AMZU vs. SOXL
Compare and contrast key facts about Direxion Daily AMZN Bull 2X Shares (AMZU) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
AMZU and SOXL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMZU is a passively managed fund by Direxion that tracks the performance of the Amazon.com, Inc. (150%). It was launched on Sep 6, 2022. SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010. Both AMZU and SOXL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AMZU vs. SOXL - Performance Comparison
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AMZU vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | -21.00% | -11.59% | 60.99% | 118.70% | -50.17% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 24.34% | 54.91% | -12.31% | 226.98% | -25.05% |
Returns By Period
In the year-to-date period, AMZU achieves a -21.00% return, which is significantly lower than SOXL's 24.34% return.
AMZU
- 1D
- 2.16%
- 1M
- 0.36%
- YTD
- -21.00%
- 6M
- -18.04%
- 1Y
- -4.56%
- 3Y*
- 22.96%
- 5Y*
- —
- 10Y*
- —
SOXL
- 1D
- 9.08%
- 1M
- -16.73%
- YTD
- 24.34%
- 6M
- 41.78%
- 1Y
- 228.78%
- 3Y*
- 42.83%
- 5Y*
- 4.90%
- 10Y*
- 41.10%
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AMZU vs. SOXL - Expense Ratio Comparison
AMZU has a 1.06% expense ratio, which is higher than SOXL's 0.99% expense ratio.
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 Shares (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.
| AMZU | SOXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 1.93 | -1.99 |
Sortino ratioReturn per unit of downside risk | 0.41 | 2.46 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.35 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | -0.06 | 4.64 | -4.71 |
Martin ratioReturn relative to average drawdown | -0.14 | 14.09 | -14.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMZU | SOXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.07 | 1.93 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.36 | -0.26 |
Correlation
The correlation between AMZU and SOXL is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AMZU vs. SOXL - Dividend Comparison
AMZU's dividend yield for the trailing twelve months is around 7.68%, more than SOXL's 0.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AMZU Direxion Daily AMZN Bull 2X Shares | 7.68% | 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 Shares | 0.15% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
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% | -49.26% | +6.28% |
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 | -41.82% | -27.28% | -14.54% |
Average DrawdownAverage peak-to-trough decline | -22.25% | -35.34% | +13.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.95% | 16.23% | +2.72% |
Volatility
AMZU vs. SOXL - Volatility Comparison
The current volatility for Direxion Daily AMZN Bull 2X Shares (AMZU) is 19.38%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. 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 | 19.38% | 38.35% | -18.97% |
Volatility (6M)Calculated over the trailing 6-month period | 45.13% | 79.93% | -34.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.53% | 119.50% | -49.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.26% | 105.40% | -46.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.26% | 97.72% | -38.46% |