XSD vs. SOXX
Compare and contrast key facts about SPDR S&P Semiconductor ETF (XSD) and iShares PHLX Semiconductor ETF (SOXX).
XSD and SOXX 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. 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 XSD 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XSD or SOXX.
Key characteristics
| XSD | SOXX | |
|---|---|---|
| YTD Return | -0.01% | 13.06% |
| 1Y Return | 27.63% | 64.26% |
| 3Y Return (Ann) | 6.20% | 17.25% |
| 5Y Return (Ann) | 21.50% | 29.38% |
| 10Y Return (Ann) | 21.62% | 28.11% |
| Sharpe Ratio | 0.77 | 2.29 |
| Daily Std Dev | 30.53% | 28.36% |
| Max Drawdown | -64.56% | -69.65% |
| Current Drawdown | -8.94% | -8.68% |
Correlation
The correlation between XSD and SOXX 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.
Performance
XSD vs. SOXX - Performance Comparison
In the year-to-date period, XSD achieves a -0.01% return, which is significantly lower than SOXX's 13.06% return. Over the past 10 years, XSD has underperformed SOXX with an annualized return of 21.62%, while SOXX has yielded a comparatively higher 28.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XSD vs. SOXX - Expense Ratio Comparison
XSD has a 0.35% expense ratio, which is lower than SOXX's 0.46% expense ratio.
Risk-Adjusted Performance
XSD vs. SOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Semiconductor ETF (XSD) and iShares PHLX 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.
Dividends
XSD vs. SOXX - Dividend Comparison
XSD's dividend yield for the trailing twelve months is around 0.25%, less than SOXX's 1.69% 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% |
SOXX iShares PHLX Semiconductor ETF | 1.69% | 2.35% | 3.76% | 1.91% | 2.43% | 3.70% | 4.11% | 2.70% | 3.23% | 3.86% | 4.69% | 3.55% |
Drawdowns
XSD vs. SOXX - Drawdown Comparison
The maximum XSD drawdown since its inception was -64.56%, smaller than the maximum SOXX drawdown of -69.65%. Use the drawdown chart below to compare losses from any high point for XSD and SOXX. For additional features, visit the drawdowns tool.
Volatility
XSD vs. SOXX - Volatility Comparison
SPDR S&P Semiconductor ETF (XSD) has a higher volatility of 9.83% compared to iShares PHLX Semiconductor ETF (SOXX) at 9.22%. This indicates that XSD's price experiences larger fluctuations and is considered to be riskier than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.