SOXQ vs ETY

Comparison between INVESCO PHLX SEMICONDUCTOR ETF (SOXQ, ETF) and Eaton Vance Tax-Managed Diversified Equity Income Fund (ETY, ETF).

5-Year PerformanceSOXQ has outperformed ETY, delivering a return of +30.4% compared to +8.8%

SOXQ vs ETY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOXQ(ETF)	ETY(ETF)
Net Assets	$2.50B	$2.50B
Expense Ratio	0.19%	N/A
Max Drawdown	46.51%	64.57%
Sharpe Ratio	1.97	-0.18
5Y Beta	2.04	0.92
P/E Ratio	47.58	N/A
Forward P/E	21.30	N/A
PEG Ratio	0.06	N/A
5Y Dividends CAGR	N/A	4.98%
5Y EPS CAGR	38.49%	N/A
P/S Ratio	6.04	N/A
P/B Ratio	10.59	N/A

Net Assets

SOXQ

$2.50B

ETY

$2.50B

Expense Ratio

SOXQ

0.19%

ETY

N/A

Max Drawdown

Winner

SOXQ

46.51%

ETY

64.57%

Sharpe Ratio

Winner

SOXQ

1.97

ETY

-0.18

5Y Beta

SOXQ

2.04

Winner

ETY

0.92

P/E Ratio

SOXQ

47.58

ETY

N/A

Forward P/E

SOXQ

21.30

ETY

N/A

PEG Ratio

SOXQ

0.06

ETY

N/A

5Y Dividends CAGR

SOXQ

N/A

ETY

4.98%

5Y EPS CAGR

SOXQ

38.49%

ETY

N/A

P/S Ratio

SOXQ

6.04

ETY

N/A

P/B Ratio

SOXQ

10.59

ETY

N/A

SOXQ vs ETY - Historical Returns

Returns include dividend reinvestment.

Period	SOXQ	ETY
1 month	+0.43%	+1.37%
3 months	+10.67%	+0.47%
6 months	+53.74%	+1.39%
1 year	+120.04%	+0.74%
5 years(CAGR)	+30.40%	+8.81%
10 years(CAGR)	N/A	+12.31%
Max(CAGR)	+31.01%	+8.58%

SOXQ

+0.43%

Winner

ETY

+1.37%

Winner

SOXQ

+10.67%

ETY

+0.47%

Winner

SOXQ

+53.74%

ETY

+1.39%

Winner

SOXQ

+120.04%

ETY

+0.74%

5Y(CAGR)

Winner

SOXQ

+30.40%

ETY

+8.81%

10Y(CAGR)

SOXQ

N/A

ETY

+12.31%

Max(CAGR)

Winner

SOXQ

+31.01%

ETY

+8.58%

SOXQ vs ETY - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	SOXQ	ETY
2026	+67.92%	+0.52%
2025	+42.04%	+11.01%
2024	+24.48%	+35.10%
2023	+68.43%	+21.52%
2022	-36.47%	-20.72%
2021	+24.84%	+34.82%
2020	N/A	+6.29%
2019	N/A	+31.23%
2018	N/A	-10.18%
2017	N/A	+29.36%
2016	N/A	+4.62%
2015	N/A	+9.12%
2014	N/A	+12.87%
2013	N/A	+25.11%
2012	N/A	+16.30%
2011	N/A	-13.08%
2010	N/A	-2.81%
2009	N/A	+36.46%
2008	N/A	-25.83%
2007	N/A	-8.21%
2006	N/A	+0.25%

SOXQ vs ETY Drawdown Comparison

The maximum drawdown for SOXQ was -46.01%, occurring on Oct 14, 2022. Recovery took 494 trading sessions.

The maximum drawdown for ETY was -52.91%, occurring on Nov 20, 2008. Recovery took 1419 trading sessions.

The current SOXQ drawdown is -15.56%. The current ETY drawdown is -2.07%.

Rank	SOXQ	ETY
#1	-46.01% Dec 27, 2021 - Dec 13, 2023	-52.91% Jun 1, 2007 - Jan 18, 2013
#2	-39.37% Jul 10, 2024 - Aug 13, 2025	-42.40% Feb 12, 2020 - Nov 17, 2020
#3	-28.56% Jun 22, 2026 - Jul 29, 2026	-24.43% Sep 13, 2018 - Jun 20, 2019
#4	-16.60% Mar 7, 2024 - May 24, 2024	-24.03% Dec 31, 2021 - Feb 5, 2024
#5	-15.59% Feb 25, 2026 - Apr 8, 2026	-21.28% Feb 19, 2025 - Jun 25, 2025
#6	-13.26% Oct 29, 2025 - Dec 8, 2025	-14.39% Sep 22, 2025 - Mar 30, 2026
#7	-12.32% Jun 3, 2026 - Jun 15, 2026	-13.90% Nov 3, 2015 - Aug 5, 2016
#8	-10.25% Dec 10, 2025 - Jan 6, 2026	-12.52% Sep 3, 2014 - Nov 5, 2014
#9	-8.54% Sep 16, 2021 - Nov 1, 2021	-11.93% Jul 20, 2015 - Nov 3, 2015
#10	-8.47% Jan 29, 2026 - Feb 24, 2026	-8.97% Jan 26, 2018 - May 8, 2018
#11	-7.31% Dec 27, 2023 - Jan 19, 2024	-8.63% Sep 8, 2016 - Jan 26, 2017
#12	-6.88% Jun 18, 2024 - Jul 8, 2024	-8.09% May 21, 2013 - Jul 15, 2013
#13	-6.63% Dec 7, 2021 - Dec 27, 2021	-7.21% Jul 10, 2024 - Aug 30, 2024
#14	-6.59% Oct 8, 2025 - Oct 20, 2025	-6.77% Nov 28, 2014 - Feb 27, 2015
#15	-6.51% Jun 30, 2021 - Jul 30, 2021	-6.17% Jan 22, 2014 - Feb 18, 2014

Correlation

Correlation between SOXQ and ETY is 0.79 which considered as a strong positive correlation - the stocks tend to move together.

0.79

-101

Dividend Comparison (2007 - 2026)

SOXQ vs ETY dividend yield comparison.

Year	SOXQ	ETY
2026	0.15%	4.74%
2025	0.50%	7.76%
2024	0.68%	7.59%
2023	0.87%	7.92%
2022	1.36%	10.04%
2021	0.72%	7.01%
2020	0.00%	8.26%
2019	0.00%	8.08%
2018	0.00%	9.92%
2017	0.00%	8.30%
2016	0.00%	9.77%
2015	0.00%	9.03%
2014	0.00%	9.06%
2013	0.00%	9.26%
2012	0.00%	11.19%
2011	0.00%	13.06%
2010	0.00%	14.35%
2009	0.00%	14.09%
2008	0.00%	17.11%
2007	0.00%	11.13%