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

Performance

RKLX vs. SOXL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long RKLB ETF (RKLX) 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, RKLX achieves a 59.46% return, which is significantly lower than SOXL.L's 895.51% return.


RKLX

1D
-14.06%
1M
69.79%
YTD
59.46%
6M
247.53%
1Y
535.41%
3Y*
5Y*
10Y*

SOXL.L

1D
10.01%
1M
168.10%
YTD
895.51%
6M
832.48%
1Y
2,634.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RKLX vs. SOXL.L - Yearly Performance Comparison


Correlation

The correlation between RKLX and SOXL.L is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 14, 2025

0.30

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Return for Risk

RKLX vs. SOXL.L — Risk / Return Rank

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

RKLX
RKLX Risk / Return Rank: 7878
Overall Rank
RKLX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
RKLX Sortino Ratio Rank: 6969
Sortino Ratio Rank
RKLX Omega Ratio Rank: 6363
Omega Ratio Rank
RKLX Calmar Ratio Rank: 9494
Calmar Ratio Rank
RKLX Martin Ratio Rank: 7777
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: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long RKLB ETF (RKLX) 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.


RKLXSOXL.LDifference

Sharpe ratio

Return per unit of total volatility

2.94

19.17

-16.23

Sortino ratio

Return per unit of downside risk

3.12

5.32

-2.21

Omega ratio

Gain probability vs. loss probability

1.38

1.66

-0.28

Calmar ratio

Return relative to maximum drawdown

7.53

50.03

-42.50

Martin ratio

Return relative to average drawdown

14.71

151.14

-136.43

RKLX vs. SOXL.L - Sharpe Ratio Comparison

The current RKLX Sharpe Ratio is 2.94, which is lower than the SOXL.L Sharpe Ratio of 19.17. The chart below compares the historical Sharpe Ratios of RKLX 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


RKLXSOXL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

19.17

-16.23

Sharpe Ratio (All Time)

Calculated using the full available price history

3.69

0.71

+2.98

Drawdowns

RKLX vs. SOXL.L - Drawdown Comparison

The maximum RKLX drawdown since its inception was -71.71%, smaller than the maximum SOXL.L drawdown of -95.66%. Use the drawdown chart below to compare losses from any high point for RKLX and SOXL.L.


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Drawdown Indicators


RKLXSOXL.LDifference

Max Drawdown

Largest peak-to-trough decline

-71.71%

-95.66%

+23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-71.71%

-51.95%

-19.76%

Current Drawdown

Current decline from peak

-44.20%

0.00%

-44.20%

Average Drawdown

Average peak-to-trough decline

-25.90%

-60.72%

+34.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.65%

17.23%

+19.42%

Volatility

RKLX vs. SOXL.L - Volatility Comparison

Defiance Daily Target 2X Long RKLB ETF (RKLX) has a higher volatility of 80.64% compared to Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) at 56.48%. This indicates that RKLX's price experiences larger fluctuations and is considered to be riskier 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


RKLXSOXL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

80.64%

56.48%

+24.16%

Volatility (6M)

Calculated over the trailing 6-month period

142.22%

103.64%

+38.58%

Volatility (1Y)

Calculated over the trailing 1-year period

183.57%

136.05%

+47.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

181.89%

137.50%

+44.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

181.89%

137.50%

+44.39%

RKLX vs. SOXL.L - Expense Ratio Comparison

RKLX has a 1.29% expense ratio, which is higher than SOXL.L's 0.75% expense ratio.


Dividends

RKLX vs. SOXL.L - Dividend Comparison

RKLX's dividend yield for the trailing twelve months is around 9.37%, while SOXL.L has not paid dividends to shareholders.


Frequently Asked Questions


RKLX and SOXL.L have a correlation of 0.28, 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 1.29% for RKLX.

They also come from different issuers: Defiance and Leverage Shares. Their fees differ too: 1.29% for RKLX and 0.75% for SOXL.L.

Portfolio Optimizer

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