NRGU vs. SOXL
NRGU (MicroSectors U.S. Big Oil Index 3X Leveraged ETN) and SOXL (Direxion Daily Semiconductor Bull 3X ETF) are both Leveraged Equities funds - NRGU tracks the Solactive MicroSectors U.S. Big Oil Index while SOXL tracks the NYSE Semiconductor Index. Both are passively managed. Over the past year, NRGU returned 166.43% vs 376.55% for SOXL. Their 0.08 correlation means their historical movements had little consistent relationship. NRGU charges 0.95%/yr vs 0.75%/yr for SOXL.
Performance
NRGU vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, NRGU achieves a 157.14% return, which is significantly lower than SOXL's 172.95% return.
NRGU
- 1D
- 2.86%
- 1M
- 51.26%
- 6M
- 91.25%
- YTD
- 157.14%
- 1Y
- 166.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 50.40%
SOXL
- 1D
- 0.00%
- 1M
- -36.78%
- 6M
- 85.66%
- YTD
- 172.95%
- 1Y
- 376.55%
- 3Y*
- 60.01%
- 5Y*
- 21.65%
- 10Y*
- 48.63%
- ALL TIME*
- 38.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.57M | $4.13M | $3.95M | |
| $10.60B | $10.77B | $11.72B |
NRGU vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 157.14% | -30.00% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 172.95% | 34.43% |
Correlation
The correlation between NRGU and SOXL is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | 0.08 |
The correlation between NRGU and SOXL shifts across timeframes, from -0.07 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
NRGU vs. SOXL - Sectors Allocation Comparison
Sectors
NRGU
SOXL
Energy
-
Basic Materials
-
-
Communication Services
-
-
Consumer Cyclical
-
-
Consumer Defensive
-
-
Financial Services
-
-
Healthcare
-
-
Industrials
-
-
Real Estate
-
-
Technology
-
Utilities
-
-
Energy
NRGU
SOXL
-
Basic Materials
NRGU
-
SOXL
-
Communication Services
NRGU
-
SOXL
-
Consumer Cyclical
NRGU
-
SOXL
-
Consumer Defensive
NRGU
-
SOXL
-
Financial Services
NRGU
-
SOXL
-
Healthcare
NRGU
-
SOXL
-
Industrials
NRGU
-
SOXL
-
Real Estate
NRGU
-
SOXL
-
Technology
NRGU
-
SOXL
Utilities
NRGU
-
SOXL
-
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Return for Risk
NRGU vs. SOXL — Risk / Return Rank
NRGU
SOXL
NRGU vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) 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.
| NRGU | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.36 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | 5.22 | -1.84 |
| Martin ratioReturn relative to average drawdown | 7.59 | 18.04 | -10.45 |
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Drawdowns
NRGU vs. SOXL - Drawdown Comparison
The maximum NRGU drawdown since its inception was -57.50%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for NRGU and SOXL.
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Drawdown Indicators
| NRGU | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.50% | -90.46% | +32.96% |
Max Drawdown (1Y)Largest decline over 1 year | -43.89% | -69.42% | +25.53% |
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 DrawdownCurrent decline from peak | -11.31% | -61.86% | +50.55% |
Average DrawdownAverage peak-to-trough decline | -25.74% | -35.00% | +9.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.55% | 20.04% | -0.49% |
Volatility
NRGU vs. SOXL - Volatility Comparison
The current volatility for MicroSectors U.S. Big Oil Index 3X Leveraged ETN (NRGU) is 22.83%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 52.68%. This indicates that NRGU 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
| NRGU | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.83% | 52.68% | -29.85% |
Volatility (6M)Calculated over the trailing 6-month period | 64.33% | 115.51% | -51.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.39% | 130.99% | -53.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.47% | 113.21% | -24.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 88.47% | 102.11% | -13.64% |
NRGU vs. SOXL - Expense Ratio Comparison
NRGU has a 0.95% expense ratio, which is higher than SOXL's 0.75% expense ratio.
Dividends
NRGU vs. SOXL - Dividend Comparison
NRGU has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
NRGU MicroSectors U.S. Big Oil Index 3X Leveraged ETN | 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 | 0.01% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
Frequently Asked Questions
NRGU and SOXL 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.
SOXL has higher volatility (52.68%) compared to NRGU (22.83%). In terms of maximum drawdown, NRGU dropped -57.50% vs SOXL's -90.46%.
On 1-year performance, SOXL leads with 376.55% vs 166.43% for NRGU. On fees, SOXL is cheaper at 0.75% per year. On volatility, NRGU has been the lower-risk option at 22.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SOXL has performed better with a 376.55% return vs 166.43%. 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 NRGU.
SOXL has the higher dividend yield at 0.01%, compared with 0.00% for NRGU.
NRGU tracks Solactive MicroSectors U.S. Big Oil Index, while SOXL tracks NYSE Semiconductor Index. They also come from different issuers: BMO and Direxion. Their fees differ too: 0.95% for NRGU and 0.75% for SOXL.
SOXL currently has the higher Sharpe Ratio (2.77 vs 1.92), 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.
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