SCC vs. SOXL
SCC (ProShares UltraShort Consumer Services) and SOXL (Direxion Daily Semiconductor Bull 3X ETF) are both Leveraged Equities funds - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while SOXL tracks the ICE Semiconductor Index. Both are passively managed. Over the past 10 years, SCC returned -24.95%/yr vs 64.56%/yr for SOXL. At a correlation of -0.60, they often move in opposite directions. SCC charges 0.95%/yr vs 0.75%/yr for SOXL.
Performance
SCC vs. SOXL - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 8.21% return, which is significantly lower than SOXL's 450.61% return. Over the past 10 years, SCC has underperformed SOXL with an annualized return of -24.95%, while SOXL has yielded a comparatively higher 64.56% annualized return.
SCC
- 1D
- 2.43%
- 1M
- 8.97%
- YTD
- 8.21%
- 6M
- 13.36%
- 1Y
- -12.48%
- 3Y*
- -21.64%
- 5Y*
- -14.17%
- 10Y*
- -24.95%
SOXL
- 1D
- -23.06%
- 1M
- 21.44%
- YTD
- 450.61%
- 6M
- 429.57%
- 1Y
- 976.09%
- 3Y*
- 120.84%
- 5Y*
- 42.16%
- 10Y*
- 64.56%
SCC vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 450.61% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Correlation
The correlation between SCC and SOXL is -0.48, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.60 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | -0.60 |
The correlation between SCC and SOXL shifts across timeframes, from -0.66 (5 years) to -0.48 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. SOXL — Risk / Return Rank
SCC
SOXL
SCC vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
| SCC | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -8.78 | ||
| Sortino ratioReturn per unit of downside risk | -4.28 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.58 | -0.61 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 22.69 | -23.16 |
| Martin ratioReturn relative to average drawdown | -0.72 | 72.83 | -73.55 |
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Drawdowns
SCC vs. SOXL - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for SCC and SOXL.
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Drawdown Indicators
| SCC | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -90.46% | -9.46% |
Max Drawdown (1Y)Largest decline over 1 year | -26.45% | -43.47% | +17.02% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -87.88% | +20.78% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -90.46% | +13.12% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | -90.46% | -5.09% |
Current DrawdownCurrent decline from peak | -99.90% | -23.06% | -76.84% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -34.95% | -51.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 13.52% | +3.78% |
Volatility
SCC vs. SOXL - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 12.97%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.39%. This indicates that SCC 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
| SCC | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.97% | 68.39% | -55.42% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 99.84% | -72.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 116.79% | -79.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 110.35% | -66.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 100.62% | -60.95% |
SCC vs. SOXL - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is higher than SOXL's 0.75% expense ratio.
Dividends
SCC vs. SOXL - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.35%, more than SOXL's 0.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 4.35% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.03% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
Frequently Asked Questions
SCC and SOXL have a correlation of -0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (68.39%) compared to SCC (12.97%). In terms of maximum drawdown, SCC dropped -99.92% vs SOXL's -90.46%.
On 10-year performance, SOXL leads with 64.56% vs -24.95% for SCC. On fees, SOXL is cheaper at 0.75% per year. On volatility, SCC has been the lower-risk option at 12.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SOXL has performed better with a 64.56% return vs -24.95%. 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 SCC.
SCC has the higher dividend yield at 4.35%, compared with 0.03% for SOXL.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SCC and 0.75% for SOXL.
SOXL currently has the higher Sharpe Ratio (8.45 vs -0.34), 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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