SOXX vs. IAU
Compare and contrast key facts about iShares Semiconductor ETF (SOXX) and iShares Gold Trust (IAU).
SOXX and IAU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. IAU is a passively managed fund by iShares that tracks the performance of the LBMA Gold Price. It was launched on Jan 21, 2005. Both SOXX and IAU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
SOXX vs. IAU - Performance Comparison
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SOXX vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
IAU iShares Gold Trust | 10.48% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Returns By Period
In the year-to-date period, SOXX achieves a 12.48% return, which is significantly higher than IAU's 10.48% return. Over the past 10 years, SOXX has outperformed IAU with an annualized return of 28.39%, while IAU has yielded a comparatively lower 14.27% annualized return.
SOXX
- 1D
- 3.01%
- 1M
- -3.78%
- YTD
- 12.48%
- 6M
- 22.76%
- 1Y
- 80.97%
- 3Y*
- 32.61%
- 5Y*
- 19.19%
- 10Y*
- 28.39%
IAU
- 1D
- 1.72%
- 1M
- -10.66%
- YTD
- 10.48%
- 6M
- 23.05%
- 1Y
- 52.36%
- 3Y*
- 33.88%
- 5Y*
- 22.19%
- 10Y*
- 14.27%
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SOXX vs. IAU - Expense Ratio Comparison
SOXX has a 0.34% expense ratio, which is higher than IAU's 0.25% expense ratio.
Return for Risk
SOXX vs. IAU — Risk / Return Rank
SOXX
IAU
SOXX vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and iShares Gold Trust (IAU). 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.
| SOXX | IAU | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.03 | 1.90 | +0.13 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.33 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.35 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.44 | 2.72 | +1.72 |
Martin ratioReturn relative to average drawdown | 16.46 | 9.95 | +6.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOXX | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.03 | 1.90 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 1.26 | -0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.86 | 0.90 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.65 | -0.28 |
Correlation
The correlation between SOXX and IAU is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SOXX vs. IAU - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.49%, while IAU has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SOXX vs. IAU - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for SOXX and IAU.
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Drawdown Indicators
| SOXX | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -45.14% | -25.07% |
Max Drawdown (1Y)Largest decline over 1 year | -18.27% | -19.18% | +0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -20.93% | -24.82% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -21.82% | -23.93% |
Current DrawdownCurrent decline from peak | -7.95% | -11.71% | +3.76% |
Average DrawdownAverage peak-to-trough decline | -20.10% | -15.98% | -4.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.92% | 5.23% | -0.31% |
Volatility
SOXX vs. IAU - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 12.83% compared to iShares Gold Trust (IAU) at 10.44%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.83% | 10.44% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 24.15% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.12% | 27.64% | +12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.48% | 17.70% | +17.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.98% | 15.83% | +17.15% |