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HNSS.L vs. SOXL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HNSS.L vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

HNSS.L is traded in GBP, while SOXL.L is traded in USD. To make them comparable, the SOXL.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, HNSS.L achieves a 91.77% return, which is significantly lower than SOXL.L's 802.02% return.


HNSS.L

1D
-2.66%
1M
21.88%
YTD
91.77%
6M
93.25%
1Y
194.16%
3Y*
58.47%
5Y*
10Y*

SOXL.L

1D
-9.76%
1M
110.23%
YTD
802.02%
6M
716.77%
1Y
2,211.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HNSS.L vs. SOXL.L - Yearly Performance Comparison


2026 (YTD)20252024
HNSS.L
HSBC Nasdaq Global Semiconductor UCITS ETF
91.77%45.50%-0.69%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
802.02%3.47%-59.63%

Correlation

The correlation between HNSS.L and SOXL.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.96

The correlation between HNSS.L and SOXL.L has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

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Return for Risk

HNSS.L vs. SOXL.L — Risk / Return Rank

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

HNSS.L
HNSS.L Risk / Return Rank: 9797
Overall Rank
HNSS.L Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HNSS.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
HNSS.L Omega Ratio Rank: 9696
Omega Ratio Rank
HNSS.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
HNSS.L Martin Ratio Rank: 9797
Martin Ratio Rank

SOXL.L
SOXL.L Risk / Return Rank: 9797
Overall Rank
SOXL.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
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.

HNSS.L vs. SOXL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) and Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L). 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.


HNSS.LSOXL.LDifference
Sharpe ratioReturn per unit of total volatility

-10.12

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.78

1.63

+0.15

Calmar ratioReturn relative to maximum drawdown

14.66

43.15

-28.49

Martin ratioReturn relative to average drawdown

50.30

128.87

-78.57

HNSS.L vs. SOXL.L - Sharpe Ratio Comparison

The current HNSS.L Sharpe Ratio is 6.08, which is lower than the SOXL.L Sharpe Ratio of 16.20. The chart below compares the historical Sharpe Ratios of HNSS.L and SOXL.L, 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


HNSS.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.08

16.20

-10.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.61

+0.73

Drawdowns

HNSS.L vs. SOXL.L - Drawdown Comparison

The maximum HNSS.L drawdown since its inception was -36.83%, smaller than the maximum SOXL.L drawdown of -95.81%. Use the drawdown chart below to compare losses from any high point for HNSS.L and SOXL.L.


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Drawdown Indicators


HNSS.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.83%

-95.81%

+58.98%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-50.58%

+37.42%

Max Drawdown (3Y)

Largest decline over 3 years

-36.83%

Current Drawdown

Current decline from peak

-2.66%

-9.76%

+7.10%

Average Drawdown

Average peak-to-trough decline

-9.55%

-61.38%

+51.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

16.97%

-13.13%

Volatility

HNSS.L vs. SOXL.L - Volatility Comparison

The current volatility for HSBC Nasdaq Global Semiconductor UCITS ETF (HNSS.L) is 13.36%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 56.90%. This indicates that HNSS.L experiences smaller price fluctuations and is considered to be less risky than SOXL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HNSS.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.36%

56.90%

-43.54%

Volatility (6M)

Calculated over the trailing 6-month period

24.62%

103.24%

-78.62%

Volatility (1Y)

Calculated over the trailing 1-year period

31.72%

134.86%

-103.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.12%

136.53%

-106.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.12%

136.53%

-106.41%

HNSS.L vs. SOXL.L - Expense Ratio Comparison

HNSS.L has a 0.35% expense ratio, which is lower than SOXL.L's 0.75% expense ratio.


Dividends

HNSS.L vs. SOXL.L - Dividend Comparison

Neither HNSS.L nor SOXL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, HNSS.L and SOXL.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HNSS.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HNSS.L is cheaper with a 0.35% expense ratio, compared with 0.75% for SOXL.L.

HNSS.L is categorized as Semiconductors, while SOXL.L is Leveraged Equities. HNSS.L tracks Nasdaq Global Semiconductor Index, while SOXL.L tracks NYSE Semiconductor Index. They also come from different issuers: HSBC and Leverage Shares. Their fees differ too: 0.35% for HNSS.L and 0.75% for SOXL.L.

Portfolio Optimizer

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