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GGLS vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGLS vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily GOOGL Bear 1X Shares (GGLS) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GGLS achieves a -14.40% return, which is significantly higher than SOXS's -92.10% return.


GGLS

1D
0.70%
1M
6.67%
YTD
-14.40%
6M
-12.57%
1Y
-55.43%
3Y*
-31.29%
5Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GGLS vs. SOXS - Yearly Performance Comparison


2026 (YTD)2025202420232022
GGLS
Direxion Daily GOOGL Bear 1X Shares
-14.40%-42.64%-26.50%-37.72%19.63%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-92.10%-85.53%-59.55%-84.56%-23.01%

Correlation

The correlation between GGLS and SOXS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

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

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.49

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Return for Risk

GGLS vs. SOXS — Risk / Return Rank

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

GGLS
GGLS Risk / Return Rank: 11
Overall Rank
GGLS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
GGLS Sortino Ratio Rank: 00
Sortino Ratio Rank
GGLS Omega Ratio Rank: 00
Omega Ratio Rank
GGLS Calmar Ratio Rank: 11
Calmar Ratio Rank
GGLS Martin Ratio Rank: 22
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
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.

GGLS vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily GOOGL Bear 1X Shares (GGLS) 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.


GGLSSOXSDifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

0.63

0.58

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.92

-1.00

+0.08

Martin ratioReturn relative to average drawdown

-1.35

-1.44

+0.09

GGLS vs. SOXS - Sharpe Ratio Comparison

The current GGLS Sharpe Ratio is -1.91, which is lower than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of GGLS and SOXS, 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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Sharpe Ratios by Period


GGLSSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.91

-0.96

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.95

-0.79

-0.16

Drawdowns

GGLS vs. SOXS - Drawdown Comparison

The maximum GGLS drawdown since its inception was -81.24%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GGLS and SOXS.


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Drawdown Indicators


GGLSSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-81.24%

-100.00%

+18.76%

Max Drawdown (1Y)

Largest decline over 1 year

-60.43%

-97.68%

+37.25%

Max Drawdown (3Y)

Largest decline over 3 years

-73.06%

-99.80%

+26.74%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-78.97%

-100.00%

+21.03%

Average Drawdown

Average peak-to-trough decline

-46.86%

-92.60%

+45.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.18%

68.64%

-27.46%

Volatility

GGLS vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily GOOGL Bear 1X Shares (GGLS) is 8.19%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. This indicates that GGLS 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


GGLSSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

44.22%

-36.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.23%

83.94%

-62.71%

Volatility (1Y)

Calculated over the trailing 1-year period

29.17%

102.18%

-73.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.27%

108.21%

-76.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.27%

100.48%

-69.21%

GGLS vs. SOXS - Expense Ratio Comparison

GGLS has a 1.09% expense ratio, which is higher than SOXS's 1.08% expense ratio.


Dividends

GGLS vs. SOXS - Dividend Comparison

GGLS's dividend yield for the trailing twelve months is around 4.93%, less than SOXS's 68.34% yield.


PositionTTM20252024202320222021202020192018
GGLS
Direxion Daily GOOGL Bear 1X Shares
4.93%4.87%4.31%5.80%0.20%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


GGLS and SOXS have a correlation of 0.43, 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 GGLS (8.19%). In terms of maximum drawdown, GGLS dropped -81.24% vs SOXS's -100.00%.

On 3-year performance, GGLS leads with -31.29% vs -86.64% for SOXS. On fees, SOXS is cheaper at 1.08% per year. On volatility, GGLS has been the lower-risk option at 8.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GGLS has performed better with a -31.29% return vs -86.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXS is cheaper with a 1.08% expense ratio, compared with 1.09% for GGLS.

SOXS has the higher dividend yield at 68.34%, compared with 4.93% for GGLS.

GGLS is categorized as Inverse Equities, while SOXS is Leveraged Equities. GGLS tracks Alphabet Inc. Class A (--100%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 1.09% for GGLS and 1.08% for SOXS.

SOXS currently has the higher Sharpe Ratio (-0.96 vs -1.91), 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 GGLS and SOXS

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