SOXX vs. XCHP.TO

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Semiconductor ETF (SOXX) and iShares Semiconductor Index ETF (XCHP.TO).

SOXX and XCHP.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOXX is a passively managed fund by iShares that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jul 10, 2001. XCHP.TO is a passively managed fund by iShares that tracks the performance of the NYSE Semiconductor Index. It was launched on Sep 6, 2023. Both SOXX and XCHP.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

SOXX vs. XCHP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and iShares Semiconductor Index ETF (XCHP.TO). The values are adjusted to include any dividend payments, if applicable.

SOXX vs. XCHP.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SOXX iShares Semiconductor ETF	12.48%	40.74%	12.92%	16.91%
XCHP.TO iShares Semiconductor Index ETF	12.42%	39.98%	11.92%	17.71%

Different Trading Currencies

SOXX is traded in USD, while XCHP.TO is traded in CAD. To make them comparable, the XCHP.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOXX achieves a 12.48% return, which is significantly higher than XCHP.TO's 9.22% return.

SOXX

• 1D: 3.01%
• 1M: -3.78%
• YTD: 12.48%
• 6M: 22.76%
• 1Y: 80.97%
• 3Y*: 32.61%
• 5Y*: 19.19%
• 10Y*: 28.39%

XCHP.TO

• 1D: 0.00%
• 1M: -6.42%
• YTD: 9.22%
• 6M: 19.18%
• 1Y: 77.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. XCHP.TO - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is lower than XCHP.TO's 0.39% expense ratio.

XCHP.TO

iShares Semiconductor Index ETF

SOXX

iShares Semiconductor ETF

Return for Risk

SOXX vs. XCHP.TO — Risk / Return Rank

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

SOXX

SOXX Risk / Return Rank: 92
SOXX Sharpe Ratio Rank: 90
SOXX Sortino Ratio Rank: 90
SOXX Omega Ratio Rank: 89
SOXX Calmar Ratio Rank: 96
SOXX Martin Ratio Rank: 95

XCHP.TO

XCHP.TO Risk / Return Rank: 85
XCHP.TO Sharpe Ratio Rank: 89
XCHP.TO Sortino Ratio Rank: 89
XCHP.TO Omega Ratio Rank: 86
XCHP.TO Calmar Ratio Rank: 82
XCHP.TO Martin Ratio Rank: 80

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. XCHP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and iShares Semiconductor Index ETF (XCHP.TO). 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.

	SOXX	XCHP.TO	Difference
Sharpe ratio Return per unit of total volatility	2.03	1.94	+0.09
Sortino ratio Return per unit of downside risk	2.63	2.61	+0.02
Omega ratio Gain probability vs. loss probability	1.38	1.36	+0.02
Calmar ratio Return relative to maximum drawdown	4.44	2.48	+1.95
Martin ratio Return relative to average drawdown	16.46	9.66	+6.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOXX vs. XCHP.TO - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 2.03, which is comparable to the XCHP.TO Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of SOXX and XCHP.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SOXX	XCHP.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.03	1.94	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.92	-0.55

Correlation

The correlation between SOXX and XCHP.TO is 0.87, 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. XCHP.TO - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.49%, more than XCHP.TO's 0.37% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SOXX iShares Semiconductor ETF	0.49%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
XCHP.TO iShares Semiconductor Index ETF	0.37%	0.43%	0.29%	0.17%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SOXX vs. XCHP.TO - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, which is greater than XCHP.TO's maximum drawdown of -41.72%. Use the drawdown chart below to compare losses from any high point for SOXX and XCHP.TO.

Drawdown Indicators

	SOXX	XCHP.TO	Difference
Max Drawdown Largest peak-to-trough decline	-70.21%	-38.95%	-31.26%
Max Drawdown (1Y) Largest decline over 1 year	-18.27%	-17.39%	-0.88%
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	-7.95%	-6.55%	-1.40%
Average Drawdown Average peak-to-trough decline	-20.10%	-9.24%	-10.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.92%	6.70%	-1.78%

Volatility

SOXX vs. XCHP.TO - Volatility Comparison

iShares Semiconductor ETF (SOXX) and iShares Semiconductor Index ETF (XCHP.TO) have volatilities of 12.83% and 12.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOXX	XCHP.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.83%	12.44%	+0.39%
Volatility (6M) Calculated over the trailing 6-month period	26.41%	26.59%	-0.18%
Volatility (1Y) Calculated over the trailing 1-year period	40.12%	41.17%	-1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.48%	38.92%	-3.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.98%	38.92%	-5.94%