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SOXX vs. AGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXX vs. AGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and iShares Core U.S. Aggregate Bond ETF (AGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXX achieves a 89.87% return, which is significantly higher than AGG's -0.08% return. Over the past 10 years, SOXX has outperformed AGG with an annualized return of 34.90%, while AGG has yielded a comparatively lower 1.52% annualized return.


SOXX

1D
5.87%
1M
9.83%
YTD
89.87%
6M
83.09%
1Y
164.61%
3Y*
53.13%
5Y*
33.00%
10Y*
34.90%

AGG

1D
0.00%
1M
-0.69%
YTD
-0.08%
6M
0.26%
1Y
4.97%
3Y*
3.88%
5Y*
-0.03%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. AGG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF
89.87%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
AGG
iShares Core U.S. Aggregate Bond ETF
-0.08%7.19%1.31%5.65%-13.02%-1.77%7.48%8.46%0.09%3.55%

Correlation

The correlation between SOXX and AGG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

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

0.12

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

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2003

-0.10

The correlation between SOXX and AGG shifts across timeframes, from -0.10 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SOXX vs. AGG — Risk / Return Rank

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

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank

AGG
AGG Risk / Return Rank: 4040
Overall Rank
AGG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
AGG Sortino Ratio Rank: 4242
Sortino Ratio Rank
AGG Omega Ratio Rank: 3939
Omega Ratio Rank
AGG Calmar Ratio Rank: 4040
Calmar Ratio Rank
AGG Martin Ratio Rank: 3838
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.

SOXX vs. AGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and iShares Core U.S. Aggregate Bond ETF (AGG). 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.


SOXXAGGDifference
Sharpe ratioReturn per unit of total volatility

+3.25

Sortino ratioReturn per unit of downside risk

+2.48

Omega ratioGain probability vs. loss probability

1.64

1.23

+0.40

Calmar ratioReturn relative to maximum drawdown

10.51

1.81

+8.70

Martin ratioReturn relative to average drawdown

39.26

5.44

+33.82

SOXX vs. AGG - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.57, which is higher than the AGG Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of SOXX and AGG, 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


SOXXAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.57

1.32

+3.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

-0.00

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.04

0.28

+0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.59

-0.15

Drawdowns

SOXX vs. AGG - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than AGG's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for SOXX and AGG.


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Drawdown Indicators


SOXXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-18.43%

-51.78%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-2.76%

-13.01%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-6.11%

-35.25%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-17.82%

-27.93%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-18.43%

-27.32%

Current Drawdown

Current decline from peak

-7.18%

-2.47%

-4.71%

Average Drawdown

Average peak-to-trough decline

-19.97%

-2.71%

-17.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.92%

+3.29%

Volatility

SOXX vs. AGG - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 18.43% compared to iShares Core U.S. Aggregate Bond ETF (AGG) at 1.29%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than AGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.43%

1.29%

+17.14%

Volatility (6M)

Calculated over the trailing 6-month period

30.17%

2.77%

+27.40%

Volatility (1Y)

Calculated over the trailing 1-year period

36.35%

3.80%

+32.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.50%

6.09%

+30.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

5.41%

+28.25%

SOXX vs. AGG - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than AGG's 0.03% expense ratio.


Dividends

SOXX vs. AGG - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.29%, less than AGG's 4.00% yield.


PositionTTM20252024202320222021202020192018201720162015
AGG
iShares Core U.S. Aggregate Bond ETF
4.00%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
SOXX
iShares Semiconductor ETF
0.29%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


SOXX and AGG have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (18.43%) compared to AGG (1.29%). In terms of maximum drawdown, SOXX dropped -70.21% vs AGG's -18.43%.

On 10-year performance, SOXX leads with 34.90% vs 1.52% for AGG. On fees, AGG is cheaper at 0.03% per year. On volatility, AGG has been the lower-risk option at 1.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 34.90% return vs 1.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AGG is cheaper with a 0.03% expense ratio, compared with 0.34% for SOXX.

AGG has the higher dividend yield at 4.00%, compared with 0.29% for SOXX.

SOXX is categorized as Semiconductors, while AGG is Total Bond Market. SOXX tracks NYSE Semiconductor Index, while AGG tracks Bloomberg U.S. Aggregate Bond Index. Their fees differ too: 0.34% for SOXX and 0.03% for AGG.

SOXX currently has the higher Sharpe Ratio (4.57 vs 1.32), 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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