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KLAG vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KLAG vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long KLAC Daily ETF (KLAG) 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, KLAG achieves a 156.16% return, which is significantly lower than SOXL's 525.03% return.


KLAG

1D
0.41%
1M
47.07%
YTD
156.16%
6M
1Y
3Y*
5Y*
10Y*

SOXL

1D
-6.36%
1M
82.23%
YTD
525.03%
6M
481.71%
1Y
1,280.87%
3Y*
133.82%
5Y*
46.78%
10Y*
64.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KLAG vs. SOXL - Yearly Performance Comparison


Correlation

The correlation between KLAG and SOXL is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 19, 2025

0.79

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Return for Risk

KLAG vs. SOXL — Risk / Return Rank

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

KLAG

SOXL
SOXL Risk / Return Rank: 9797
Overall Rank
SOXL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9494
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL 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.

KLAG vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long KLAC Daily ETF (KLAG) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

KLAG vs. SOXL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


KLAGSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

12.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

6.15

0.51

+5.65

Drawdowns

KLAG vs. SOXL - Drawdown Comparison

The maximum KLAG drawdown since its inception was -42.37%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for KLAG and SOXL.


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Drawdown Indicators


KLAGSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-42.37%

-90.46%

+48.09%

Max Drawdown (1Y)

Largest decline over 1 year

-43.47%

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

0.00%

-6.36%

+6.36%

Average Drawdown

Average peak-to-trough decline

-15.46%

-35.01%

+19.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.66%

Volatility

KLAG vs. SOXL - Volatility Comparison


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Volatility by Period


KLAGSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

41.05%

Volatility (6M)

Calculated over the trailing 6-month period

81.57%

Volatility (1Y)

Calculated over the trailing 1-year period

108.73%

102.16%

+6.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.73%

107.25%

+1.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

108.73%

99.05%

+9.68%

KLAG vs. SOXL - Expense Ratio Comparison

Both KLAG and SOXL have an expense ratio of 0.75%.


Dividends

KLAG vs. SOXL - Dividend Comparison

KLAG has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM2025202420232022202120202019201820172016
KLAG
Leverage Shares 2X Long KLAC Daily 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
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


KLAG and SOXL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

KLAG and SOXL have the same expense ratio: 0.75% per year.

SOXL has the higher dividend yield at 0.03%, compared with 0.00% for KLAG.

KLAG tracks KLA Corporation (KLAC), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: Leverage Shares and Direxion.

Portfolio Optimizer

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