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

Performance

NVDL vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long NVDA Daily ETF (NVDL) 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, NVDL achieves a 24.36% return, which is significantly lower than SOXL.L's 798.38% return.


NVDL

1D
3.68%
1M
21.13%
YTD
24.36%
6M
26.69%
1Y
90.12%
3Y*
113.21%
5Y*
10Y*

SOXL.L

1D
-9.76%
1M
108.32%
YTD
798.38%
6M
722.46%
1Y
2,188.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NVDL vs. SOXL.L - Yearly Performance Comparison


2026 (YTD)20252024
NVDL
GraniteShares 2x Long NVDA Daily ETF
24.36%32.57%51.58%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
798.38%11.41%-59.99%

Correlation

The correlation between NVDL and SOXL.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.45

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Return for Risk

NVDL vs. SOXL.L — Risk / Return Rank

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

NVDL
NVDL Risk / Return Rank: 3838
Overall Rank
NVDL Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
NVDL Sortino Ratio Rank: 3939
Sortino Ratio Rank
NVDL Omega Ratio Rank: 3636
Omega Ratio Rank
NVDL Calmar Ratio Rank: 4444
Calmar Ratio Rank
NVDL Martin Ratio Rank: 3333
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.

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

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long NVDA Daily ETF (NVDL) 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.


NVDLSOXL.LDifference
Sharpe ratioReturn per unit of total volatility

-14.57

Sortino ratioReturn per unit of downside risk

-3.11

Omega ratioGain probability vs. loss probability

1.23

1.62

-0.39

Calmar ratioReturn relative to maximum drawdown

2.15

41.59

-39.45

Martin ratioReturn relative to average drawdown

4.91

125.57

-120.66

NVDL vs. SOXL.L - Sharpe Ratio Comparison

The current NVDL Sharpe Ratio is 1.33, which is lower than the SOXL.L Sharpe Ratio of 15.90. The chart below compares the historical Sharpe Ratios of NVDL 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


NVDLSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

15.90

-14.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.80

0.64

+1.15

Drawdowns

NVDL vs. SOXL.L - Drawdown Comparison

The maximum NVDL drawdown since its inception was -67.55%, smaller than the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for NVDL and SOXL.L.


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Drawdown Indicators


NVDLSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-67.55%

-95.66%

+28.11%

Max Drawdown (1Y)

Largest decline over 1 year

-42.23%

-51.95%

+9.72%

Max Drawdown (3Y)

Largest decline over 3 years

-67.55%

Current Drawdown

Current decline from peak

-15.19%

-9.76%

-5.43%

Average Drawdown

Average peak-to-trough decline

-16.96%

-60.63%

+43.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.41%

17.24%

+1.17%

Volatility

NVDL vs. SOXL.L - Volatility Comparison

The current volatility for GraniteShares 2x Long NVDA Daily ETF (NVDL) is 24.75%, while Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a volatility of 57.30%. This indicates that NVDL 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


NVDLSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.75%

57.30%

-32.55%

Volatility (6M)

Calculated over the trailing 6-month period

50.90%

104.35%

-53.45%

Volatility (1Y)

Calculated over the trailing 1-year period

68.08%

136.04%

-67.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.39%

137.56%

-47.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.39%

137.56%

-47.17%

NVDL vs. SOXL.L - Expense Ratio Comparison

NVDL has a 1.05% expense ratio, which is higher than SOXL.L's 0.75% expense ratio.


Dividends

NVDL vs. SOXL.L - Dividend Comparison

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


PositionTTM202520242023
NVDL
GraniteShares 2x Long NVDA Daily ETF
0.00%0.00%0.00%11.29%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
0.00%0.00%0.00%0.00%

Frequently Asked Questions


NVDL and SOXL.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXL.L is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXL.L is cheaper with a 0.75% expense ratio, compared with 1.05% for NVDL.

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.05% for NVDL and 0.75% for SOXL.L.

Portfolio Optimizer

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