COM vs. SOXS
COM (Direxion Auspice Broad Commodity Strategy ETF) and SOXS (Direxion Daily Semiconductor Bear 3x Shares) are both exchange-traded funds - COM is a Commodities fund tracking the Auspice Broad Commodity ER Index, while SOXS is a Inverse Equities fund tracking the PHLX Semiconductor Index (-300%). Both are passively managed. Over the past 5 years, COM returned 7.99%/yr vs -80.20%/yr for SOXS. At a correlation of -0.11, they often move in opposite directions. COM charges 0.70%/yr vs 1.08%/yr for SOXS.
Performance
COM vs. SOXS - Performance Comparison
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Returns By Period
In the year-to-date period, COM achieves a 11.24% return, which is significantly higher than SOXS's -93.36% return.
COM
- 1D
- -0.70%
- 1M
- -4.98%
- YTD
- 11.24%
- 6M
- 10.18%
- 1Y
- 20.55%
- 3Y*
- 6.31%
- 5Y*
- 7.99%
- 10Y*
- —
SOXS
- 1D
- 0.99%
- 1M
- -46.60%
- YTD
- -93.36%
- 6M
- -93.05%
- 1Y
- -97.42%
- 3Y*
- -87.32%
- 5Y*
- -80.20%
- 10Y*
- -79.49%
COM vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 11.24% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -1.97% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -93.36% | -85.53% | -59.55% | -84.56% | 15.76% | -80.94% | -92.90% | -83.81% | -19.39% | -56.46% |
Correlation
The correlation between COM and SOXS is -0.11, 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 (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2017 | -0.11 |
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Return for Risk
COM vs. SOXS — Risk / Return Rank
COM
SOXS
COM vs. SOXS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.
| COM | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.82 | ||
| Sortino ratioReturn per unit of downside risk | +5.98 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 0.64 | +0.73 |
| Calmar ratioReturn relative to maximum drawdown | 2.70 | -1.00 | +3.70 |
| Martin ratioReturn relative to average drawdown | 9.57 | -1.52 | +11.08 |
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Drawdowns
COM vs. SOXS - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for COM and SOXS.
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Drawdown Indicators
| COM | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -100.00% | +84.05% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -97.88% | +90.25% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -99.87% | +91.37% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -99.98% | +85.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -7.63% | -100.00% | +92.37% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -92.61% | +86.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 64.84% | -62.69% |
Volatility
COM vs. SOXS - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 2.08%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 67.13%. This indicates that COM 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
| COM | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.08% | 67.13% | -65.05% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 100.53% | -91.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.46% | 117.64% | -107.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.54% | 111.43% | -101.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 102.11% | -92.35% |
COM vs. SOXS - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is lower than SOXS's 1.08% expense ratio.
Dividends
COM vs. SOXS - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.61%, less than SOXS's 55.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.61% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 55.66% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% | 0.00% |
Frequently Asked Questions
COM and SOXS have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXS has higher volatility (67.13%) compared to COM (2.08%). In terms of maximum drawdown, COM dropped -15.95% vs SOXS's -100.00%.
On 5-year performance, COM leads with 7.99% vs -80.20% for SOXS. On fees, COM is cheaper at 0.70% per year. On volatility, COM has been the lower-risk option at 2.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COM has performed better with a 7.99% return vs -80.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COM is cheaper with a 0.70% expense ratio, compared with 1.08% for SOXS.
SOXS has the higher dividend yield at 55.66%, compared with 2.61% for COM.
COM is categorized as Commodities, while SOXS is Inverse Equities. COM tracks Auspice Broad Commodity ER Index, while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 0.70% for COM and 1.08% for SOXS.
COM currently has the higher Sharpe Ratio (1.99 vs -0.83), 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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