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QCML vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QCML vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long QCOM Daily ETF (QCML) 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, QCML achieves a -42.41% return, which is significantly lower than SOXL's 172.95% return.


QCML

1D
-5.62%
1M
-31.62%
6M
-25.47%
YTD
-42.41%
1Y
-27.37%
3Y*
5Y*
10Y*
ALL TIME*
-39.56%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.37M$13.54M$57.95M
$10.60B$10.77B$11.72B

QCML vs. SOXL - Yearly Performance Comparison


Correlation

The correlation between QCML and SOXL is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2025

0.66

The correlation between QCML and SOXL has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

QCML vs. SOXL - Sectors Allocation Comparison


Sectors
QCML
SOXL

Technology

66.7%
100.0%

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Technology

QCML
66.7%
SOXL
100.0%

Basic Materials

QCML

-

SOXL

-

Communication Services

QCML

-

SOXL

-

Consumer Cyclical

QCML

-

SOXL

-

Consumer Defensive

QCML

-

SOXL

-

Energy

QCML

-

SOXL

-

Financial Services

QCML

-

SOXL

-

Healthcare

QCML

-

SOXL

-

Industrials

QCML

-

SOXL

-

Real Estate

QCML

-

SOXL

-

Utilities

QCML

-

SOXL

-

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Return for Risk

QCML vs. SOXL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QCML
QCML Risk / Return Rank: 99
Overall Rank
QCML Sharpe Ratio Rank: 77
Sharpe Ratio Rank
QCML Sortino Ratio Rank: 1313
Sortino Ratio Rank
QCML Omega Ratio Rank: 1414
Omega Ratio Rank
QCML Calmar Ratio Rank: 66
Calmar Ratio Rank
QCML Martin Ratio Rank: 66
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8383
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8585
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9595
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QCML vs. SOXL - Risk-Adjusted Trends Comparison

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


QCMLSOXLDifference
Sharpe ratioReturn per unit of total volatility

-3.04

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

1.04

1.36

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.41

5.22

-5.62

Martin ratioReturn relative to average drawdown

-0.83

18.04

-18.87

QCML vs. SOXL - Sharpe Ratio Comparison

The current QCML Sharpe Ratio is -0.27, which is lower than the SOXL Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of QCML and SOXL, 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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Drawdowns

QCML vs. SOXL - Drawdown Comparison

The maximum QCML drawdown since its inception was -68.76%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for QCML and SOXL.


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Drawdown Indicators


QCMLSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-68.76%

-90.46%

+21.70%

Max Drawdown (1Y)

Largest decline over 1 year

-68.76%

-69.42%

+0.66%

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

-68.76%

-61.86%

-6.90%

Average Drawdown

Average peak-to-trough decline

-30.79%

-35.00%

+4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.51%

20.04%

+13.47%

Volatility

QCML vs. SOXL - Volatility Comparison

The current volatility for GraniteShares 2x Long QCOM Daily ETF (QCML) is 24.96%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 52.68%. This indicates that QCML 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


QCMLSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.96%

52.68%

-27.72%

Volatility (6M)

Calculated over the trailing 6-month period

92.90%

115.51%

-22.61%

Volatility (1Y)

Calculated over the trailing 1-year period

105.25%

130.99%

-25.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

99.78%

113.21%

-13.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.78%

102.11%

-2.33%

QCML vs. SOXL - Expense Ratio Comparison

QCML has a 1.50% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

QCML vs. SOXL - Dividend Comparison

QCML has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM2025202420232022202120202019201820172016
QCML
GraniteShares 2x Long QCOM 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
0.01%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


QCML and SOXL have a correlation of 0.60, 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 QCML (24.96%). In terms of maximum drawdown, QCML dropped -68.76% vs SOXL's -90.46%.

On 1-year performance, SOXL leads with 376.55% vs -27.37% for QCML. On fees, SOXL is cheaper at 0.75% per year. On volatility, QCML has been the lower-risk option at 24.96%. 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 -27.37%. 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 1.50% for QCML.

SOXL has the higher dividend yield at 0.01%, compared with 0.00% for QCML.

QCML tracks Qualcomm Inc. (QCOM), while SOXL tracks NYSE Semiconductor Index. They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.50% for QCML and 0.75% for SOXL.

SOXL currently has the higher Sharpe Ratio (2.77 vs -0.27), 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.

Portfolio Optimizer

Find the right allocation for QCML and SOXL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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