TLT vs. SOXX
Compare and contrast key facts about iShares 20+ Year Treasury Bond ETF (TLT) and iShares Semiconductor ETF (SOXX).
TLT and SOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TLT is a passively managed fund by iShares that tracks the performance of the ICE U.S. Treasury 20+ Year Bond Index. It was launched on Jul 22, 2002. 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. Both TLT and SOXX 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
TLT vs. SOXX - Performance Comparison
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TLT vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 0.07% | 4.25% | -8.05% | 2.77% | -31.23% | -4.60% | 18.15% | 14.12% | -1.61% | 9.18% |
SOXX iShares Semiconductor ETF | 12.48% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Returns By Period
In the year-to-date period, TLT achieves a 0.07% return, which is significantly lower than SOXX's 12.48% return. Over the past 10 years, TLT has underperformed SOXX with an annualized return of -1.39%, while SOXX has yielded a comparatively higher 28.39% annualized return.
TLT
- 1D
- -0.10%
- 1M
- -3.35%
- YTD
- 0.07%
- 6M
- -1.23%
- 1Y
- -1.44%
- 3Y*
- -2.81%
- 5Y*
- -5.87%
- 10Y*
- -1.39%
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%
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TLT vs. SOXX - Expense Ratio Comparison
TLT has a 0.15% expense ratio, which is lower than SOXX's 0.34% expense ratio.
Return for Risk
TLT vs. SOXX — Risk / Return Rank
TLT
SOXX
TLT vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 20+ Year Treasury Bond ETF (TLT) and iShares Semiconductor ETF (SOXX). 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.
| TLT | SOXX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 2.03 | -2.16 |
Sortino ratioReturn per unit of downside risk | -0.10 | 2.63 | -2.72 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.38 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.44 | -4.50 |
Martin ratioReturn relative to average drawdown | -0.13 | 16.46 | -16.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TLT | SOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 2.03 | -2.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.37 | 0.54 | -0.91 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.86 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.37 | -0.11 |
Correlation
The correlation between TLT and SOXX is -0.23. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
TLT vs. SOXX - Dividend Comparison
TLT's dividend yield for the trailing twelve months is around 4.53%, more than SOXX's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 4.53% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
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% |
Drawdowns
TLT vs. SOXX - Drawdown Comparison
The maximum TLT drawdown since its inception was -48.35%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for TLT and SOXX.
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Drawdown Indicators
| TLT | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.35% | -70.21% | +21.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | -18.27% | +9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -45.75% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -48.35% | -45.75% | -2.60% |
Current DrawdownCurrent decline from peak | -40.23% | -7.95% | -32.28% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -20.10% | +6.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 4.92% | -0.53% |
Volatility
TLT vs. SOXX - Volatility Comparison
The current volatility for iShares 20+ Year Treasury Bond ETF (TLT) is 3.71%, while iShares Semiconductor ETF (SOXX) has a volatility of 12.83%. This indicates that TLT experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TLT | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.71% | 12.83% | -9.12% |
Volatility (6M)Calculated over the trailing 6-month period | 6.61% | 26.41% | -19.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.40% | 40.12% | -28.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 35.48% | -19.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.93% | 32.98% | -18.05% |