SOXX vs. PHYS
SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index, while PHYS (Sprott Physical Gold Trust) is a stock. Over the past 10 years, SOXX returned 35.55%/yr vs 11.42%/yr for PHYS. At a 0.03 correlation, their price movements are largely independent.
Performance
SOXX vs. PHYS - Performance Comparison
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Returns By Period
In the year-to-date period, SOXX achieves a 98.11% return, which is significantly higher than PHYS's -3.85% return. Over the past 10 years, SOXX has outperformed PHYS with an annualized return of 35.55%, while PHYS has yielded a comparatively lower 11.42% annualized 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%
PHYS
- 1D
- 0.19%
- 1M
- -10.61%
- YTD
- -3.85%
- 6M
- -3.47%
- 1Y
- 22.63%
- 3Y*
- 28.00%
- 5Y*
- 16.26%
- 10Y*
- 11.42%
SOXX vs. PHYS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares Semiconductor ETF | 98.11% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
PHYS Sprott Physical Gold Trust | -3.85% | 63.95% | 26.43% | 12.98% | -1.81% | -4.84% | 23.89% | 18.14% | -2.64% | 12.78% |
Correlation
The correlation between SOXX and PHYS is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2010 | 0.03 |
The correlation between SOXX and PHYS shifts across timeframes, from 0.03 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXX vs. PHYS — Risk / Return Rank
SOXX
PHYS
SOXX vs. PHYS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Sprott Physical Gold Trust (PHYS). 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.
| SOXX | PHYS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.62 | ||
| Sortino ratioReturn per unit of downside risk | +3.23 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.17 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 10.50 | 0.92 | +9.58 |
| Martin ratioReturn relative to average drawdown | 38.20 | 2.64 | +35.56 |
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Drawdowns
SOXX vs. PHYS - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than PHYS's maximum drawdown of -48.16%. Use the drawdown chart below to compare losses from any high point for SOXX and PHYS.
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Drawdown Indicators
| SOXX | PHYS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -70.21% | -48.16% | -22.05% |
Max Drawdown (1Y)Largest decline over 1 year | -15.77% | -24.80% | +9.03% |
Max Drawdown (3Y)Largest decline over 3 years | -41.36% | -24.80% | -16.56% |
Max Drawdown (5Y)Largest decline over 5 years | -45.75% | -24.80% | -20.95% |
Max Drawdown (10Y)Largest decline over 10 years | -45.75% | -24.80% | -20.95% |
Current DrawdownCurrent decline from peak | -3.16% | -22.43% | +19.27% |
Average DrawdownAverage peak-to-trough decline | -19.95% | -20.99% | +1.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.33% | 8.60% | -4.27% |
Volatility
SOXX vs. PHYS - Volatility Comparison
iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Sprott Physical Gold Trust (PHYS) at 7.80%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than PHYS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXX | PHYS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.42% | 7.80% | +11.62% |
Volatility (6M)Calculated over the trailing 6-month period | 31.46% | 24.75% | +6.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.35% | 28.17% | +9.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.73% | 18.53% | +18.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.77% | 16.41% | +17.36% |
Dividends
SOXX vs. PHYS - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.28%, while PHYS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHYS Sprott Physical 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% |
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 PHYS have a correlation of 0.21, 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 PHYS (7.80%). In terms of maximum drawdown, SOXX dropped -70.21% vs PHYS's -48.16%.
SOXX currently has the higher Sharpe Ratio (4.43 vs 0.81), 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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