SEMY vs. SOXX
SEMY (GraniteShares YieldBOOST Semiconductors ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - SEMY is a Derivative Income fund actively managed by GraniteShares, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. SEMY is actively managed, while SOXX is passively managed. Their correlation of 0.85 suggests significant overlap in exposure. SEMY charges 1.07%/yr vs 0.34%/yr for SOXX.
Performance
SEMY vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, SEMY achieves a 39.32% return, which is significantly lower than SOXX's 100.58% return.
SEMY
- 1D
- -1.43%
- 1M
- 2.90%
- YTD
- 39.32%
- 6M
- 37.22%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 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%
SEMY vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SEMY GraniteShares YieldBOOST Semiconductors ETF | 39.32% | -0.56% |
SOXX iShares Semiconductor ETF | 100.58% | 6.36% |
Correlation
The correlation between SEMY and SOXX is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 18, 2025 | 0.85 |
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Return for Risk
SEMY vs. SOXX — Risk / Return Rank
SEMY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOXX
SEMY vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST Semiconductors ETF (SEMY) 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.
| SEMY | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.60 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 10.70 | — |
| Martin ratioReturn relative to average drawdown | — | 38.46 | — |
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Drawdowns
SEMY vs. SOXX - Drawdown Comparison
The maximum SEMY drawdown since its inception was -11.46%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SEMY and SOXX.
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Drawdown Indicators
| SEMY | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.46% | -70.21% | +58.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.77% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -41.36% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -45.75% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.75% | — |
Current DrawdownCurrent decline from peak | -1.43% | -7.88% | +6.45% |
Average DrawdownAverage peak-to-trough decline | -2.49% | -19.94% | +17.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.38% | — |
Volatility
SEMY vs. SOXX - Volatility Comparison
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Volatility by Period
| SEMY | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 22.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 33.44% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 25.93% | 39.42% | -13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.93% | 37.21% | -11.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.93% | 34.00% | -8.07% |
SEMY vs. SOXX - Expense Ratio Comparison
SEMY has a 1.07% expense ratio, which is higher than SOXX's 0.34% expense ratio.
Dividends
SEMY vs. SOXX - Dividend Comparison
SEMY's dividend yield for the trailing twelve months is around 92.46%, more than SOXX's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEMY GraniteShares YieldBOOST Semiconductors ETF | 92.46% | 17.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.24% | 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
SEMY and SOXX have a correlation of 0.85, 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 1.07% for SEMY.
SEMY has the higher dividend yield at 92.46%, compared with 0.24% for SOXX.
SEMY is categorized as Derivative Income, while SOXX is Semiconductors. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.07% for SEMY and 0.34% for SOXX.
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