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SOXQ vs. SOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SOXQ and SOXX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

SOXQ vs. SOXX - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
36.24%
30.27%
SOXQ
SOXX

Key characteristics

Sharpe Ratio

SOXQ:

-0.08

SOXX:

-0.20

Sortino Ratio

SOXQ:

0.20

SOXX:

0.01

Omega Ratio

SOXQ:

1.03

SOXX:

1.00

Calmar Ratio

SOXQ:

-0.09

SOXX:

-0.21

Martin Ratio

SOXQ:

-0.22

SOXX:

-0.50

Ulcer Index

SOXQ:

15.84%

SOXX:

17.27%

Daily Std Dev

SOXQ:

44.63%

SOXX:

43.49%

Max Drawdown

SOXQ:

-46.01%

SOXX:

-70.21%

Current Drawdown

SOXQ:

-28.47%

SOXX:

-30.69%

Returns By Period

The year-to-date returns for both investments are quite close, with SOXQ having a -15.42% return and SOXX slightly higher at -14.95%.


SOXQ

YTD

-15.42%

1M

-9.81%

6M

-18.15%

1Y

-6.49%

5Y*

N/A

10Y*

N/A

SOXX

YTD

-14.95%

1M

-10.36%

6M

-19.25%

1Y

-11.66%

5Y*

20.05%

10Y*

20.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SOXQ vs. SOXX - Expense Ratio Comparison

SOXQ has a 0.00% expense ratio, which is lower than SOXX's 0.46% expense ratio.


Expense ratio chart for SOXX: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXX: 0.46%
Expense ratio chart for SOXQ: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SOXQ: 0.00%

Risk-Adjusted Performance

SOXQ vs. SOXX — Risk-Adjusted Performance Rank

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

SOXQ
The Risk-Adjusted Performance Rank of SOXQ is 2121
Overall Rank
The Sharpe Ratio Rank of SOXQ is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXQ is 2727
Sortino Ratio Rank
The Omega Ratio Rank of SOXQ is 2626
Omega Ratio Rank
The Calmar Ratio Rank of SOXQ is 1616
Calmar Ratio Rank
The Martin Ratio Rank of SOXQ is 1818
Martin Ratio Rank

SOXX
The Risk-Adjusted Performance Rank of SOXX is 1414
Overall Rank
The Sharpe Ratio Rank of SOXX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SOXX is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SOXX is 1818
Omega Ratio Rank
The Calmar Ratio Rank of SOXX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of SOXX is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SOXQ vs. SOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PHLX Semiconductor ETF (SOXQ) and iShares PHLX 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.


The chart of Sharpe ratio for SOXQ, currently valued at -0.08, compared to the broader market-1.000.001.002.003.004.00
SOXQ: -0.08
SOXX: -0.20
The chart of Sortino ratio for SOXQ, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
SOXQ: 0.20
SOXX: 0.01
The chart of Omega ratio for SOXQ, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
SOXQ: 1.03
SOXX: 1.00
The chart of Calmar ratio for SOXQ, currently valued at -0.09, compared to the broader market0.002.004.006.008.0010.0012.00
SOXQ: -0.09
SOXX: -0.21
The chart of Martin ratio for SOXQ, currently valued at -0.22, compared to the broader market0.0020.0040.0060.00
SOXQ: -0.22
SOXX: -0.50

The current SOXQ Sharpe Ratio is -0.08, which is higher than the SOXX Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SOXQ 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.08
-0.20
SOXQ
SOXX

Dividends

SOXQ vs. SOXX - Dividend Comparison

SOXQ's dividend yield for the trailing twelve months is around 0.81%, which matches SOXX's 0.81% yield.


TTM20242023202220212020201920182017201620152014
SOXQ
Invesco PHLX Semiconductor ETF
0.81%0.68%0.87%1.36%0.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
0.81%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

Drawdowns

SOXQ vs. SOXX - Drawdown Comparison

The maximum SOXQ drawdown since its inception was -46.01%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for SOXQ and SOXX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-28.47%
-30.69%
SOXQ
SOXX

Volatility

SOXQ vs. SOXX - Volatility Comparison

Invesco PHLX Semiconductor ETF (SOXQ) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 26.13% and 26.06%, 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.


10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
26.13%
26.06%
SOXQ
SOXX