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ADBU vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBU vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily ADBE Bull 2X ETF (ADBU) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ADBU

1D
-4.40%
1M
-0.73%
YTD
6M
1Y
3Y*
5Y*
10Y*

SOXL

1D
5.34%
1M
119.95%
YTD
567.48%
6M
502.28%
1Y
1,438.30%
3Y*
135.13%
5Y*
48.72%
10Y*
65.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBU vs. SOXL - Yearly Performance Comparison


Correlation

The correlation between ADBU and SOXL is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 26, 2026

-0.33

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Return for Risk

ADBU vs. SOXL — Risk / Return Rank

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

ADBU

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

ADBU vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily ADBE Bull 2X ETF (ADBU) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ADBU vs. SOXL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ADBUSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

14.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.52

+0.21

Drawdowns

ADBU vs. SOXL - Drawdown Comparison

The maximum ADBU drawdown since its inception was -16.09%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for ADBU and SOXL.


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Drawdown Indicators


ADBUSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-90.46%

+74.37%

Max Drawdown (1Y)

Largest decline over 1 year

-43.47%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-12.99%

0.00%

-12.99%

Average Drawdown

Average peak-to-trough decline

-6.33%

-35.01%

+28.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.65%

Volatility

ADBU vs. SOXL - Volatility Comparison


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Volatility by Period


ADBUSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.82%

Volatility (6M)

Calculated over the trailing 6-month period

81.29%

Volatility (1Y)

Calculated over the trailing 1-year period

90.05%

102.11%

-12.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.05%

107.25%

-17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.05%

99.04%

-8.99%

ADBU vs. SOXL - Expense Ratio Comparison

ADBU has a 0.97% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

ADBU vs. SOXL - Dividend Comparison

ADBU has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM2025202420232022202120202019201820172016
ADBU
Direxion Daily ADBE Bull 2X ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


ADBU and SOXL have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXL is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXL is cheaper with a 0.75% expense ratio, compared with 0.97% for ADBU.

SOXL has the higher dividend yield at 0.03%, compared with 0.00% for ADBU.

ADBU tracks Adobe Inc., while SOXL tracks ICE Semiconductor Index. Their fees differ too: 0.97% for ADBU and 0.75% for SOXL.

Portfolio Optimizer

Find the right allocation for ADBU and SOXL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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