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REZ vs. SOXX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REZ vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Residential Real Estate ETF (REZ) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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REZ vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REZ
iShares Residential Real Estate ETF
0.69%4.80%12.73%10.97%-28.31%47.86%-6.62%24.49%3.89%3.87%
SOXX
iShares Semiconductor ETF
9.20%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Returns By Period

In the year-to-date period, REZ achieves a 0.69% return, which is significantly lower than SOXX's 9.20% return. Over the past 10 years, REZ has underperformed SOXX with an annualized return of 5.55%, while SOXX has yielded a comparatively higher 28.01% annualized return.


REZ

1D
1.02%
1M
-7.10%
YTD
0.69%
6M
-1.00%
1Y
-1.49%
3Y*
8.30%
5Y*
4.57%
10Y*
5.55%

SOXX

1D
6.09%
1M
-6.65%
YTD
9.20%
6M
21.48%
1Y
75.78%
3Y*
31.31%
5Y*
18.49%
10Y*
28.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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REZ vs. SOXX - Expense Ratio Comparison

REZ has a 0.48% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Return for Risk

REZ vs. SOXX — Risk / Return Rank

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

REZ
REZ Risk / Return Rank: 1010
Overall Rank
REZ Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
REZ Sortino Ratio Rank: 1010
Sortino Ratio Rank
REZ Omega Ratio Rank: 1010
Omega Ratio Rank
REZ Calmar Ratio Rank: 1111
Calmar Ratio Rank
REZ Martin Ratio Rank: 1111
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9292
Overall Rank
SOXX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8989
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9595
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.

REZ vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Residential Real Estate ETF (REZ) 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.


REZSOXXDifference

Sharpe ratio

Return per unit of total volatility

-0.09

1.90

-1.99

Sortino ratio

Return per unit of downside risk

-0.01

2.51

-2.52

Omega ratio

Gain probability vs. loss probability

1.00

1.36

-0.36

Calmar ratio

Return relative to maximum drawdown

-0.07

4.12

-4.19

Martin ratio

Return relative to average drawdown

-0.22

15.37

-15.59

REZ vs. SOXX - Sharpe Ratio Comparison

The current REZ Sharpe Ratio is -0.09, which is lower than the SOXX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of REZ and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


REZSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.09

1.90

-1.99

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.52

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.85

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.37

-0.14

Correlation

The correlation between REZ and SOXX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

REZ vs. SOXX - Dividend Comparison

REZ's dividend yield for the trailing twelve months is around 2.28%, more than SOXX's 0.51% yield.


TTM20252024202320222021202020192018201720162015
REZ
iShares Residential Real Estate ETF
2.28%2.74%2.26%2.94%3.37%1.81%3.17%2.90%3.63%3.57%5.55%3.18%
SOXX
iShares Semiconductor ETF
0.51%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Drawdowns

REZ vs. SOXX - Drawdown Comparison

The maximum REZ drawdown since its inception was -66.87%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for REZ and SOXX.


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Drawdown Indicators


REZSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-70.21%

+3.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.82%

-18.27%

+6.45%

Max Drawdown (5Y)

Largest decline over 5 years

-35.05%

-45.75%

+10.70%

Max Drawdown (10Y)

Largest decline over 10 years

-44.15%

-45.75%

+1.60%

Current Drawdown

Current decline from peak

-7.70%

-10.64%

+2.94%

Average Drawdown

Average peak-to-trough decline

-12.79%

-20.10%

+7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

4.90%

-1.06%

Volatility

REZ vs. SOXX - Volatility Comparison

The current volatility for iShares Residential Real Estate ETF (REZ) is 4.65%, while iShares Semiconductor ETF (SOXX) has a volatility of 13.41%. This indicates that REZ 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


REZSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

13.41%

-8.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

26.27%

-16.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.81%

40.03%

-23.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.88%

35.49%

-16.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.52%

32.98%

-11.46%