AMZU vs. SOXL
AMZU (Direxion Daily AMZN Bull 2X Shares) and SOXL (Direxion Daily Semiconductor Bull 3X ETF) are both Leveraged Equities funds from Direxion - AMZU tracks the Amazon.com, Inc. (200%) while SOXL tracks the NYSE Semiconductor Index. Both are passively managed. Over the past 3 years, AMZU returned 26.76%/yr vs 60.01%/yr for SOXL. Their 0.49 correlation means their historical movements had little consistent relationship. AMZU charges 0.99%/yr vs 0.75%/yr for SOXL.
Performance
AMZU vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, AMZU achieves a 20.75% return, which is significantly lower than SOXL's 172.95% return.
AMZU
- 1D
- 29.73%
- 1M
- 21.60%
- 6M
- 14.03%
- YTD
- 20.75%
- 1Y
- 28.33%
- 3Y*
- 26.76%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.69%
SOXL
- 1D
- 0.00%
- 1M
- -36.78%
- 6M
- 85.66%
- YTD
- 172.95%
- 1Y
- 376.55%
- 3Y*
- 60.01%
- 5Y*
- 21.65%
- 10Y*
- 48.63%
- ALL TIME*
- 38.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $124.23M | $117.55M | $117.81M | |
| $10.60B | $10.77B | $11.72B |
AMZU vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 20.75% | -11.59% | 60.99% | 118.70% | -49.82% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 172.95% | 54.91% | -12.31% | 226.98% | -21.61% |
Correlation
The correlation between AMZU and SOXL is 0.37, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.37 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2022 | 0.49 |
The correlation between AMZU and SOXL shifts across timeframes, from 0.37 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
AMZU vs. SOXL - Sectors Allocation Comparison
Sectors
AMZU
SOXL
Consumer Cyclical
-
Basic Materials
-
-
Communication Services
-
-
Consumer Defensive
-
-
Energy
-
-
Financial Services
-
-
Healthcare
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
Utilities
-
-
Consumer Cyclical
AMZU
SOXL
-
Basic Materials
AMZU
-
SOXL
-
Communication Services
AMZU
-
SOXL
-
Consumer Defensive
AMZU
-
SOXL
-
Energy
AMZU
-
SOXL
-
Financial Services
AMZU
-
SOXL
-
Healthcare
AMZU
-
SOXL
-
Industrials
AMZU
-
SOXL
-
Real Estate
AMZU
-
SOXL
-
Technology
AMZU
-
SOXL
Utilities
AMZU
-
SOXL
-
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Return for Risk
AMZU vs. SOXL — Risk / Return Rank
AMZU
SOXL
AMZU vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily AMZN Bull 2X Shares (AMZU) 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.
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.
| AMZU | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.67 | ||
| Sortino ratioReturn per unit of downside risk | -2.01 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.36 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 5.22 | -5.05 |
| Martin ratioReturn relative to average drawdown | 0.33 | 18.04 | -17.71 |
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Drawdowns
AMZU vs. SOXL - Drawdown Comparison
The maximum AMZU drawdown since its inception was -55.59%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for AMZU and SOXL.
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Drawdown Indicators
| AMZU | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -90.46% | +34.87% |
Max Drawdown (1Y)Largest decline over 1 year | -42.98% | -69.42% | +26.44% |
Max Drawdown (3Y)Largest decline over 3 years | -55.47% | -87.88% | +32.41% |
Max Drawdown (5Y)Largest decline over 5 years | — | -90.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -90.46% | — |
Current DrawdownCurrent decline from peak | -11.06% | -61.86% | +50.80% |
Average DrawdownAverage peak-to-trough decline | -22.09% | -35.00% | +12.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.42% | 20.04% | +1.38% |
Volatility
AMZU vs. SOXL - Volatility Comparison
The current volatility for Direxion Daily AMZN Bull 2X Shares (AMZU) is 31.08%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 52.68%. This indicates that AMZU experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZU | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.08% | 52.68% | -21.60% |
Volatility (6M)Calculated over the trailing 6-month period | 52.00% | 115.51% | -63.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 70.05% | 130.99% | -60.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.30% | 113.21% | -51.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.30% | 102.11% | -40.81% |
AMZU vs. SOXL - Expense Ratio Comparison
AMZU has a 0.99% expense ratio, which is higher than SOXL's 0.75% expense ratio.
Dividends
AMZU vs. SOXL - Dividend Comparison
AMZU's dividend yield for the trailing twelve months is around 4.83%, more than SOXL's 0.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 4.83% | 6.12% | 3.79% | 3.37% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.01% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
Frequently Asked Questions
AMZU and SOXL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (52.68%) compared to AMZU (31.08%). In terms of maximum drawdown, AMZU dropped -55.59% vs SOXL's -90.46%.
On 3-year performance, SOXL leads with 60.01% vs 26.76% for AMZU. On fees, SOXL is cheaper at 0.75% per year. On volatility, AMZU has been the lower-risk option at 31.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, SOXL has performed better with a 60.01% return vs 26.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXL is cheaper with a 0.75% expense ratio, compared with 0.99% for AMZU.
AMZU has the higher dividend yield at 4.83%, compared with 0.01% for SOXL.
AMZU tracks Amazon.com, Inc. (200%), while SOXL tracks NYSE Semiconductor Index. Their fees differ too: 0.99% for AMZU and 0.75% for SOXL.
SOXL currently has the higher Sharpe Ratio (2.77 vs 0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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