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

Performance

NVDI.L vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IncomeShares NVIDIA NVDA Options ETP (NVDI.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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Returns By Period

In the year-to-date period, NVDI.L achieves a -0.43% return, which is significantly lower than SOXL.L's 798.38% return.


NVDI.L

1D
0.00%
1M
3.53%
YTD
-0.43%
6M
2.01%
1Y
19.03%
3Y*
5Y*
10Y*

SOXL.L

1D
-9.76%
1M
78.91%
YTD
798.38%
6M
693.18%
1Y
2,080.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
NVDI.L
IncomeShares NVIDIA NVDA Options ETP
-0.43%16.65%-7.10%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
798.38%11.41%-61.83%

Correlation

The correlation between NVDI.L and SOXL.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.62

The correlation between NVDI.L and SOXL.L has been stable across timeframes, ranging from 0.57 to 0.62 - a consistent structural relationship.

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Return for Risk

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

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

NVDI.L
NVDI.L Risk / Return Rank: 2020
Overall Rank
NVDI.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
NVDI.L Sortino Ratio Rank: 2020
Sortino Ratio Rank
NVDI.L Omega Ratio Rank: 2121
Omega Ratio Rank
NVDI.L Calmar Ratio Rank: 2121
Calmar Ratio Rank
NVDI.L Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for IncomeShares NVIDIA NVDA Options ETP (NVDI.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.


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

-15.28

Sortino ratioReturn per unit of downside risk

-4.07

Omega ratioGain probability vs. loss probability

1.13

1.62

-0.49

Calmar ratioReturn relative to maximum drawdown

0.92

41.59

-40.67

Martin ratioReturn relative to average drawdown

2.00

125.57

-123.57

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

The current NVDI.L Sharpe Ratio is 0.62, which is lower than the SOXL.L Sharpe Ratio of 15.90. The chart below compares the historical Sharpe Ratios of NVDI.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


NVDI.LSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

15.90

-15.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.64

-0.54

Drawdowns

NVDI.L vs. SOXL.L - Drawdown Comparison

The maximum NVDI.L drawdown since its inception was -31.39%, smaller than the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for NVDI.L and SOXL.L.


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Drawdown Indicators


NVDI.LSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.39%

-95.66%

+64.27%

Max Drawdown (1Y)

Largest decline over 1 year

-21.59%

-51.95%

+30.36%

Current Drawdown

Current decline from peak

-9.62%

-9.76%

+0.14%

Average Drawdown

Average peak-to-trough decline

-10.27%

-60.63%

+50.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.98%

17.24%

-7.26%

Volatility

NVDI.L vs. SOXL.L - Volatility Comparison

The current volatility for IncomeShares NVIDIA NVDA Options ETP (NVDI.L) is 10.09%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 57.30%. This indicates that NVDI.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


NVDI.LSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.09%

57.30%

-47.21%

Volatility (6M)

Calculated over the trailing 6-month period

20.28%

104.35%

-84.07%

Volatility (1Y)

Calculated over the trailing 1-year period

32.34%

136.04%

-103.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.31%

137.56%

-98.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.31%

137.56%

-98.25%

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

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


Dividends

NVDI.L vs. SOXL.L - Dividend Comparison

NVDI.L's dividend yield for the trailing twelve months is around 20.63%, while SOXL.L has not paid dividends to shareholders.


PositionTTM20252024
NVDI.L
IncomeShares NVIDIA NVDA Options ETP
20.63%32.04%2.59%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
0.00%0.00%0.00%

Frequently Asked Questions


NVDI.L and SOXL.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

NVDI.L is categorized as Options Trading, while SOXL.L is Leveraged Equities. Their fees differ too: 0.55% for NVDI.L and 0.75% for SOXL.L.

Portfolio Optimizer

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