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 Leveraged Equities fund tracking the PHLX Semiconductor Index (-300%). Both are passively managed. Over the past 5 years, COM returned 8.28%/yr vs -79.66%/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 14.96% return, which is significantly higher than SOXS's -92.10% return.
COM
- 1D
- -0.76%
- 1M
- -2.14%
- YTD
- 14.96%
- 6M
- 14.36%
- 1Y
- 22.41%
- 3Y*
- 7.16%
- 5Y*
- 8.28%
- 10Y*
- —
SOXS
- 1D
- -5.03%
- 1M
- -62.97%
- YTD
- -92.10%
- 6M
- -91.70%
- 1Y
- -97.75%
- 3Y*
- -86.64%
- 5Y*
- -79.66%
- 10Y*
- -78.92%
COM vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 14.96% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -2.05% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -92.10% | -85.53% | -59.55% | -84.56% | 15.76% | -80.94% | -92.90% | -83.81% | -19.39% | -55.70% |
Correlation
The correlation between COM and SOXS is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 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.
| COM | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.12 | ||
| Sortino ratioReturn per unit of downside risk | +6.83 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.58 | +0.83 |
| Calmar ratioReturn relative to maximum drawdown | 4.95 | -1.00 | +5.95 |
| Martin ratioReturn relative to average drawdown | 14.37 | -1.44 | +15.81 |
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
| COM | SOXS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | -0.96 | +3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | -0.74 | +1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | -0.79 | +1.51 |
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 | -4.55% | -97.68% | +93.13% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -99.80% | +91.30% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -99.97% | +85.95% |
Max Drawdown (10Y)Largest decline over 10 years | — | -100.00% | — |
Current DrawdownCurrent decline from peak | -4.55% | -100.00% | +95.45% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -92.60% | +86.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 68.64% | -67.08% |
Volatility
COM vs. SOXS - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 4.04%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. 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 | 4.04% | 44.22% | -40.18% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 83.94% | -75.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.41% | 102.18% | -91.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.60% | 108.21% | -98.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.77% | 100.48% | -90.71% |
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 2.46%, less than SOXS's 68.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.46% | 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 | 68.34% | 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 -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXS has higher volatility (44.22%) compared to COM (4.04%). In terms of maximum drawdown, COM dropped -15.95% vs SOXS's -100.00%.
On 5-year performance, COM leads with 8.28% vs -79.66% for SOXS. On fees, COM is cheaper at 0.70% per year. On volatility, COM has been the lower-risk option at 4.04%. 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 8.28% return vs -79.66%. 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 68.34%, compared with 2.46% for COM.
COM is categorized as Commodities, while SOXS is Leveraged 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 (2.16 vs -0.96), 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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