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SOXX vs. SPYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. SPYV

Last updated Jun 14, 2026

SOXX (iShares Semiconductor ETF) and SPYV (SPDR Portfolio S&P 500 Value ETF) are both exchange-traded funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while SPYV is a S&P 500 fund tracking the S&P 500 Value Index. Both are passively managed. Over the past 10 years, SOXX returned 35.55%/yr vs 12.08%/yr for SPYV. A 0.60 correlation means they provide meaningful diversification when combined. SOXX charges 0.34%/yr vs 0.04%/yr for SPYV.

Performance

SOXX vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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 SPYV's 8.25% return. Over the past 10 years, SOXX has outperformed SPYV with an annualized return of 35.55%, while SPYV has yielded a comparatively lower 12.08% annualized return.

SOXX

1D
1.59%
1M
12.49%
YTD
98.11%
6M
99.51%
1Y
171.57%
3Y*
53.00%
5Y*
33.69%
10Y*
35.55%

SPYV

1D
0.69%
1M
1.59%
YTD
8.25%
6M
8.02%
1Y
21.87%
3Y*
15.13%
5Y*
10.98%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. SPYV - 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%39.79%
SPYV
SPDR Portfolio S&P 500 Value ETF		8.25%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

Correlation

The correlation between SOXX and SPYV is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

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

0.50

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

0.59

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2001

0.60

The correlation between SOXX and SPYV shifts across timeframes, from 0.50 (1 year) to 0.60 (all time), reflecting how their relationship changes across market environments.

SOXX vs. SPYV - Sectors Allocation Comparison

Sectors
SOXX
SPYV

Technology

100.0%
22.4%

Basic Materials

-

3.3%

Communication Services

-

3.2%

Consumer Cyclical

-

11.1%

Consumer Defensive

-

8.9%

Energy

-

7.0%

Financial Services

-

14.5%

Healthcare

-

11.5%

Industrials

-

10.5%

Real Estate

-

3.4%

Utilities

-

4.3%

Technology

SOXX
100.0%
SPYV
22.4%

Basic Materials

SOXX

-

SPYV
3.3%

Communication Services

SOXX

-

SPYV
3.2%

Consumer Cyclical

SOXX

-

SPYV
11.1%

Consumer Defensive

SOXX

-

SPYV
8.9%

Energy

SOXX

-

SPYV
7.0%

Financial Services

SOXX

-

SPYV
14.5%

Healthcare

SOXX

-

SPYV
11.5%

Industrials

SOXX

-

SPYV
10.5%

Real Estate

SOXX

-

SPYV
3.4%

Utilities

SOXX

-

SPYV
4.3%

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

SPDR Portfolio S&P 500 Value ETF

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with SPYV:
SPYV vs. SPYGSPYV vs. VTVSPYV vs. SPYSPYV vs. SCHDSPYV vs. BRK-BSPYV vs. SPHQSPYV vs. SPYD

Return for Risk

SOXX vs. SPYV — 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
SPYV
SPYV Risk / Return Rank: 7575
Overall Rank
SPYV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPYV Omega Ratio Rank: 7373
Omega Ratio Rank
SPYV Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPYV Martin Ratio Rank: 7777
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. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.

SOXXSPYVDifference
Sharpe ratioReturn per unit of total volatility
4.43
2.08

+2.35

Sortino ratioReturn per unit of downside risk
4.37
2.92

+1.45

Omega ratioGain probability vs. loss probability

1.62

1.37

+0.25

Calmar ratioReturn relative to maximum drawdown

10.50

3.33

+7.16

Martin ratioReturn relative to average drawdown

38.20

12.73

+25.48

SOXX vs. SPYV - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.43, which is higher than the SPYV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of SOXX and SPYV, 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. SPYV - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for SOXX and SPYV.

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Drawdown Indicators

SOXXSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-58.45%

-11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-6.22%

-9.55%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-17.54%

-23.82%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-17.89%

-27.86%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-36.89%

-8.86%

Current Drawdown

Current decline from peak

-3.16%

-0.18%

-2.98%

Average Drawdown

Average peak-to-trough decline

-19.95%

-8.71%

-11.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

1.63%

+2.70%

Volatility

SOXX vs. SPYV - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.70%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

2.70%

+16.72%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

7.26%

+24.20%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

9.97%

+27.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

14.42%

+22.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

16.94%

+16.83%

SOXX vs. SPYV - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than SPYV's 0.04% expense ratio.

Dividends

SOXX vs. SPYV - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, less than SPYV's 1.68% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
SPYV
SPDR Portfolio S&P 500 Value ETF		1.68%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Frequently Asked Questions

SOXX and SPYV have a correlation of 0.50, 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 SPYV (2.70%). In terms of maximum drawdown, SOXX dropped -70.21% vs SPYV's -58.45%.

On 10-year performance, SOXX leads with 35.55% vs 12.08% for SPYV. On fees, SPYV is cheaper at 0.04% per year. On volatility, SPYV has been the lower-risk option at 2.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 35.55% return vs 12.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPYV is cheaper with a 0.04% expense ratio, compared with 0.34% for SOXX.

SPYV has the higher dividend yield at 1.68%, compared with 0.28% for SOXX.

SOXX is categorized as Semiconductors, while SPYV is S&P 500. SOXX tracks NYSE Semiconductor Index, while SPYV tracks S&P 500 Value Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.34% for SOXX and 0.04% for SPYV.

SOXX currently has the higher Sharpe Ratio (4.43 vs 2.08), 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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