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SHPU vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHPU vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily SHOP Bull 2X ETF (SHPU) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHPU achieves a -63.07% return, which is significantly higher than SOXS's -94.09% return.


SHPU

1D
-4.90%
1M
8.87%
YTD
-63.07%
6M
-66.83%
1Y
3Y*
5Y*
10Y*

SOXS

1D
-11.03%
1M
-41.63%
YTD
-94.09%
6M
-93.81%
1Y
-97.64%
3Y*
-87.76%
5Y*
-80.66%
10Y*
-79.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHPU vs. SOXS - Yearly Performance Comparison


Correlation

The correlation between SHPU and SOXS is -0.30, 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 (All Time)
Calculated using the full available price history since Aug 6, 2025

-0.30

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Return for Risk

SHPU vs. SOXS — Risk / Return Rank

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

SHPU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
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.

SHPU vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily SHOP Bull 2X ETF (SHPU) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.


SHPUSOXSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.64

Calmar ratioReturn relative to maximum drawdown

-1.00

Martin ratioReturn relative to average drawdown

-1.51

SHPU vs. SOXS - Sharpe Ratio Comparison


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Drawdowns

SHPU vs. SOXS - Drawdown Comparison

The maximum SHPU drawdown since its inception was -77.97%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SHPU and SOXS.


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Drawdown Indicators


SHPUSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-77.97%

-100.00%

+22.03%

Max Drawdown (1Y)

Largest decline over 1 year

-97.88%

Max Drawdown (3Y)

Largest decline over 3 years

-99.87%

Max Drawdown (5Y)

Largest decline over 5 years

-99.98%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-71.28%

-100.00%

+28.72%

Average Drawdown

Average peak-to-trough decline

-38.89%

-92.61%

+53.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

64.48%

Volatility

SHPU vs. SOXS - Volatility Comparison


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Volatility by Period


SHPUSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

65.23%

Volatility (6M)

Calculated over the trailing 6-month period

100.97%

Volatility (1Y)

Calculated over the trailing 1-year period

109.61%

117.61%

-8.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

109.61%

111.53%

-1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

109.61%

102.14%

+7.47%

SHPU vs. SOXS - Expense Ratio Comparison

SHPU has a 1.09% expense ratio, which is higher than SOXS's 1.08% expense ratio.


Dividends

SHPU vs. SOXS - Dividend Comparison

SHPU's dividend yield for the trailing twelve months is around 56.18%, less than SOXS's 62.55% yield.


PositionTTM20252024202320222021202020192018
SHPU
Direxion Daily SHOP Bull 2X ETF
56.18%20.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
62.55%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%

Frequently Asked Questions


SHPU and SOXS have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXS is cheaper at 1.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXS is cheaper with a 1.08% expense ratio, compared with 1.09% for SHPU.

SOXS has the higher dividend yield at 62.55%, compared with 56.18% for SHPU.

SHPU is categorized as Leveraged Equities, while SOXS is Inverse Equities. Their fees differ too: 1.09% for SHPU and 1.08% for SOXS.

Portfolio Optimizer

Find the right allocation for SHPU and SOXS

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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