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SOXX vs. VDE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. VDE

Last updated Jun 13, 2026

SOXX (iShares Semiconductor ETF) and VDE (Vanguard Energy ETF) are both exchange-traded funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Both are passively managed. Over the past 10 years, SOXX returned 35.55%/yr vs 9.39%/yr for VDE. At a 0.42 correlation, their price movements are largely independent. SOXX charges 0.34%/yr vs 0.09%/yr for VDE.

Performance

SOXX vs. VDE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Vanguard Energy ETF (VDE). 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 VDE's 29.66% return. Over the past 10 years, SOXX has outperformed VDE with an annualized return of 35.55%, while VDE has yielded a comparatively lower 9.39% 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%

VDE

1D
0.77%
1M
-0.78%
YTD
29.66%
6M
28.33%
1Y
37.57%
3Y*
16.71%
5Y*
20.05%
10Y*
9.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. VDE - 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%
VDE
Vanguard Energy ETF		29.66%7.11%6.75%0.03%62.89%56.31%-33.02%9.28%-19.95%-2.50%

Correlation

The correlation between SOXX and VDE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.00

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

0.13

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

0.23

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

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2004

0.42

Over the past year, the correlation between SOXX and VDE has dropped to 0.00 - well below their long-term average of 0.42, suggesting their price drivers have been diverging.

SOXX vs. VDE - Sectors Allocation Comparison

Sectors
SOXX
VDE

Technology

100.0%

-

Basic Materials

-

0.4%

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

99.5%

Financial Services

-

-

Healthcare

-

-

Industrials

-

0.1%

Real Estate

-

-

Utilities

-

-

Technology

SOXX
100.0%
VDE

-

Basic Materials

SOXX

-

VDE
0.4%

Communication Services

SOXX

-

VDE

-

Consumer Cyclical

SOXX

-

VDE

-

Consumer Defensive

SOXX

-

VDE

-

Energy

SOXX

-

VDE
99.5%

Financial Services

SOXX

-

VDE

-

Healthcare

SOXX

-

VDE

-

Industrials

SOXX

-

VDE
0.1%

Real Estate

SOXX

-

VDE

-

Utilities

SOXX

-

VDE

-

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

Vanguard Energy ETF

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with VDE:
VDE vs. XLEVDE vs. IXCVDE vs. FENYVDE vs. VOOVDE vs. VGENXVDE vs. XOPVDE vs. VGT

Return for Risk

SOXX vs. VDE — 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
VDE
VDE Risk / Return Rank: 6262
Overall Rank
VDE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 5959
Sortino Ratio Rank
VDE Omega Ratio Rank: 5555
Omega Ratio Rank
VDE Calmar Ratio Rank: 7373
Calmar Ratio Rank
VDE Martin Ratio Rank: 5858
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. VDE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Vanguard Energy ETF (VDE). 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.

SOXXVDEDifference
Sharpe ratioReturn per unit of total volatility
4.43
1.85

+2.59

Sortino ratioReturn per unit of downside risk
4.37
2.43

+1.95

Omega ratioGain probability vs. loss probability

1.62

1.30

+0.32

Calmar ratioReturn relative to maximum drawdown

10.50

3.20

+7.30

Martin ratioReturn relative to average drawdown

38.20

8.95

+29.25

SOXX vs. VDE - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.43, which is higher than the VDE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of SOXX and VDE, 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. VDE - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for SOXX and VDE.

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Drawdown Indicators

SOXXVDEDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-74.20%

+3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-11.80%

-3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-21.41%

-19.95%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-26.58%

-19.17%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-69.29%

+23.54%

Current Drawdown

Current decline from peak

-3.16%

-8.26%

+5.10%

Average Drawdown

Average peak-to-trough decline

-19.95%

-19.95%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

4.21%

+0.12%

Volatility

SOXX vs. VDE - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to Vanguard Energy ETF (VDE) at 7.15%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXVDEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

7.15%

+12.27%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

16.59%

+14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

20.46%

+16.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

26.45%

+10.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

29.93%

+3.84%

SOXX vs. VDE - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than VDE's 0.09% expense ratio.

Dividends

SOXX vs. VDE - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, less than VDE's 2.42% 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%
VDE
Vanguard Energy ETF		2.42%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Frequently Asked Questions

SOXX and VDE have a correlation of 0.00, 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 VDE (7.15%). In terms of maximum drawdown, SOXX dropped -70.21% vs VDE's -74.20%.

On 10-year performance, SOXX leads with 35.55% vs 9.39% for VDE. On fees, VDE is cheaper at 0.09% per year. On volatility, VDE has been the lower-risk option at 7.15%. 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 9.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VDE is cheaper with a 0.09% expense ratio, compared with 0.34% for SOXX.

VDE has the higher dividend yield at 2.42%, compared with 0.28% for SOXX.

SOXX is categorized as Semiconductors, while VDE is Energy Equities. SOXX tracks NYSE Semiconductor Index, while VDE tracks MSCI US Investable Market Energy 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.34% for SOXX and 0.09% for VDE.

SOXX currently has the higher Sharpe Ratio (4.43 vs 1.85), 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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