SATO vs. SOXQ
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and SOXQ (Invesco PHLX Semiconductor ETF) are both exchange-traded funds - SATO is a Cryptocurrency fund tracking the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while SOXQ is a Semiconductors fund tracking the PHLX Semiconductor Sector Index. Both are passively managed. Over the past 3 years, SATO returned 20.64%/yr vs 49.64%/yr for SOXQ. A 0.58 correlation means they provide meaningful diversification when combined. SATO charges 0.60%/yr vs 0.19%/yr for SOXQ.
Performance
SATO vs. SOXQ - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -11.75% return, which is significantly lower than SOXQ's 74.43% return.
SATO
- 1D
- -3.36%
- 1M
- -10.88%
- 6M
- -23.63%
- YTD
- -11.75%
- 1Y
- -22.30%
- 3Y*
- 20.64%
- 5Y*
- —
- 10Y*
- —
SOXQ
- 1D
- -4.86%
- 1M
- -7.72%
- 6M
- 61.03%
- YTD
- 74.43%
- 1Y
- 117.47%
- 3Y*
- 49.64%
- 5Y*
- 31.46%
- 10Y*
- —
SATO vs. SOXQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -11.75% | 2.26% | 55.25% | 266.77% | -80.20% | -17.33% |
SOXQ Invesco PHLX Semiconductor ETF | 74.43% | 43.11% | 20.16% | 66.74% | -35.59% | 23.21% |
Correlation
The correlation between SATO and SOXQ is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2021 | 0.58 |
The correlation between SATO and SOXQ has been stable across timeframes, ranging from 0.52 to 0.58 - a consistent structural relationship.
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Return for Risk
SATO vs. SOXQ — Risk / Return Rank
SATO
SOXQ
SATO vs. SOXQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
| SATO | SOXQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.30 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.43 | -0.46 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | 7.42 | -7.84 |
| Martin ratioReturn relative to average drawdown | -0.70 | 23.55 | -24.25 |
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Drawdowns
SATO vs. SOXQ - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for SATO and SOXQ.
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Drawdown Indicators
| SATO | SOXQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -46.01% | -41.99% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -15.92% | -37.57% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | -39.36% | -14.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.01% | — |
Current DrawdownCurrent decline from peak | -45.92% | -15.65% | -30.27% |
Average DrawdownAverage peak-to-trough decline | -50.75% | -12.84% | -37.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.01% | 5.01% | +27.00% |
Volatility
SATO vs. SOXQ - Volatility Comparison
The current volatility for Invesco Alerian Galaxy Crypto Economy ETF (SATO) is 12.67%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 21.73%. This indicates that SATO experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SATO | SOXQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.67% | 21.73% | -9.06% |
Volatility (6M)Calculated over the trailing 6-month period | 38.10% | 35.36% | +2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 52.01% | 41.31% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.99% | 37.85% | +25.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.99% | 37.61% | +25.38% |
SATO vs. SOXQ - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is higher than SOXQ's 0.19% expense ratio.
Dividends
SATO vs. SOXQ - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.60%, more than SOXQ's 0.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.60% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% |
SOXQ Invesco PHLX Semiconductor ETF | 0.29% | 0.50% | 0.68% | 0.87% | 1.36% | 0.72% |
Frequently Asked Questions
SATO and SOXQ have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXQ has higher volatility (21.73%) compared to SATO (12.67%). In terms of maximum drawdown, SATO dropped -88.00% vs SOXQ's -46.01%.
On 3-year performance, SOXQ leads with 49.64% vs 20.64% for SATO. On fees, SOXQ is cheaper at 0.19% per year. On volatility, SATO has been the lower-risk option at 12.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SOXQ has performed better with a 49.64% return vs 20.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXQ is cheaper with a 0.19% expense ratio, compared with 0.60% for SATO.
SATO has the higher dividend yield at 7.60%, compared with 0.29% for SOXQ.
SATO is categorized as Cryptocurrency, while SOXQ is Semiconductors. SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while SOXQ tracks PHLX Semiconductor Sector Index. Their fees differ too: 0.60% for SATO and 0.19% for SOXQ.
SOXQ currently has the higher Sharpe Ratio (2.87 vs -0.43), 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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