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SNSR vs. TSXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNSR vs. TSXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Internet of Things ETF (SNSR) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SNSR achieves a 44.93% return, which is significantly lower than TSXU's 141.91% return.


SNSR

1D
-0.45%
1M
19.62%
YTD
44.93%
6M
43.21%
1Y
49.79%
3Y*
18.10%
5Y*
9.51%
10Y*

TSXU

1D
-0.92%
1M
66.50%
YTD
141.91%
6M
130.37%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNSR vs. TSXU - Yearly Performance Comparison


Correlation

The correlation between SNSR and TSXU is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 2, 2025

0.66

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Return for Risk

SNSR vs. TSXU — Risk / Return Rank

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

SNSR
SNSR Risk / Return Rank: 6262
Overall Rank
SNSR Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
SNSR Sortino Ratio Rank: 5959
Sortino Ratio Rank
SNSR Omega Ratio Rank: 5656
Omega Ratio Rank
SNSR Calmar Ratio Rank: 7070
Calmar Ratio Rank
SNSR Martin Ratio Rank: 6161
Martin Ratio Rank

TSXU
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.

SNSR vs. TSXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Internet of Things ETF (SNSR) and Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU). 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.


SNSRTSXUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

3.50

Martin ratioReturn relative to average drawdown

10.86

SNSR vs. TSXU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SNSRTSXUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

4.53

-3.93

Drawdowns

SNSR vs. TSXU - Drawdown Comparison

The maximum SNSR drawdown since its inception was -38.46%, which is greater than TSXU's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for SNSR and TSXU.


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Drawdown Indicators


SNSRTSXUDifference

Max Drawdown

Largest peak-to-trough decline

-38.46%

-35.62%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-14.30%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

Max Drawdown (5Y)

Largest decline over 5 years

-38.03%

Current Drawdown

Current decline from peak

-0.45%

-0.92%

+0.47%

Average Drawdown

Average peak-to-trough decline

-9.50%

-10.56%

+1.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

Volatility

SNSR vs. TSXU - Volatility Comparison


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Volatility by Period


SNSRTSXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.35%

Volatility (6M)

Calculated over the trailing 6-month period

18.55%

Volatility (1Y)

Calculated over the trailing 1-year period

23.90%

78.68%

-54.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.16%

78.68%

-53.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.67%

78.68%

-54.01%

SNSR vs. TSXU - Expense Ratio Comparison

SNSR has a 0.68% expense ratio, which is lower than TSXU's 1.05% expense ratio.


Dividends

SNSR vs. TSXU - Dividend Comparison

SNSR's dividend yield for the trailing twelve months is around 0.37%, less than TSXU's 1.20% yield.


PositionTTM2025202420232022202120202019201820172016
SNSR
Global X Internet of Things ETF
0.37%0.54%0.73%0.74%0.82%0.43%0.21%1.12%1.25%1.11%0.31%
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.20%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SNSR and TSXU have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SNSR is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SNSR is cheaper with a 0.68% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.20%, compared with 0.37% for SNSR.

SNSR is categorized as Technology Equities, while TSXU is Leveraged Equities. SNSR tracks Indxx Global Internet of Things Thematic Index, while TSXU tracks Solactive Semiconductor Top 5 Index (2x). They also come from different issuers: Global X and Direxion. Their fees differ too: 0.68% for SNSR and 1.05% for TSXU.

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