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SOXX vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. FLTW

Last updated Jun 13, 2026

SOXX (iShares Semiconductor ETF) and FLTW (Franklin FTSE Taiwan ETF) are both exchange-traded funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while FLTW is a Asia Pacific Equities fund tracking the FTSE Taiwan RIC Capped Index. Both are passively managed. Over the past 5 years, SOXX returned 33.69%/yr vs 20.89%/yr for FLTW. A 0.66 correlation means they provide meaningful diversification when combined. SOXX charges 0.34%/yr vs 0.19%/yr for FLTW.

Performance

SOXX vs. FLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Franklin FTSE Taiwan ETF (FLTW). 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 98.11% return, which is significantly higher than FLTW's 65.68% return.

SOXX

1D
1.59%
1M
12.86%
YTD
98.11%
6M
99.51%
1Y
164.50%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%

FLTW

1D
0.59%
1M
9.23%
YTD
65.68%
6M
71.97%
1Y
100.51%
3Y*
39.63%
5Y*
20.89%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. FLTW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF		98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%-3.34%
FLTW
Franklin FTSE Taiwan ETF		65.68%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.28%

Correlation

The correlation between SOXX and FLTW is 0.72, 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

0.72

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

0.69

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

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2017

0.66

The correlation between SOXX and FLTW has been stable across timeframes, ranging from 0.66 to 0.72 - a consistent structural relationship.

SOXX vs. FLTW - Sectors Allocation Comparison

Sectors
SOXX
FLTW

Technology

100.0%
75.6%

Basic Materials

-

2.9%

Communication Services

-

1.6%

Consumer Cyclical

-

1.7%

Consumer Defensive

-

0.9%

Energy

-

0.1%

Financial Services

-

12.6%

Healthcare

-

0.6%

Industrials

-

4.0%

Real Estate

-

-

Utilities

-

-

Technology

SOXX
100.0%
FLTW
75.6%

Basic Materials

SOXX

-

FLTW
2.9%

Communication Services

SOXX

-

FLTW
1.6%

Consumer Cyclical

SOXX

-

FLTW
1.7%

Consumer Defensive

SOXX

-

FLTW
0.9%

Energy

SOXX

-

FLTW
0.1%

Financial Services

SOXX

-

FLTW
12.6%

Healthcare

SOXX

-

FLTW
0.6%

Industrials

SOXX

-

FLTW
4.0%

Real Estate

SOXX

-

FLTW

-

Utilities

SOXX

-

FLTW

-

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

Franklin FTSE Taiwan ETF

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with FLTW:
FLTW vs. EWTFLTW vs. VOOFLTW vs. FLGRFLTW vs. EMMFFLTW vs. SCHDFLTW vs. VXUSFLTW vs. FOXA

Return for Risk

SOXX vs. FLTW — 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
FLTW
FLTW Risk / Return Rank: 9595
Overall Rank
FLTW Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9292
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9393
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
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. FLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Franklin FTSE Taiwan ETF (FLTW). 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.

SOXXFLTWDifference
Sharpe ratioReturn per unit of total volatility
4.43
3.62

+0.81

Sortino ratioReturn per unit of downside risk
4.37
4.02

+0.35

Omega ratioGain probability vs. loss probability

1.62

1.58

+0.04

Calmar ratioReturn relative to maximum drawdown

10.50

9.29

+1.20

Martin ratioReturn relative to average drawdown

38.20

27.95

+10.25

SOXX vs. FLTW - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.43, which is comparable to the FLTW Sharpe Ratio of 3.62. The chart below compares the historical Sharpe Ratios of SOXX and FLTW, 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. FLTW - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for SOXX and FLTW.

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Drawdown Indicators

SOXXFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-38.00%

-32.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-10.87%

-4.90%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-26.45%

-14.91%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-38.00%

-7.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

—

—

Current Drawdown

Current decline from peak

-3.16%

-4.47%

+1.31%

Average Drawdown

Average peak-to-trough decline

-19.95%

-8.42%

-11.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

3.61%

+0.72%

Volatility

SOXX vs. FLTW - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Franklin FTSE Taiwan ETF (FLTW) at 15.27%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

15.27%

+4.15%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

23.85%

+7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

27.98%

+9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

22.90%

+13.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

22.03%

+11.74%

SOXX vs. FLTW - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than FLTW's 0.19% expense ratio.

Dividends

SOXX vs. FLTW - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, less than FLTW's 1.51% yield.

PositionTTM20252024202320222021202020192018201720162015
FLTW
Franklin FTSE Taiwan ETF		1.51%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF		0.28%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 FLTW have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXX has higher volatility (19.42%) compared to FLTW (15.27%). In terms of maximum drawdown, SOXX dropped -70.21% vs FLTW's -38.00%.

On 5-year performance, SOXX leads with 33.69% vs 20.89% for FLTW. On fees, FLTW is cheaper at 0.19% per year. On volatility, FLTW has been the lower-risk option at 15.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SOXX has performed better with a 33.69% return vs 20.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLTW is cheaper with a 0.19% expense ratio, compared with 0.34% for SOXX.

FLTW has the higher dividend yield at 1.51%, compared with 0.28% for SOXX.

SOXX is categorized as Semiconductors, while FLTW is Asia Pacific Equities. SOXX tracks NYSE Semiconductor Index, while FLTW tracks FTSE Taiwan RIC Capped Index. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.34% for SOXX and 0.19% for FLTW.

SOXX currently has the higher Sharpe Ratio (4.43 vs 3.62), 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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