XSD vs. SOXQ
Compare and contrast key facts about SPDR S&P Semiconductor ETF (XSD) and Invesco PHLX Semiconductor ETF (SOXQ).
XSD and SOXQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021. Both XSD and SOXQ 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: XSD or SOXQ.
Performance
XSD vs. SOXQ - Performance Comparison
Returns By Period
In the year-to-date period, XSD achieves a 2.85% return, which is significantly lower than SOXQ's 18.60% return.
XSD
2.85%
-5.03%
-4.06%
14.66%
19.55%
20.81%
SOXQ
18.60%
-5.37%
-2.80%
30.30%
N/A
N/A
Key characteristics
| XSD | SOXQ | |
|---|---|---|
| Sharpe Ratio | 0.50 | 0.93 |
| Sortino Ratio | 0.88 | 1.39 |
| Omega Ratio | 1.11 | 1.18 |
| Calmar Ratio | 0.64 | 1.29 |
| Martin Ratio | 1.72 | 3.35 |
| Ulcer Index | 9.77% | 9.65% |
| Daily Std Dev | 34.04% | 34.80% |
| Max Drawdown | -64.56% | -46.01% |
| Current Drawdown | -15.70% | -16.53% |
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XSD vs. SOXQ - Expense Ratio Comparison
XSD has a 0.35% expense ratio, which is higher than SOXQ's 0.00% expense ratio.
Correlation
The correlation between XSD and SOXQ is 0.94, 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
XSD vs. SOXQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and Invesco PHLX Semiconductor ETF (SOXQ). 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
XSD vs. SOXQ - Dividend Comparison
XSD's dividend yield for the trailing twelve months is around 0.25%, less than SOXQ's 0.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XSD SPDR S&P Semiconductor ETF | 0.25% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
SOXQ Invesco PHLX Semiconductor ETF | 0.71% | 0.87% | 1.36% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XSD vs. SOXQ - Drawdown Comparison
The maximum XSD drawdown since its inception was -64.56%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for XSD and SOXQ. For additional features, visit the drawdowns tool.
Volatility
XSD vs. SOXQ - Volatility Comparison
SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 10.80% compared to Invesco PHLX Semiconductor ETF (SOXQ) at 9.28%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.