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XCHP.TO vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XCHP.TO vs. SOXX - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both investments are quite close, with XCHP.TO having a 106.85% return and SOXX slightly higher at 107.17%.


XCHP.TO

1D
2.19%
1M
35.96%
YTD
106.85%
6M
98.47%
1Y
192.43%
3Y*
5Y*
10Y*

SOXX

1D
2.18%
1M
35.91%
YTD
107.17%
6M
98.66%
1Y
193.80%
3Y*
59.22%
5Y*
38.34%
10Y*
36.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XCHP.TO vs. SOXX - Yearly Performance Comparison


2026 (YTD)202520242023
XCHP.TO
iShares Semiconductor Index ETF
106.85%33.58%21.73%15.27%
SOXX
iShares Semiconductor ETF
107.17%34.28%22.63%14.62%

Correlation

The correlation between XCHP.TO and SOXX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.87

The correlation between XCHP.TO and SOXX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

XCHP.TO vs. SOXX — Risk / Return Rank

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

XCHP.TO
XCHP.TO Risk / Return Rank: 9797
Overall Rank
XCHP.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XCHP.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
XCHP.TO Omega Ratio Rank: 9595
Omega Ratio Rank
XCHP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCHP.TO Martin Ratio Rank: 9797
Martin Ratio Rank

SOXX
SOXX Risk / Return Rank: 9797
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9595
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.

XCHP.TO vs. SOXX - Risk-Adjusted Trends Comparison

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


XCHP.TOSOXXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.75

1.76

-0.01

Calmar ratioReturn relative to maximum drawdown

13.99

13.71

+0.28

Martin ratioReturn relative to average drawdown

49.96

49.13

+0.83

XCHP.TO vs. SOXX - Sharpe Ratio Comparison

The current XCHP.TO Sharpe Ratio is 5.86, which is comparable to the SOXX Sharpe Ratio of 5.76. The chart below compares the historical Sharpe Ratios of XCHP.TO 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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Sharpe Ratios by Period


XCHP.TOSOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.86

5.76

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

1.04

+0.87

Drawdowns

XCHP.TO vs. SOXX - Drawdown Comparison

The maximum XCHP.TO drawdown since its inception was -38.95%, smaller than the maximum SOXX drawdown of -41.09%. Use the drawdown chart below to compare losses from any high point for XCHP.TO and SOXX.


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Drawdown Indicators


XCHP.TOSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-38.95%

-41.09%

+2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.22%

-14.23%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-38.59%

Max Drawdown (5Y)

Largest decline over 5 years

-41.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-8.67%

-8.12%

-0.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

3.96%

-0.01%

Volatility

XCHP.TO vs. SOXX - Volatility Comparison

The current volatility for iShares Semiconductor Index ETF (XCHP.TO) is 13.24%, while iShares Semiconductor ETF (SOXX) has a volatility of 14.07%. This indicates that XCHP.TO 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


XCHP.TOSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.24%

14.07%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

26.74%

27.10%

-0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

34.06%

33.91%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.53%

34.49%

+4.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.53%

31.91%

+6.62%

XCHP.TO vs. SOXX - Expense Ratio Comparison

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


Dividends

XCHP.TO vs. SOXX - Dividend Comparison

XCHP.TO's dividend yield for the trailing twelve months is around 0.21%, less than SOXX's 0.27% yield.


PositionTTM20252024202320222021202020192018201720162015
SOXX
iShares Semiconductor ETF
0.27%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
0.21%0.43%0.29%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, XCHP.TO and SOXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.39% for XCHP.TO.

Both ETFs track NYSE Semiconductor Index. Their fees differ too: 0.39% for XCHP.TO and 0.34% for SOXX.

Portfolio Optimizer

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