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SCDL vs. SOXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCDL vs. SOXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) 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, SCDL achieves a 33.87% return, which is significantly lower than SOXL's 450.61% return.


SCDL

1D
0.94%
1M
-5.06%
YTD
33.87%
6M
32.94%
1Y
45.29%
3Y*
21.83%
5Y*
10.07%
10Y*

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

SCDL vs. SOXL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
33.87%2.05%14.99%0.18%-13.06%52.47%
SOXL
Direxion Daily Semiconductor Bull 3X ETF
450.61%54.91%-12.31%226.98%-85.66%81.30%

Correlation

The correlation between SCDL and SOXL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 5, 2021

0.46

Over the past year, the correlation between SCDL and SOXL has dropped to 0.20 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

SCDL vs. SOXL — Risk / Return Rank

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

SCDL
SCDL Risk / Return Rank: 7171
Overall Rank
SCDL Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SCDL Sortino Ratio Rank: 7373
Sortino Ratio Rank
SCDL Omega Ratio Rank: 6262
Omega Ratio Rank
SCDL Calmar Ratio Rank: 8686
Calmar Ratio Rank
SCDL Martin Ratio Rank: 6565
Martin Ratio Rank

SOXL
SOXL Risk / Return Rank: 9696
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9090
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9292
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
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.

SCDL vs. SOXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) 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.


SCDLSOXLDifference
Sharpe ratioReturn per unit of total volatility

-6.35

Sortino ratioReturn per unit of downside risk

-1.02

Omega ratioGain probability vs. loss probability

1.35

1.58

-0.23

Calmar ratioReturn relative to maximum drawdown

4.47

22.69

-18.22

Martin ratioReturn relative to average drawdown

11.07

72.83

-61.76

SCDL vs. SOXL - Sharpe Ratio Comparison

The current SCDL Sharpe Ratio is 2.10, which is lower than the SOXL Sharpe Ratio of 8.45. The chart below compares the historical Sharpe Ratios of SCDL 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

SCDL vs. SOXL - Drawdown Comparison

The maximum SCDL drawdown since its inception was -34.87%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for SCDL and SOXL.


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Drawdown Indicators


SCDLSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-34.87%

-90.46%

+55.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.19%

-43.47%

+33.28%

Max Drawdown (3Y)

Largest decline over 3 years

-32.79%

-87.88%

+55.09%

Max Drawdown (5Y)

Largest decline over 5 years

-34.87%

-90.46%

+55.59%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-5.06%

-23.06%

+18.00%

Average Drawdown

Average peak-to-trough decline

-11.87%

-34.95%

+23.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

13.52%

-9.42%

Volatility

SCDL vs. SOXL - Volatility Comparison

The current volatility for ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) is 6.47%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 68.39%. This indicates that SCDL 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


SCDLSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

68.39%

-61.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.76%

99.84%

-85.08%

Volatility (1Y)

Calculated over the trailing 1-year period

21.70%

116.79%

-95.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.98%

110.35%

-81.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.81%

100.62%

-71.81%

SCDL vs. SOXL - Expense Ratio Comparison

SCDL has a 0.95% expense ratio, which is higher than SOXL's 0.75% expense ratio.


Dividends

SCDL vs. SOXL - Dividend Comparison

SCDL has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.03%.


PositionTTM2025202420232022202120202019201820172016
SCDL
ETRACS 2x Leveraged U.S. Dividend Factor TR ETN
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
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


SCDL and SOXL have a correlation of 0.20, 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 SCDL (6.47%). In terms of maximum drawdown, SCDL dropped -34.87% vs SOXL's -90.46%.

On 5-year performance, SOXL leads with 42.16% vs 10.07% for SCDL. On fees, SOXL is cheaper at 0.75% per year. On volatility, SCDL has been the lower-risk option at 6.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SOXL has performed better with a 42.16% return vs 10.07%. 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 SCDL.

SOXL has the higher dividend yield at 0.03%, compared with 0.00% for SCDL.

SCDL tracks Dow Jones U.S. Dividend 100 (200%), while SOXL tracks ICE Semiconductor Index. They also come from different issuers: UBS and Direxion. Their fees differ too: 0.95% for SCDL and 0.75% for SOXL.

SOXL currently has the higher Sharpe Ratio (8.45 vs 2.10), 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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