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SOXX vs. DLR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. DLR

Last updated Jun 16, 2026

SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while DLR (Digital Realty Trust, Inc.) is a stock. Over the past 10 years, SOXX returned 36.39%/yr vs 9.82%/yr for DLR. At a 0.37 correlation, their price movements are largely independent.

Performance

SOXX vs. DLR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Digital Realty Trust, Inc. (DLR). 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 108.91% return, which is significantly higher than DLR's 21.13% return. Over the past 10 years, SOXX has outperformed DLR with an annualized return of 36.39%, while DLR has yielded a comparatively lower 9.82% annualized return.

SOXX

1D
5.45%
1M
23.64%
YTD
108.91%
6M
111.42%
1Y
186.37%
3Y*
55.91%
5Y*
35.21%
10Y*
36.39%

DLR

1D
1.05%
1M
-1.26%
YTD
21.13%
6M
22.57%
1Y
9.04%
3Y*
24.50%
5Y*
6.84%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. DLR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF		108.91%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
DLR
Digital Realty Trust, Inc.		21.13%-10.07%35.90%39.95%-41.00%30.66%20.37%16.52%-3.00%19.80%

Correlation

The correlation between SOXX and DLR is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.40

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

0.41

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

0.32

Correlation (All Time)
Calculated using the full available price history since Oct 29, 2004

0.37

Compare stocks, funds, or ETFs

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

iShares Semiconductor ETF

Digital Realty Trust, Inc.

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with DLR:
DLR vs. EQIXDLR vs. ODLR vs. DBRGDLR vs. CORDLR vs. VOODLR vs. VPNDLR vs. FR

Return for Risk

SOXX vs. DLR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SOXX
SOXX Risk / Return Rank: 9797
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank
DLR
DLR Risk / Return Rank: 5353
Overall Rank
DLR Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DLR Sortino Ratio Rank: 5050
Sortino Ratio Rank
DLR Omega Ratio Rank: 4747
Omega Ratio Rank
DLR Calmar Ratio Rank: 5555
Calmar Ratio Rank
DLR Martin Ratio Rank: 5757
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. DLR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Digital Realty Trust, Inc. (DLR). 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.

SOXXDLRDifference
Sharpe ratioReturn per unit of total volatility
4.99
0.40

+4.60

Sortino ratioReturn per unit of downside risk
4.74
0.73

+4.01

Omega ratioGain probability vs. loss probability

1.68

1.08

+0.59

Calmar ratioReturn relative to maximum drawdown

11.90

0.54

+11.36

Martin ratioReturn relative to average drawdown

43.29

1.32

+41.97

SOXX vs. DLR - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.99, which is higher than the DLR Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of SOXX and DLR, 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

SOXX vs. DLR - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than DLR's maximum drawdown of -56.80%. Use the drawdown chart below to compare losses from any high point for SOXX and DLR.

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Drawdown Indicators

SOXXDLRDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-56.80%

-13.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-16.83%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-29.40%

-11.96%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-48.52%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-48.52%

+2.77%

Current Drawdown

Current decline from peak

0.00%

-8.72%

+8.72%

Average Drawdown

Average peak-to-trough decline

-19.95%

-11.13%

-8.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.32%

6.84%

-2.52%

Volatility

SOXX vs. DLR - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.99% compared to Digital Realty Trust, Inc. (DLR) at 7.72%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than DLR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXDLRDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.99%

7.72%

+12.27%

Volatility (6M)

Calculated over the trailing 6-month period

31.81%

16.32%

+15.49%

Volatility (1Y)

Calculated over the trailing 1-year period

37.63%

22.82%

+14.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.81%

28.58%

+8.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.82%

28.20%

+5.62%

Dividends

SOXX vs. DLR - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.31%, less than DLR's 2.64% yield.

PositionTTM20252024202320222021202020192018201720162015
DLR
Digital Realty Trust, Inc.		2.64%3.15%2.75%3.63%4.87%2.62%3.21%3.61%3.79%3.27%3.58%4.50%
SOXX
iShares Semiconductor ETF		0.31%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 DLR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.99%) compared to DLR (7.72%). In terms of maximum drawdown, SOXX dropped -70.21% vs DLR's -56.80%.

SOXX currently has the higher Sharpe Ratio (4.99 vs 0.40), 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.

Portfolio Optimizer

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