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VT vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VT vs. SOXX

Last updated Jun 13, 2026

VT (Vanguard Total World Stock ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. Both are passively managed. Over the past 10 years, VT returned 12.93%/yr vs 35.55%/yr for SOXX. A 0.75 correlation means they provide meaningful diversification when combined. VT charges 0.06%/yr vs 0.34%/yr for SOXX.

Performance

VT vs. SOXX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VT achieves a 11.06% return, which is significantly lower than SOXX's 98.11% return. Over the past 10 years, VT has underperformed SOXX with an annualized return of 12.93%, while SOXX has yielded a comparatively higher 35.55% annualized return.

VT

1D
0.44%
1M
0.57%
YTD
11.06%
6M
11.82%
1Y
25.83%
3Y*
19.71%
5Y*
10.65%
10Y*
12.93%

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

VT vs. SOXX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF		11.06%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
SOXX
iShares Semiconductor ETF		98.11%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%

Correlation

The correlation between VT and SOXX is 0.73, 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

0.73

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

0.75

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

0.79

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

0.76

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.75

The correlation between VT and SOXX has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.

VT vs. SOXX - Sectors Allocation Comparison

Sectors
VT
SOXX

Technology

27.8%
100.0%

Financial Services

15.9%

-

Industrials

12.0%

-

Consumer Cyclical

9.5%

-

Communication Services

8.3%

-

Healthcare

8.1%

-

Consumer Defensive

4.8%

-

Energy

4.3%

-

Basic Materials

4.2%

-

Utilities

2.7%

-

Real Estate

2.4%

-

Technology

VT
27.8%
SOXX
100.0%

Financial Services

VT
15.9%
SOXX

-

Industrials

VT
12.0%
SOXX

-

Consumer Cyclical

VT
9.5%
SOXX

-

Communication Services

VT
8.3%
SOXX

-

Healthcare

VT
8.1%
SOXX

-

Consumer Defensive

VT
4.8%
SOXX

-

Energy

VT
4.3%
SOXX

-

Basic Materials

VT
4.2%
SOXX

-

Utilities

VT
2.7%
SOXX

-

Real Estate

VT
2.4%
SOXX

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total World Stock ETF

iShares Semiconductor ETF

Often compared with VT:
VT vs. VOOVT vs. VTIVT vs. VXUSVT vs. SPYVT vs. ACWIVT vs. VWRA.LVT vs. VWCE.DE
Often compared with SOXX:
SOXX vs. SMHSOXX vs. QQQSOXX vs. SOXLSOXX vs. SOXQSOXX vs. FSELXSOXX vs. VGTSOXX vs. VOO

Return for Risk

VT vs. SOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VT
VT Risk / Return Rank: 6868
Overall Rank
VT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VT Omega Ratio Rank: 6969
Omega Ratio Rank
VT Calmar Ratio Rank: 6262
Calmar Ratio Rank
VT Martin Ratio Rank: 7272
Martin Ratio Rank
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
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.

VT vs. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.

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.

VTSOXXDifference
Sharpe ratioReturn per unit of total volatility
1.94
4.43

-2.49

Sortino ratioReturn per unit of downside risk
2.67
4.37

-1.70

Omega ratioGain probability vs. loss probability

1.35

1.62

-0.27

Calmar ratioReturn relative to maximum drawdown

2.68

10.50

-7.82

Martin ratioReturn relative to average drawdown

11.67

38.20

-26.53

VT vs. SOXX - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.94, which is lower than the SOXX Sharpe Ratio of 4.43. The chart below compares the historical Sharpe Ratios of VT and SOXX, 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

VT vs. SOXX - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for VT and SOXX.

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Drawdown Indicators

VTSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-70.21%

+19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-15.77%

+6.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-41.36%

+24.85%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-45.75%

+19.37%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-45.75%

+11.51%

Current Drawdown

Current decline from peak

-1.92%

-3.16%

+1.24%

Average Drawdown

Average peak-to-trough decline

-7.01%

-19.95%

+12.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

4.33%

-2.11%

Volatility

VT vs. SOXX - Volatility Comparison

The current volatility for Vanguard Total World Stock ETF (VT) is 5.26%, while iShares Semiconductor ETF (SOXX) has a volatility of 19.42%. This indicates that VT 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

VTSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

19.42%

-14.16%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

31.46%

-20.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

37.35%

-23.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

36.73%

-20.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

33.77%

-16.50%

VT vs. SOXX - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than SOXX's 0.34% expense ratio.

Dividends

VT vs. SOXX - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.61%, more than SOXX's 0.28% 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%
VT
Vanguard Total World Stock ETF		1.61%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions

VT and SOXX have a correlation of 0.73, 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 VT (5.26%). In terms of maximum drawdown, VT dropped -50.27% vs SOXX's -70.21%.

On 10-year performance, SOXX leads with 35.55% vs 12.93% for VT. On fees, VT is cheaper at 0.06% per year. On volatility, VT has been the lower-risk option at 5.26%. 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 12.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VT is cheaper with a 0.06% expense ratio, compared with 0.34% for SOXX.

VT has the higher dividend yield at 1.61%, compared with 0.28% for SOXX.

VT is categorized as Global Equities, while SOXX is Semiconductors. VT tracks FTSE Global All Cap Index, while SOXX tracks NYSE Semiconductor Index. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VT and 0.34% for SOXX.

SOXX currently has the higher Sharpe Ratio (4.43 vs 1.94), 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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