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BOEU vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOEU vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily BA Bull 2X Shares (BOEU) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOEU achieves a -12.30% return, which is significantly higher than SOXS's -91.17% return.


BOEU

1D
-4.26%
1M
-9.86%
6M
-23.44%
YTD
-12.30%
1Y
-22.85%
3Y*
5Y*
10Y*
ALL TIME*
16.03%

SOXS

1D
0.65%
1M
20.33%
6M
-85.96%
YTD
-91.17%
1Y
-96.46%
3Y*
-84.46%
5Y*
-78.46%
10Y*
-78.06%
ALL TIME*
-70.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$941.70K$847.44K$1.51M
$3.72B$3.43B$3.32B

BOEU vs. SOXS - Yearly Performance Comparison


Correlation

The correlation between BOEU and SOXS is -0.29, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.29

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2025

-0.29

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Return for Risk

BOEU vs. SOXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BOEU
BOEU Risk / Return Rank: 77
Overall Rank
BOEU Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BOEU Sortino Ratio Rank: 88
Sortino Ratio Rank
BOEU Omega Ratio Rank: 88
Omega Ratio Rank
BOEU Calmar Ratio Rank: 55
Calmar Ratio Rank
BOEU Martin Ratio Rank: 55
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BOEU vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BA Bull 2X Shares (BOEU) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.


BOEUSOXSDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

0.99

0.74

+0.25

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.98

+0.49

Martin ratioReturn relative to average drawdown

-0.91

-1.35

+0.44

BOEU vs. SOXS - Sharpe Ratio Comparison

The current BOEU Sharpe Ratio is -0.35, which is higher than the SOXS Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of BOEU and SOXS, 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

BOEU vs. SOXS - Drawdown Comparison

The maximum BOEU drawdown since its inception was -46.03%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for BOEU and SOXS.


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Drawdown Indicators


BOEUSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-46.03%

-100.00%

+53.97%

Max Drawdown (1Y)

Largest decline over 1 year

-45.67%

-97.89%

+52.22%

Max Drawdown (3Y)

Largest decline over 3 years

-99.87%

Max Drawdown (5Y)

Largest decline over 5 years

-99.98%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-34.11%

-100.00%

+65.89%

Average Drawdown

Average peak-to-trough decline

-18.81%

-92.65%

+73.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.10%

71.27%

-46.17%

Volatility

BOEU vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily BA Bull 2X Shares (BOEU) is 21.81%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 55.41%. This indicates that BOEU experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOEUSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.81%

55.41%

-33.60%

Volatility (6M)

Calculated over the trailing 6-month period

49.19%

117.32%

-68.13%

Volatility (1Y)

Calculated over the trailing 1-year period

65.30%

132.87%

-67.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.07%

114.55%

-51.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.07%

103.76%

-40.69%

BOEU vs. SOXS - Expense Ratio Comparison

BOEU has a 0.97% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

BOEU vs. SOXS - Dividend Comparison

BOEU's dividend yield for the trailing twelve months is around 2.30%, less than SOXS's 41.84% yield.


PositionTTM20252024202320222021202020192018
BOEU
Direxion Daily BA Bull 2X Shares
2.30%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
41.84%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%

Frequently Asked Questions


BOEU and SOXS have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (55.41%) compared to BOEU (21.81%). In terms of maximum drawdown, BOEU dropped -46.03% vs SOXS's -100.00%.

On 1-year performance, BOEU leads with -22.85% vs -96.46% for SOXS. On fees, BOEU is cheaper at 0.97% per year. On volatility, BOEU has been the lower-risk option at 21.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BOEU has performed better with a -22.85% return vs -96.46%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BOEU is cheaper with a 0.97% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 41.84%, compared with 2.30% for BOEU.

BOEU is categorized as Leveraged Equities, while SOXS is Inverse Equities. Their fees differ too: 0.97% for BOEU and 1.08% for SOXS.

BOEU currently has the higher Sharpe Ratio (-0.35 vs -0.73), 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

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