DJTU vs. SOXL

Last updated Jul 9, 2026

DJTU (T-Rex 2X Long DJT Daily Target ETF) and SOXL (Direxion Daily Semiconductor Bull 3X ETF) are both Leveraged Equities funds - DJTU tracks the Trump Media & Technology Group Corp. (DJT) while SOXL tracks the ICE Semiconductor Index. Both are passively managed. Over the past year, DJTU returned -90.82% vs 563.14% for SOXL. At a 0.38 correlation, their price movements are largely independent. DJTU charges 1.05%/yr vs 0.75%/yr for SOXL.

Performance

DJTU vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long DJT Daily Target ETF (DJTU) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DJTU achieves a -70.99% return, which is significantly lower than SOXL's 315.94% return.

DJTU

• 1D: 8.57%
• 1M: 1.79%
• 6M: -72.33%
• YTD: -70.99%
• 1Y: -90.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOXL

• 1D: 5.77%
• 1M: -17.32%
• 6M: 234.33%
• YTD: 315.94%
• 1Y: 563.14%
• 3Y*: 97.96%
• 5Y*: 33.96%
• 10Y*: 58.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DJTU vs. SOXL - Yearly Performance Comparison

	2026 (YTD)	2025
DJTU T-Rex 2X Long DJT Daily Target ETF	-70.99%	-82.18%
SOXL Direxion Daily Semiconductor Bull 3X ETF	315.94%	106.27%

Correlation

The correlation between DJTU and SOXL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.35
Correlation (All Time) Calculated using the full available price history since Mar 4, 2025	0.38

Return for Risk

DJTU vs. SOXL — Risk / Return Rank

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

DJTU

DJTU Risk / Return Rank: 2
DJTU Sharpe Ratio Rank: 4
DJTU Sortino Ratio Rank: 1
DJTU Omega Ratio Rank: 1
DJTU Calmar Ratio Rank: 0
DJTU Martin Ratio Rank: 2

SOXL

SOXL Risk / Return Rank: 94
SOXL Sharpe Ratio Rank: 98
SOXL Sortino Ratio Rank: 87
SOXL Omega Ratio Rank: 88
SOXL Calmar Ratio Rank: 98
SOXL Martin Ratio Rank: 97

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.

DJTU vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long DJT Daily Target ETF (DJTU) 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.

	DJTU	SOXL	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	4.64	-5.30
Sortino ratio: Return per unit of downside risk	-1.80	3.22	-5.02
Omega ratio: Gain probability vs. loss probability	0.81	1.45	-0.65
Calmar ratio: Return relative to maximum drawdown	-0.97	12.61	-13.58
Martin ratio: Return relative to average drawdown	-1.32	38.19	-39.50

DJTU vs. SOXL - Sharpe Ratio Comparison

The current DJTU Sharpe Ratio is -0.66, which is lower than the SOXL Sharpe Ratio of 4.64. The chart below compares the historical Sharpe Ratios of DJTU 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.

Drawdowns

DJTU vs. SOXL - Drawdown Comparison

The maximum DJTU drawdown since its inception was -97.02%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for DJTU and SOXL.

Drawdown Indicators

	DJTU	SOXL	Difference
Max Drawdown Largest peak-to-trough decline	-97.02%	-90.46%	-6.56%
Max Drawdown (1Y) Largest decline over 1 year	-93.76%	-45.05%	-48.71%
Max Drawdown (3Y) Largest decline over 3 years	—	-87.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-90.46%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-90.46%	—
Current Drawdown Current decline from peak	-95.79%	-41.88%	-53.91%
Average Drawdown Average peak-to-trough decline	-69.16%	-34.94%	-34.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	68.98%	14.85%	+54.13%

Volatility

DJTU vs. SOXL - Volatility Comparison

The current volatility for T-Rex 2X Long DJT Daily Target ETF (DJTU) is 43.88%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 65.98%. This indicates that DJTU 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.

Volatility by Period

	DJTU	SOXL	Difference
Volatility (1M) Calculated over the trailing 1-month period	43.88%	65.98%	-22.10%
Volatility (6M) Calculated over the trailing 6-month period	86.65%	107.36%	-20.71%
Volatility (1Y) Calculated over the trailing 1-year period	137.55%	122.58%	+14.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	141.27%	111.60%	+29.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.27%	101.17%	+40.10%

DJTU vs. SOXL - Expense Ratio Comparison

DJTU has a 1.05% expense ratio, which is higher than SOXL's 0.75% expense ratio.

Dividends

DJTU vs. SOXL - Dividend Comparison

DJTU has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.01%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DJTU T-Rex 2X Long DJT Daily Target ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXL Direxion Daily Semiconductor Bull 3X ETF	0.01%	0.34%	1.18%	0.51%	1.07%	0.04%	0.05%	0.38%	1.30%	0.09%	4.84%

Frequently Asked Questions

Can I hold both DJTU and SOXL in my portfolio?

DJTU and SOXL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DJTU or SOXL?

SOXL has higher volatility (65.98%) compared to DJTU (43.88%). In terms of maximum drawdown, DJTU dropped -97.02% vs SOXL's -90.46%.

Which ETF is better, DJTU or SOXL?

On 1-year performance, SOXL leads with 563.14% vs -90.82% for DJTU. On fees, SOXL is cheaper at 0.75% per year. On volatility, DJTU has been the lower-risk option at 43.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DJTU or SOXL?

Over the 1-year period, SOXL has performed better with a 563.14% return vs -90.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DJTU or SOXL?

SOXL is cheaper with a 0.75% expense ratio, compared with 1.05% for DJTU.

Which ETF pays a higher dividend yield, DJTU or SOXL?

SOXL has the higher dividend yield at 0.01%, compared with 0.00% for DJTU.

What is the main difference between DJTU and SOXL?

DJTU tracks Trump Media & Technology Group Corp. (DJT), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: T-Rex and Direxion. Their fees differ too: 1.05% for DJTU and 0.75% for SOXL.

Which has better risk-adjusted returns?

SOXL currently has the higher Sharpe Ratio (4.64 vs -0.66), 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.