  The development of new exchange-correlation functionals within density
functional theory means that increasingly accurate information is accessible at
moderate computational cost. Recently, a newly developed self-consistent hybrid
functional has been proposed [Skone \textit{et al.} Phys. Rev. B \textbf{89},
195112 (2014)], which allows for a reliable and accurate calculation of
material properties using a fully \textit{ab initio} procedure. Here, we apply
this new functional to wurtzite ZnO, rutile SnO$_2$, and rocksalt MgO. We
present calculated structural, electronic, and optical properties, which we
compare to results obtained with the PBE and PBE0 functionals. For all
semiconductors considered here the self-consistent hybrid approach gives
improved agreement with experimental structural data relative to the PBE0
hybrid functional for a moderate increase in computational cost, while avoiding
the empiricism common to conventional hybrid functionals. The electronic
properties are improved for ZnO and MgO, whereas for SnO$_2$ the PBE0 hybrid
functional gives best agreement with experimental data.
