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SEC0.DE vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEC0.DE vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SEC0.DE is traded in EUR, while SOXX is traded in USD. To make them comparable, the SOXX values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SEC0.DE having a 98.10% return and SOXX slightly higher at 102.55%.


SEC0.DE

1D
-2.85%
1M
23.18%
YTD
98.10%
6M
100.19%
1Y
192.28%
3Y*
56.37%
5Y*
10Y*

SOXX

1D
-2.24%
1M
25.69%
YTD
102.55%
6M
97.73%
1Y
175.09%
3Y*
52.91%
5Y*
35.17%
10Y*
35.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEC0.DE vs. SOXX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
98.10%36.46%20.85%61.01%-32.22%21.11%
SOXX
iShares Semiconductor ETF
102.55%24.04%20.38%62.11%-31.06%20.99%

Correlation

The correlation between SEC0.DE and SOXX is 0.78, 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

0.78

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

0.71

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2021

0.69

The correlation between SEC0.DE and SOXX has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.

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Return for Risk

SEC0.DE vs. SOXX — Risk / Return Rank

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

SEC0.DE
SEC0.DE Risk / Return Rank: 9797
Overall Rank
SEC0.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SEC0.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
SEC0.DE Omega Ratio Rank: 9595
Omega Ratio Rank
SEC0.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
SEC0.DE Martin Ratio Rank: 9898
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9696
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.

SEC0.DE vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) 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.


SEC0.DESOXXDifference
Sharpe ratioReturn per unit of total volatility

+0.69

Sortino ratioReturn per unit of downside risk

+0.77

Omega ratioGain probability vs. loss probability

1.75

1.69

+0.06

Calmar ratioReturn relative to maximum drawdown

14.81

13.34

+1.47

Martin ratioReturn relative to average drawdown

52.61

46.58

+6.03

SEC0.DE vs. SOXX - Sharpe Ratio Comparison

The current SEC0.DE Sharpe Ratio is 5.89, which is comparable to the SOXX Sharpe Ratio of 5.21. The chart below compares the historical Sharpe Ratios of SEC0.DE 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


SEC0.DESOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.89

5.21

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.70

+0.47

Drawdowns

SEC0.DE vs. SOXX - Drawdown Comparison

The maximum SEC0.DE drawdown since its inception was -39.35%, smaller than the maximum SOXX drawdown of -62.20%. Use the drawdown chart below to compare losses from any high point for SEC0.DE and SOXX.


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Drawdown Indicators


SEC0.DESOXXDifference

Max Drawdown

Largest peak-to-trough decline

-39.35%

-62.20%

+22.85%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-13.21%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-39.35%

-42.03%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-42.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

Current Drawdown

Current decline from peak

-2.85%

-2.24%

-0.61%

Average Drawdown

Average peak-to-trough decline

-11.85%

-13.44%

+1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.78%

-0.14%

Volatility

SEC0.DE vs. SOXX - Volatility Comparison

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and iShares Semiconductor ETF (SOXX) have volatilities of 13.13% and 13.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEC0.DESOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

13.47%

-0.34%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

26.54%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

32.42%

33.84%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.95%

35.35%

-5.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.95%

33.33%

-3.38%

SEC0.DE vs. SOXX - Expense Ratio Comparison

SEC0.DE has a 0.35% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

SEC0.DE vs. SOXX - Dividend Comparison

SEC0.DE has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.28%.


PositionTTM20252024202320222021202020192018201720162015
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.28%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


SEC0.DE and SOXX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.35% for SEC0.DE.

SEC0.DE tracks MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.35% for SEC0.DE and 0.34% for SOXX.

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