SOXQ vs. XSD
Compare and contrast key facts about Invesco PHLX Semiconductor ETF (SOXQ) and SPDR S&P Semiconductor ETF (XSD).
SOXQ and XSD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. Both SOXQ and XSD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOXQ or XSD.
Key characteristics
| SOXQ | XSD | |
|---|---|---|
| YTD Return | 19.73% | 3.93% |
| 1Y Return | 44.83% | 28.55% |
| 3Y Return (Ann) | 10.94% | -0.51% |
| Sharpe Ratio | 1.40 | 0.96 |
| Sortino Ratio | 1.90 | 1.45 |
| Omega Ratio | 1.25 | 1.18 |
| Calmar Ratio | 1.93 | 1.16 |
| Martin Ratio | 5.29 | 3.52 |
| Ulcer Index | 9.18% | 9.37% |
| Daily Std Dev | 34.64% | 34.20% |
| Max Drawdown | -46.01% | -64.56% |
| Current Drawdown | -15.73% | -14.81% |
Correlation
The correlation between SOXQ and XSD is 0.94, 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.
Performance
SOXQ vs. XSD - Performance Comparison
In the year-to-date period, SOXQ achieves a 19.73% return, which is significantly higher than XSD's 3.93% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SOXQ vs. XSD - Expense Ratio Comparison
SOXQ has a 0.00% expense ratio, which is lower than XSD's 0.35% expense ratio.
Risk-Adjusted Performance
SOXQ vs. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco PHLX Semiconductor ETF (SOXQ) and SPDR S&P Semiconductor ETF (XSD). 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.
Dividends
SOXQ vs. XSD - Dividend Comparison
SOXQ's dividend yield for the trailing twelve months is around 0.70%, more than XSD's 0.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXQ Invesco PHLX Semiconductor ETF | 0.70% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSD SPDR S&P Semiconductor ETF | 0.25% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Drawdowns
SOXQ vs. XSD - Drawdown Comparison
The maximum SOXQ drawdown since its inception was -46.01%, smaller than the maximum XSD drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for SOXQ and XSD. For additional features, visit the drawdowns tool.
Volatility
SOXQ vs. XSD - Volatility Comparison
Invesco PHLX Semiconductor ETF (SOXQ) and SPDR S&P Semiconductor ETF (XSD) have volatilities of 8.94% and 8.89%, 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.