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BDCX vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BDCX vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) 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

In the year-to-date period, BDCX achieves a -13.68% return, which is significantly lower than SOXL's 450.61% return.


BDCX

1D
0.57%
1M
-1.31%
YTD
-13.68%
6M
-10.71%
1Y
-17.92%
3Y*
3.31%
5Y*
1.22%
10Y*

SOXL

1D
-23.06%
1M
21.44%
YTD
450.61%
6M
429.57%
1Y
976.09%
3Y*
120.84%
5Y*
42.16%
10Y*
64.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BDCX vs. SOXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
-13.68%-10.42%15.32%35.33%-17.67%52.70%25.40%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
450.61%54.91%-12.31%226.98%-85.66%118.84%188.13%

Correlation

The correlation between BDCX and SOXL is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2020

0.38

The correlation between BDCX and SOXL shifts across timeframes, from 0.21 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

BDCX vs. SOXL — Risk / Return Rank

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

BDCX
BDCX Risk / Return Rank: 44
Overall Rank
BDCX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BDCX Sortino Ratio Rank: 44
Sortino Ratio Rank
BDCX Omega Ratio Rank: 44
Omega Ratio Rank
BDCX Calmar Ratio Rank: 44
Calmar Ratio Rank
BDCX Martin Ratio Rank: 44
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9696
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
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.

BDCX vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) 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.


BDCXSOXLDifference
Sharpe ratioReturn per unit of total volatility

-9.09

Sortino ratioReturn per unit of downside risk

-4.84

Omega ratioGain probability vs. loss probability

0.91

1.58

-0.67

Calmar ratioReturn relative to maximum drawdown

-0.59

22.69

-23.28

Martin ratioReturn relative to average drawdown

-0.99

72.83

-73.83

BDCX vs. SOXL - Sharpe Ratio Comparison

The current BDCX Sharpe Ratio is -0.65, which is lower than the SOXL Sharpe Ratio of 8.45. The chart below compares the historical Sharpe Ratios of BDCX and SOXL, 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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Drawdowns

BDCX vs. SOXL - Drawdown Comparison

The maximum BDCX drawdown since its inception was -34.96%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for BDCX and SOXL.


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Drawdown Indicators


BDCXSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-34.96%

-90.46%

+55.50%

Max Drawdown (1Y)

Largest decline over 1 year

-30.46%

-43.47%

+13.01%

Max Drawdown (3Y)

Largest decline over 3 years

-33.39%

-87.88%

+54.49%

Max Drawdown (5Y)

Largest decline over 5 years

-34.96%

-90.46%

+55.50%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-29.85%

-23.06%

-6.79%

Average Drawdown

Average peak-to-trough decline

-10.21%

-34.95%

+24.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.05%

13.52%

+4.53%

Volatility

BDCX vs. SOXL - Volatility Comparison

The current volatility for ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN (BDCX) is 8.40%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.39%. This indicates that BDCX 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


BDCXSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.40%

68.39%

-59.99%

Volatility (6M)

Calculated over the trailing 6-month period

23.09%

99.84%

-76.75%

Volatility (1Y)

Calculated over the trailing 1-year period

27.74%

116.79%

-89.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.58%

110.35%

-83.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.90%

100.62%

-73.72%

BDCX vs. SOXL - Expense Ratio Comparison

BDCX has a 0.95% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

BDCX vs. SOXL - Dividend Comparison

BDCX's dividend yield for the trailing twelve months is around 20.73%, more than SOXL's 0.03% yield.


PositionTTM2025202420232022202120202019201820172016
BDCX
ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN
20.73%19.17%15.28%14.71%17.47%11.52%6.32%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


BDCX and SOXL have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (68.39%) compared to BDCX (8.40%). In terms of maximum drawdown, BDCX dropped -34.96% vs SOXL's -90.46%.

On 5-year performance, SOXL leads with 42.16% vs 1.22% for BDCX. On fees, SOXL is cheaper at 0.75% per year. On volatility, BDCX has been the lower-risk option at 8.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SOXL has performed better with a 42.16% return vs 1.22%. 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 0.95% for BDCX.

BDCX has the higher dividend yield at 20.73%, compared with 0.03% for SOXL.

BDCX tracks MVIS US Business Development Companies (150%), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: UBS and Direxion. Their fees differ too: 0.95% for BDCX and 0.75% for SOXL.

SOXL currently has the higher Sharpe Ratio (8.45 vs -0.65), 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.

Portfolio Optimizer

Find the right allocation for BDCX and SOXL

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