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

Performance

MSFI.L vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.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

MSFI.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, MSFI.L achieves a -23.11% return, which is significantly lower than SOXL.L's 802.02% return.


MSFI.L

1D
0.36%
1M
-0.54%
YTD
-23.11%
6M
-21.41%
1Y
-17.69%
3Y*
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)

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


2026 (YTD)20252024
MSFI.L
IncomeShares Microsoft (MSFT) Options ETP GBP
-23.11%3.55%6.56%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
802.02%3.47%-31.57%

Correlation

The correlation between MSFI.L and SOXL.L is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.26

The correlation between MSFI.L and SOXL.L shifts across timeframes, from 0.07 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

MSFI.L
MSFI.L Risk / Return Rank: 44
Overall Rank
MSFI.L Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSFI.L Sortino Ratio Rank: 33
Sortino Ratio Rank
MSFI.L Omega Ratio Rank: 33
Omega Ratio Rank
MSFI.L Calmar Ratio Rank: 55
Calmar Ratio Rank
MSFI.L Martin Ratio Rank: 55
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.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.


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

-16.97

Sortino ratioReturn per unit of downside risk

-6.00

Omega ratioGain probability vs. loss probability

0.88

1.63

-0.76

Calmar ratioReturn relative to maximum drawdown

-0.51

43.15

-43.66

Martin ratioReturn relative to average drawdown

-0.98

128.87

-129.86

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

The current MSFI.L Sharpe Ratio is -0.77, which is lower than the SOXL.L Sharpe Ratio of 16.20. The chart below compares the historical Sharpe Ratios of MSFI.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


MSFI.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.77

16.20

-16.97

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

0.61

-1.01

Drawdowns

MSFI.L vs. SOXL.L - Drawdown Comparison

The maximum MSFI.L drawdown since its inception was -34.29%, smaller than the maximum SOXL.L drawdown of -95.81%. Use the drawdown chart below to compare losses from any high point for MSFI.L and SOXL.L.


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Drawdown Indicators


MSFI.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.29%

-95.81%

+61.52%

Max Drawdown (1Y)

Largest decline over 1 year

-34.29%

-50.58%

+16.29%

Current Drawdown

Current decline from peak

-30.42%

-9.76%

-20.66%

Average Drawdown

Average peak-to-trough decline

-11.43%

-61.38%

+49.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.96%

16.97%

+0.99%

Volatility

MSFI.L vs. SOXL.L - Volatility Comparison

The current volatility for IncomeShares Microsoft (MSFT) Options ETP GBP (MSFI.L) is 8.90%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 56.90%. This indicates that MSFI.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


MSFI.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.90%

56.90%

-48.00%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

103.24%

-83.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.02%

134.86%

-111.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.21%

136.53%

-113.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

136.53%

-113.32%

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

MSFI.L has a 0.55% expense ratio, which is lower than SOXL.L's 0.75% expense ratio.


Dividends

MSFI.L vs. SOXL.L - Dividend Comparison

MSFI.L's dividend yield for the trailing twelve months is around 9.47%, while SOXL.L has not paid dividends to shareholders.


Frequently Asked Questions


MSFI.L and SOXL.L have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSFI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSFI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for SOXL.L.

MSFI.L is categorized as Derivative Income, while SOXL.L is Leveraged Equities. Their fees differ too: 0.55% for MSFI.L and 0.75% for SOXL.L.

Portfolio Optimizer

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