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EWV vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EWV vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort MSCI Japan (EWV) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EWV achieves a -27.73% return, which is significantly lower than SOXL's 450.61% return. Over the past 10 years, EWV has underperformed SOXL with an annualized return of -20.50%, while SOXL has yielded a comparatively higher 64.56% annualized return.


EWV

1D
9.12%
1M
-4.14%
YTD
-27.73%
6M
-26.75%
1Y
-46.22%
3Y*
-28.99%
5Y*
-17.97%
10Y*
-20.50%

SOXL

1D
-23.06%
1M
21.44%
YTD
450.61%
6M
429.57%
1Y
976.09%
3Y*
120.84%
5Y*
42.16%
10Y*
64.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EWV vs. SOXL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EWV
ProShares UltraShort MSCI Japan
-27.73%-37.70%-11.06%-28.34%34.35%-10.19%-38.57%-30.38%29.90%-36.24%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
450.61%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%

Correlation

The correlation between EWV and SOXL is -0.52, 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

-0.52

Correlation (3Y)
Calculated over the trailing 3-year period

-0.51

Correlation (5Y)
Calculated over the trailing 5-year period

-0.56

Correlation (10Y)
Calculated over the trailing 10-year period

-0.54

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

-0.54

The correlation between EWV and SOXL has been stable across timeframes, ranging from -0.56 to -0.51 - a consistent structural relationship.

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Return for Risk

EWV vs. SOXL — Risk / Return Rank

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

EWV
EWV Risk / Return Rank: 11
Overall Rank
EWV Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EWV Sortino Ratio Rank: 11
Sortino Ratio Rank
EWV Omega Ratio Rank: 11
Omega Ratio Rank
EWV Calmar Ratio Rank: 11
Calmar Ratio Rank
EWV Martin Ratio Rank: 11
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9696
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
Martin Ratio Rank
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.

EWV vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI Japan (EWV) 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.


EWVSOXLDifference
Sharpe ratioReturn per unit of total volatility

-9.55

Sortino ratioReturn per unit of downside risk

-5.71

Omega ratioGain probability vs. loss probability

0.80

1.58

-0.78

Calmar ratioReturn relative to maximum drawdown

-0.91

22.69

-23.59

Martin ratioReturn relative to average drawdown

-1.50

72.83

-74.33

EWV vs. SOXL - Sharpe Ratio Comparison

The current EWV Sharpe Ratio is -1.10, which is lower than the SOXL Sharpe Ratio of 8.45. The chart below compares the historical Sharpe Ratios of EWV 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.


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Drawdowns

EWV vs. SOXL - Drawdown Comparison

The maximum EWV drawdown since its inception was -99.20%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for EWV and SOXL.


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Drawdown Indicators


EWVSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-99.20%

-90.46%

-8.74%

Max Drawdown (1Y)

Largest decline over 1 year

-51.16%

-43.47%

-7.69%

Max Drawdown (3Y)

Largest decline over 3 years

-71.19%

-87.88%

+16.69%

Max Drawdown (5Y)

Largest decline over 5 years

-79.51%

-90.46%

+10.95%

Max Drawdown (10Y)

Largest decline over 10 years

-90.83%

-90.46%

-0.37%

Current Drawdown

Current decline from peak

-99.13%

-23.06%

-76.07%

Average Drawdown

Average peak-to-trough decline

-84.30%

-34.95%

-49.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.92%

13.52%

+17.40%

Volatility

EWV vs. SOXL - Volatility Comparison

The current volatility for ProShares UltraShort MSCI Japan (EWV) is 15.65%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.39%. This indicates that EWV 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.


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Volatility by Period


EWVSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.65%

68.39%

-52.74%

Volatility (6M)

Calculated over the trailing 6-month period

34.20%

99.84%

-65.64%

Volatility (1Y)

Calculated over the trailing 1-year period

42.12%

116.79%

-74.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.15%

110.35%

-73.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.09%

100.62%

-65.53%

EWV vs. SOXL - Expense Ratio Comparison

EWV has a 0.95% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

EWV vs. SOXL - Dividend Comparison

EWV's dividend yield for the trailing twelve months is around 4.96%, more than SOXL's 0.03% yield.


PositionTTM2025202420232022202120202019201820172016
EWV
ProShares UltraShort MSCI Japan
4.96%3.63%3.39%3.42%0.65%0.00%0.00%0.33%0.00%0.00%0.00%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


EWV and SOXL have a correlation of -0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (68.39%) compared to EWV (15.65%). In terms of maximum drawdown, EWV dropped -99.20% vs SOXL's -90.46%.

On 10-year performance, SOXL leads with 64.56% vs -20.50% for EWV. On fees, SOXL is cheaper at 0.75% per year. On volatility, EWV has been the lower-risk option at 15.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXL has performed better with a 64.56% return vs -20.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXL is cheaper with a 0.75% expense ratio, compared with 0.95% for EWV.

EWV has the higher dividend yield at 4.96%, compared with 0.03% for SOXL.

EWV tracks MSCI Japan Index (-200%), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for EWV and 0.75% for SOXL.

SOXL currently has the higher Sharpe Ratio (8.45 vs -1.10), 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

Find the right allocation for EWV and SOXL

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