SOXX vs. XSD
Compare and contrast key facts about iShares PHLX Semiconductor ETF (SOXX) and SPDR S&P Semiconductor ETF (XSD).
SOXX and XSD 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. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. Both SOXX and XSD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOXX or XSD.
Performance
SOXX vs. XSD - Performance Comparison
Returns By Period
In the year-to-date period, SOXX achieves a 10.51% return, which is significantly higher than XSD's 0.33% return. Over the past 10 years, SOXX has outperformed XSD with an annualized return of 23.12%, while XSD has yielded a comparatively lower 20.61% annualized return.
SOXX
10.51%
-7.10%
-7.12%
24.59%
22.96%
23.12%
XSD
0.33%
-7.04%
-5.52%
15.14%
18.08%
20.61%
Key characteristics
| SOXX | XSD | |
|---|---|---|
| Sharpe Ratio | 0.72 | 0.42 |
| Sortino Ratio | 1.15 | 0.80 |
| Omega Ratio | 1.15 | 1.10 |
| Calmar Ratio | 0.99 | 0.55 |
| Martin Ratio | 2.48 | 1.49 |
| Ulcer Index | 9.94% | 9.67% |
| Daily Std Dev | 34.29% | 34.02% |
| Max Drawdown | -70.21% | -64.56% |
| Current Drawdown | -20.25% | -17.76% |
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SOXX vs. XSD - Expense Ratio Comparison
SOXX has a 0.46% expense ratio, which is higher than XSD's 0.35% expense ratio.
Correlation
The correlation between SOXX and XSD is 0.95, 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.
Risk-Adjusted Performance
SOXX vs. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares PHLX Semiconductor ETF (SOXX) and SPDR S&P Semiconductor ETF (XSD). 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.
Dividends
SOXX vs. XSD - Dividend Comparison
SOXX's dividend yield for the trailing twelve months is around 0.69%, more than XSD's 0.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXX iShares PHLX Semiconductor ETF | 0.69% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
XSD SPDR S&P Semiconductor ETF | 0.26% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Drawdowns
SOXX vs. XSD - Drawdown Comparison
The maximum SOXX drawdown since its inception was -70.21%, which is greater than XSD's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for SOXX and XSD. For additional features, visit the drawdowns tool.
Volatility
SOXX vs. XSD - Volatility Comparison
The current volatility for iShares PHLX Semiconductor ETF (SOXX) is 8.72%, while SPDR S&P Semiconductor ETF (XSD) has a volatility of 10.57%. This indicates that SOXX experiences smaller price fluctuations and is considered to be less risky than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.