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Issuer
Defiance
Inception Date
Jan 15, 2025
Region
North America (U.S.)
Leveraged
2x
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$73M

Share Price Chart


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Performance

SOFX Performance Chart

Defiance Daily Target 2X Long SOFI ETF (SOFX) is down 63.5% since the beginning of the year. SOFX is currently trading at $10 per share.


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S&P 500 Index

Returns By Period

Defiance Daily Target 2X Long SOFI ETF (SOFX) has returned -63.53% so far this year and -19.13% over the past 12 months.


Defiance Daily Target 2X Long SOFI ETF

1D
5.71%
1M
25.58%
YTD
-63.53%
6M
-66.60%
1Y
-19.13%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOFX Monthly Returns History

Based on dividend-adjusted daily data since Jan 16, 2025, SOFX's average daily return is +0.14%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 44% of months were positive and 56% were negative. The best month was Jun 2025 with a return of +80.5%, while the worst month was Feb 2026 at -41.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SOFX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +40.4%, while the worst single day was Apr 29, 2026 at -30.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-26.86%-41.92%-22.62%-3.85%23.72%-6.75%-63.53%
2025-2.39%-18.64%-39.89%4.08%10.58%80.51%48.72%22.76%4.25%18.10%-7.07%-25.24%54.87%

Benchmark Metrics

Defiance Daily Target 2X Long SOFI ETF has an annualized alpha of -37.33%, beta of 4.80, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since January 16, 2025.

  • This ETF captured 569.60% of S&P 500 Index gains and 390.29% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.47 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-37.33%
Beta
4.80
0.47
Upside Capture
569.60%
Downside Capture
390.29%

Expense Ratio

SOFX has a high expense ratio of 1.29%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

SOFX ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SOFX Risk / Return Rank: 88
Overall Rank
SOFX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SOFX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SOFX Omega Ratio Rank: 1111
Omega Ratio Rank
SOFX Calmar Ratio Rank: 66
Calmar Ratio Rank
SOFX Martin Ratio Rank: 77
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Defiance Daily Target 2X Long SOFI ETF (SOFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SOFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.13

Sortino ratioReturn per unit of downside risk

-2.15

Omega ratioGain probability vs. loss probability

1.06

1.35

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.25

2.66

-2.91

Martin ratioReturn relative to average drawdown

-0.42

11.86

-12.28

Dividends

Dividend History

Defiance Daily Target 2X Long SOFI ETF provided a 34.73% dividend yield over the last twelve months, with an annual payout of $3.60 per share.


12.67%$0.00$1.00$2.00$3.00$4.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$3.60$3.60

Dividend yield

34.73%12.67%

Monthly Dividends

The table displays the monthly dividend distributions for Defiance Daily Target 2X Long SOFI ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$3.60$3.60

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Defiance Daily Target 2X Long SOFI ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Defiance Daily Target 2X Long SOFI ETF was 83.23%, occurring on May 19, 2026. The portfolio has not yet recovered.

The current Defiance Daily Target 2X Long SOFI ETF drawdown is 77.90%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-83.23%May 2026
6mo 22d
7mo 26dOct 2025 - now
2025 selloff2025
-76.67%Apr 2025
2mo 14d3mo 3d
5mo 17dJan 2025 - Jul 2025
2025 bear market2025
-29.12%Oct 2025
10d25d
1mo 5dSep 2025 - Oct 2025
2025 correction2025
-13.90%Aug 2025
1d2d
3dAug 2025 - Aug 2025
2025 correction2025
-12.97%Sep 2025
8d9d
17dAug 2025 - Sep 2025

Drawdown Indicators


SOFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-83.23%

-56.78%

-26.45%

Max Drawdown (1Y)

Largest decline over 1 year

-83.23%

-9.10%

-74.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-77.90%

-2.49%

-75.41%

Average Drawdown

Average peak-to-trough decline

-43.38%

-10.72%

-32.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.18%

2.03%

+48.15%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with SOFX

Add Defiance Daily Target 2X Long SOFI ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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