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SOXQ vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXQ vs. VLUE

Last updated Jun 13, 2026

SOXQ (Invesco PHLX Semiconductor ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both exchange-traded funds - SOXQ is a Semiconductors fund tracking the PHLX Semiconductor Sector Index, while VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Both are passively managed. Over the past 5 years, SOXQ returned 34.23%/yr vs 16.01%/yr for VLUE. A 0.69 correlation means they provide meaningful diversification when combined. SOXQ charges 0.19%/yr vs 0.15%/yr for VLUE.

Performance

SOXQ vs. VLUE - Performance Comparison

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

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Returns By Period

In the year-to-date period, SOXQ achieves a 89.01% return, which is significantly higher than VLUE's 45.72% return.

SOXQ

1D
1.53%
1M
11.31%
YTD
89.01%
6M
90.35%
1Y
155.88%
3Y*
54.65%
5Y*
34.23%
10Y*
—

VLUE

1D
0.40%
1M
7.90%
YTD
45.72%
6M
46.53%
1Y
83.16%
3Y*
31.47%
5Y*
16.01%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXQ vs. VLUE - Yearly Performance Comparison

2026 (YTD)20252024202320222021
SOXQ
Invesco PHLX Semiconductor ETF		89.01%43.11%20.16%66.74%-35.59%25.19%
VLUE
iShares MSCI USA Value Factor ETF		45.72%32.67%7.25%14.26%-14.17%3.67%

Correlation

The correlation between SOXQ and VLUE is 0.76, 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

0.76

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

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.69

The correlation between SOXQ and VLUE has been stable across timeframes, ranging from 0.66 to 0.76 - a consistent structural relationship.

SOXQ vs. VLUE - Sectors Allocation Comparison

Sectors
SOXQ
VLUE

Technology

100.0%
44.5%

Financial Services

0.0%
10.4%

Basic Materials

-

1.6%

Communication Services

-

8.3%

Consumer Cyclical

-

8.3%

Consumer Defensive

-

4.0%

Energy

-

3.2%

Healthcare

-

8.5%

Industrials

-

7.4%

Real Estate

-

1.8%

Utilities

-

2.0%

Technology

SOXQ
100.0%
VLUE
44.5%

Financial Services

SOXQ
0.0%
VLUE
10.4%

Basic Materials

SOXQ

-

VLUE
1.6%

Communication Services

SOXQ

-

VLUE
8.3%

Consumer Cyclical

SOXQ

-

VLUE
8.3%

Consumer Defensive

SOXQ

-

VLUE
4.0%

Energy

SOXQ

-

VLUE
3.2%

Healthcare

SOXQ

-

VLUE
8.5%

Industrials

SOXQ

-

VLUE
7.4%

Real Estate

SOXQ

-

VLUE
1.8%

Utilities

SOXQ

-

VLUE
2.0%

Compare stocks, funds, or ETFs

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

Invesco PHLX Semiconductor ETF

iShares MSCI USA Value Factor ETF

Often compared with SOXQ:
SOXQ vs. SOXXSOXQ vs. SMHSOXQ vs. SPYSOXQ vs. FSELXSOXQ vs. QQQSOXQ vs. QQQMSOXQ vs. VGT
Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

SOXQ vs. VLUE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SOXQ
SOXQ Risk / Return Rank: 9696
Overall Rank
SOXQ Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXQ Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXQ Omega Ratio Rank: 9494
Omega Ratio Rank
SOXQ Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXQ Martin Ratio Rank: 9797
Martin Ratio Rank
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE 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.

SOXQ vs. VLUE - Risk-Adjusted Trends Comparison

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

SOXQVLUEDifference
Sharpe ratioReturn per unit of total volatility
4.26
4.55

-0.28

Sortino ratioReturn per unit of downside risk
4.25
5.75

-1.50

Omega ratioGain probability vs. loss probability

1.60

1.77

-0.17

Calmar ratioReturn relative to maximum drawdown

10.06

9.25

+0.81

Martin ratioReturn relative to average drawdown

36.55

39.16

-2.61

SOXQ vs. VLUE - Sharpe Ratio Comparison

The current SOXQ Sharpe Ratio is 4.26, which is comparable to the VLUE Sharpe Ratio of 4.55. The chart below compares the historical Sharpe Ratios of SOXQ and VLUE, 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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Drawdowns

SOXQ vs. VLUE - Drawdown Comparison

The maximum SOXQ drawdown since its inception was -46.01%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for SOXQ and VLUE.

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Drawdown Indicators

SOXQVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-46.01%

-39.47%

-6.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.59%

-9.04%

-6.55%

Max Drawdown (3Y)

Largest decline over 3 years

-39.36%

-17.89%

-21.47%

Max Drawdown (5Y)

Largest decline over 5 years

-46.01%

-27.12%

-18.89%

Max Drawdown (10Y)

Largest decline over 10 years

—

-39.47%

—

Current Drawdown

Current decline from peak

-3.91%

-2.61%

-1.30%

Average Drawdown

Average peak-to-trough decline

-12.92%

-6.01%

-6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

2.13%

+2.16%

Volatility

SOXQ vs. VLUE - Volatility Comparison

Invesco PHLX Semiconductor ETF (SOXQ) has a higher volatility of 18.79% compared to iShares MSCI USA Value Factor ETF (VLUE) at 8.83%. This indicates that SOXQ's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXQVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.79%

8.83%

+9.96%

Volatility (6M)

Calculated over the trailing 6-month period

30.67%

15.31%

+15.36%

Volatility (1Y)

Calculated over the trailing 1-year period

36.79%

18.38%

+18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.89%

18.00%

+18.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.87%

19.91%

+16.96%

SOXQ vs. VLUE - Expense Ratio Comparison

SOXQ has a 0.19% expense ratio, which is higher than VLUE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

SOXQ vs. VLUE - Dividend Comparison

SOXQ's dividend yield for the trailing twelve months is around 0.27%, less than VLUE's 1.43% yield.

PositionTTM20252024202320222021202020192018201720162015
SOXQ
Invesco PHLX Semiconductor ETF		0.27%0.50%0.68%0.87%1.36%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
VLUE
iShares MSCI USA Value Factor ETF		1.43%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

SOXQ and VLUE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXQ has higher volatility (18.79%) compared to VLUE (8.83%). In terms of maximum drawdown, SOXQ dropped -46.01% vs VLUE's -39.47%.

On 5-year performance, SOXQ leads with 34.23% vs 16.01% for VLUE. On fees, VLUE is cheaper at 0.15% per year. On volatility, VLUE has been the lower-risk option at 8.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SOXQ has performed better with a 34.23% return vs 16.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.19% for SOXQ.

VLUE has the higher dividend yield at 1.43%, compared with 0.27% for SOXQ.

SOXQ is categorized as Semiconductors, while VLUE is Large Cap Value Equities. SOXQ tracks PHLX Semiconductor Sector Index, while VLUE tracks MSCI USA Enhanced Value Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for SOXQ and 0.15% for VLUE.

VLUE currently has the higher Sharpe Ratio (4.55 vs 4.26), 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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