
SOXX currently has the higher Sharpe Ratio (4.28 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.
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