DPST vs. SOXL
Compare and contrast key facts about Direxion Daily Regional Banks Bull 3X Shares (DPST) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
DPST and SOXL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DPST is a passively managed fund by Direxion that tracks the performance of the Solactive US Regional Banks Total Return Index (300%). It was launched on Aug 19, 2015. SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010. Both DPST and SOXL are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DPST or SOXL.
Performance
DPST vs. SOXL - Performance Comparison
Returns By Period
In the year-to-date period, DPST achieves a 64.64% return, which is significantly higher than SOXL's -8.78% return.
DPST
64.64%
44.62%
126.34%
167.09%
-28.67%
N/A
SOXL
-8.78%
-15.71%
-44.36%
24.82%
15.66%
30.96%
Key characteristics
| DPST | SOXL | |
|---|---|---|
| Sharpe Ratio | 1.83 | 0.25 |
| Sortino Ratio | 2.59 | 1.03 |
| Omega Ratio | 1.31 | 1.13 |
| Calmar Ratio | 1.73 | 0.35 |
| Martin Ratio | 6.78 | 0.77 |
| Ulcer Index | 24.65% | 32.25% |
| Daily Std Dev | 91.18% | 100.68% |
| Max Drawdown | -97.73% | -90.46% |
| Current Drawdown | -90.72% | -60.15% |
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DPST vs. SOXL - Expense Ratio Comparison
Both DPST and SOXL have an expense ratio of 0.99%.
Correlation
The correlation between DPST and SOXL is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
DPST vs. SOXL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) and Direxion Daily Semiconductor Bull 3x Shares (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.
Dividends
DPST vs. SOXL - Dividend Comparison
DPST's dividend yield for the trailing twelve months is around 1.23%, more than SOXL's 1.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DPST Direxion Daily Regional Banks Bull 3X Shares | 1.23% | 1.78% | 1.51% | 0.59% | 0.90% | 1.29% | 2.18% | 0.30% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 1.08% | 0.51% | 1.08% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% | 0.00% |
Drawdowns
DPST vs. SOXL - Drawdown Comparison
The maximum DPST drawdown since its inception was -97.73%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for DPST and SOXL. For additional features, visit the drawdowns tool.
Volatility
DPST vs. SOXL - Volatility Comparison
Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 40.31% compared to Direxion Daily Semiconductor Bull 3x Shares (SOXL) at 27.36%. This indicates that DPST's price experiences larger fluctuations and is considered to be riskier than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.