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3XLE.L vs. SOXL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

3XLE.L vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

3XLE.L is traded in GBp, while SOXL.L is traded in USD. To make them comparable, the SOXL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, 3XLE.L achieves a 98.06% return, which is significantly lower than SOXL.L's 899.20% return.


3XLE.L

1D
6.81%
1M
-1.92%
YTD
98.06%
6M
87.16%
1Y
122.22%
3Y*
15.13%
5Y*
10Y*

SOXL.L

1D
10.30%
1M
171.10%
YTD
899.20%
6M
827.56%
1Y
2,653.70%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

3XLE.L vs. SOXL.L - Yearly Performance Comparison


Correlation

The correlation between 3XLE.L and SOXL.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.10

The correlation between 3XLE.L and SOXL.L shifts across timeframes, from -0.07 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

3XLE.L vs. SOXL.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

3XLE.L
3XLE.L Risk / Return Rank: 5151
Overall Rank
3XLE.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
3XLE.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
3XLE.L Omega Ratio Rank: 4646
Omega Ratio Rank
3XLE.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
3XLE.L Martin Ratio Rank: 5151
Martin Ratio Rank

SOXL.L
SOXL.L Risk / Return Rank: 9797
Overall Rank
SOXL.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9393
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
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.

3XLE.L vs. SOXL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). 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.


3XLE.LSOXL.LDifference
Sharpe ratioReturn per unit of total volatility

-17.66

Sortino ratioReturn per unit of downside risk

-3.17

Omega ratioGain probability vs. loss probability

1.29

1.67

-0.38

Calmar ratioReturn relative to maximum drawdown

3.10

51.76

-48.66

Martin ratioReturn relative to average drawdown

8.55

154.68

-146.13

3XLE.L vs. SOXL.L - Sharpe Ratio Comparison

The current 3XLE.L Sharpe Ratio is 1.82, which is lower than the SOXL.L Sharpe Ratio of 19.47. The chart below compares the historical Sharpe Ratios of 3XLE.L and SOXL.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


3XLE.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

19.47

-17.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.68

-0.34

Drawdowns

3XLE.L vs. SOXL.L - Drawdown Comparison

The maximum 3XLE.L drawdown since its inception was -74.89%, smaller than the maximum SOXL.L drawdown of -95.81%. Use the drawdown chart below to compare losses from any high point for 3XLE.L and SOXL.L.


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Drawdown Indicators


3XLE.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-74.89%

-95.81%

+20.92%

Max Drawdown (1Y)

Largest decline over 1 year

-39.26%

-50.58%

+11.32%

Max Drawdown (3Y)

Largest decline over 3 years

-66.05%

Current Drawdown

Current decline from peak

-31.69%

0.00%

-31.69%

Average Drawdown

Average peak-to-trough decline

-45.07%

-61.47%

+16.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.25%

16.96%

-2.71%

Volatility

3XLE.L vs. SOXL.L - Volatility Comparison

The current volatility for Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) is 25.62%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 56.22%. This indicates that 3XLE.L experiences smaller price fluctuations and is considered to be less risky than SOXL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


3XLE.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.62%

56.22%

-30.60%

Volatility (6M)

Calculated over the trailing 6-month period

57.75%

102.58%

-44.83%

Volatility (1Y)

Calculated over the trailing 1-year period

67.19%

134.94%

-67.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

82.23%

136.49%

-54.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.23%

136.49%

-54.26%

3XLE.L vs. SOXL.L - Expense Ratio Comparison

Both 3XLE.L and SOXL.L have an expense ratio of 0.75%.


Dividends

3XLE.L vs. SOXL.L - Dividend Comparison

Neither 3XLE.L nor SOXL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


3XLE.L and SOXL.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

3XLE.L and SOXL.L have the same expense ratio: 0.75% per year.

Portfolio Optimizer

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