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SOXX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOXX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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SOXX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF
9.20%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, SOXX achieves a 9.20% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, SOXX has outperformed VOO with an annualized return of 28.01%, while VOO has yielded a comparatively lower 14.05% annualized return.


SOXX

1D
6.09%
1M
-6.65%
YTD
9.20%
6M
21.48%
1Y
75.78%
3Y*
31.31%
5Y*
18.49%
10Y*
28.01%

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOXX vs. VOO - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

SOXX vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOXX
SOXX Risk / Return Rank: 9292
Overall Rank
SOXX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9191
Sortino Ratio Rank
SOXX Omega Ratio Rank: 8989
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9595
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
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. VOO - Risk-Adjusted Trends Comparison

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


SOXXVOODifference

Sharpe ratio

Return per unit of total volatility

1.90

0.98

+0.92

Sortino ratio

Return per unit of downside risk

2.51

1.50

+1.02

Omega ratio

Gain probability vs. loss probability

1.36

1.23

+0.13

Calmar ratio

Return relative to maximum drawdown

4.12

1.53

+2.59

Martin ratio

Return relative to average drawdown

15.37

7.29

+8.08

SOXX vs. VOO - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 1.90, which is higher than the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SOXX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SOXXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.98

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.70

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.78

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.83

-0.47

Correlation

The correlation between SOXX and VOO is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SOXX vs. VOO - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.51%, less than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
SOXX
iShares Semiconductor ETF
0.51%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

SOXX vs. VOO - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOXX and VOO.


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Drawdown Indicators


SOXXVOODifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-33.99%

-36.22%

Max Drawdown (1Y)

Largest decline over 1 year

-18.27%

-11.98%

-6.29%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-24.52%

-21.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-33.99%

-11.76%

Current Drawdown

Current decline from peak

-10.64%

-6.29%

-4.35%

Average Drawdown

Average peak-to-trough decline

-20.10%

-3.72%

-16.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.90%

2.52%

+2.38%

Volatility

SOXX vs. VOO - Volatility Comparison

iShares Semiconductor ETF (SOXX) has a higher volatility of 13.41% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that SOXX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.41%

5.29%

+8.12%

Volatility (6M)

Calculated over the trailing 6-month period

26.27%

9.44%

+16.83%

Volatility (1Y)

Calculated over the trailing 1-year period

40.03%

18.10%

+21.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.49%

16.82%

+18.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.98%

17.99%

+14.99%