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SOXX vs. SGRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXX vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and SMART Earnings Growth 30 ETF (SGRT). 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 SGRT's 44.22% return.


SOXX

1D
1.59%
1M
17.25%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%

SGRT

1D
2.15%
1M
2.76%
YTD
44.22%
6M
48.13%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. SGRT - Yearly Performance Comparison


2026 (YTD)2025
SOXX
iShares Semiconductor ETF
98.11%23.28%
SGRT
SMART Earnings Growth 30 ETF
44.22%26.83%

Correlation

The correlation between SOXX and SGRT is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.83

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Return for Risk

SOXX vs. SGRT — 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

SGRT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and SMART Earnings Growth 30 ETF (SGRT). 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.


SOXXSGRTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.62

Calmar ratioReturn relative to maximum drawdown

10.50

Martin ratioReturn relative to average drawdown

38.20

SOXX vs. SGRT - Sharpe Ratio Comparison


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Drawdowns

SOXX vs. SGRT - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for SOXX and SGRT.


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Drawdown Indicators


SOXXSGRTDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-17.87%

-52.34%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

Current Drawdown

Current decline from peak

-3.16%

-4.78%

+1.62%

Average Drawdown

Average peak-to-trough decline

-19.95%

-3.24%

-16.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

Volatility

SOXX vs. SGRT - Volatility Comparison


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Volatility by Period


SOXXSGRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

34.85%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

34.85%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

34.85%

-1.08%

SOXX vs. SGRT - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is lower than SGRT's 0.59% expense ratio.


Dividends

SOXX vs. SGRT - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, more than SGRT's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
SGRT
SMART Earnings Growth 30 ETF
0.11%0.16%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 SGRT have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.59% for SGRT.

SOXX has the higher dividend yield at 0.28%, compared with 0.11% for SGRT.

SOXX is categorized as Semiconductors, while SGRT is Large Cap Growth Equities. Their fees differ too: 0.34% for SOXX and 0.59% for SGRT.

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