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SOXX vs. VLUE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXX vs. VLUE

Last updated Jun 13, 2026

SOXX (iShares Semiconductor ETF) and VLUE (iShares MSCI USA Value Factor ETF) are both exchange-traded funds - SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index, while VLUE is a Large Cap Value Equities fund tracking the MSCI USA Enhanced Value Index. Both are passively managed. Over the past 10 years, SOXX returned 35.55%/yr vs 15.38%/yr for VLUE. A 0.69 correlation means they provide meaningful diversification when combined. SOXX charges 0.34%/yr vs 0.15%/yr for VLUE.

Performance

SOXX vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and iShares MSCI USA Value Factor ETF (VLUE). 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 VLUE's 45.72% return. Over the past 10 years, SOXX has outperformed VLUE with an annualized return of 35.55%, while VLUE has yielded a comparatively lower 15.38% 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%

VLUE

1D
0.40%
1M
7.90%
YTD
45.72%
6M
46.53%
1Y
83.16%
3Y*
31.47%
5Y*
16.01%
10Y*
15.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. VLUE - 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%
VLUE
iShares MSCI USA Value Factor ETF		45.72%32.67%7.25%14.26%-14.17%28.93%-0.23%27.20%-11.13%21.95%

Correlation

The correlation between SOXX and VLUE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.77

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

0.68

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

0.71

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

0.70

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2013

0.69

The correlation between SOXX and VLUE has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.

SOXX vs. VLUE - Sectors Allocation Comparison

Sectors
SOXX
VLUE

Technology

100.0%
44.5%

Basic Materials

-

1.6%

Communication Services

-

8.3%

Consumer Cyclical

-

8.3%

Consumer Defensive

-

4.0%

Energy

-

3.2%

Financial Services

-

10.4%

Healthcare

-

8.5%

Industrials

-

7.4%

Real Estate

-

1.8%

Utilities

-

2.0%

Technology

SOXX
100.0%
VLUE
44.5%

Basic Materials

SOXX

-

VLUE
1.6%

Communication Services

SOXX

-

VLUE
8.3%

Consumer Cyclical

SOXX

-

VLUE
8.3%

Consumer Defensive

SOXX

-

VLUE
4.0%

Energy

SOXX

-

VLUE
3.2%

Financial Services

SOXX

-

VLUE
10.4%

Healthcare

SOXX

-

VLUE
8.5%

Industrials

SOXX

-

VLUE
7.4%

Real Estate

SOXX

-

VLUE
1.8%

Utilities

SOXX

-

VLUE
2.0%

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

iShares MSCI USA Value Factor ETF

Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO
Often compared with VLUE:
VLUE vs. AVLVVLUE vs. VLUVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

SOXX vs. VLUE — 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
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9797
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9696
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9797
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and iShares MSCI USA Value Factor ETF (VLUE). 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.

SOXXVLUEDifference
Sharpe ratioReturn per unit of total volatility
4.43
4.55

-0.12

Sortino ratioReturn per unit of downside risk
4.37
5.75

-1.37

Omega ratioGain probability vs. loss probability

1.62

1.77

-0.15

Calmar ratioReturn relative to maximum drawdown

10.50

9.25

+1.25

Martin ratioReturn relative to average drawdown

38.20

39.16

-0.96

SOXX vs. VLUE - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.43, which is comparable to the VLUE Sharpe Ratio of 4.55. The chart below compares the historical Sharpe Ratios of SOXX and VLUE, 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. VLUE - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for SOXX and VLUE.

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Drawdown Indicators

SOXXVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-39.47%

-30.74%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-9.04%

-6.73%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-17.89%

-23.47%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-27.12%

-18.63%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-39.47%

-6.28%

Current Drawdown

Current decline from peak

-3.16%

-2.61%

-0.55%

Average Drawdown

Average peak-to-trough decline

-19.95%

-6.01%

-13.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

2.13%

+2.20%

Volatility

SOXX vs. VLUE - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 19.42% compared to iShares MSCI USA Value Factor ETF (VLUE) at 8.83%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXXVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.42%

8.83%

+10.59%

Volatility (6M)

Calculated over the trailing 6-month period

31.46%

15.31%

+16.15%

Volatility (1Y)

Calculated over the trailing 1-year period

37.35%

18.38%

+18.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.73%

18.00%

+18.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.77%

19.91%

+13.86%

SOXX vs. VLUE - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

SOXX vs. VLUE - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.28%, less than VLUE's 1.43% 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%
VLUE
iShares MSCI USA Value Factor ETF		1.43%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

SOXX and VLUE have a correlation of 0.77, 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 VLUE (8.83%). In terms of maximum drawdown, SOXX dropped -70.21% vs VLUE's -39.47%.

On 10-year performance, SOXX leads with 35.55% vs 15.38% for VLUE. On fees, VLUE is cheaper at 0.15% per year. On volatility, VLUE has been the lower-risk option at 8.83%. 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 15.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.34% for SOXX.

VLUE has the higher dividend yield at 1.43%, compared with 0.28% for SOXX.

SOXX is categorized as Semiconductors, while VLUE is Large Cap Value Equities. SOXX tracks NYSE Semiconductor Index, while VLUE tracks MSCI USA Enhanced Value Index. Their fees differ too: 0.34% for SOXX and 0.15% for VLUE.

VLUE currently has the higher Sharpe Ratio (4.55 vs 4.43), 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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