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SOXL.L vs. 2GOO.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOXL.L vs. 2GOO.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) and Leverage Shares 2x Alphabet ETC A GBP (2GOO.L). The values are adjusted to include any dividend payments, if applicable.

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SOXL.L vs. 2GOO.L - Yearly Performance Comparison


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
18.21%11.41%-59.99%
2GOO.L
Leverage Shares 2x Alphabet ETC A GBP
-15.14%115.78%43.75%
Different Trading Currencies

SOXL.L is traded in USD, while 2GOO.L is traded in GBp. To make them comparable, the 2GOO.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOXL.L achieves a 18.21% return, which is significantly higher than 2GOO.L's -15.14% return.


SOXL.L

1D
27.69%
1M
-19.65%
YTD
18.21%
6M
40.09%
1Y
222.64%
3Y*
5Y*
10Y*

2GOO.L

1D
9.56%
1M
-7.89%
YTD
-15.14%
6M
37.20%
1Y
184.57%
3Y*
70.86%
5Y*
29.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOXL.L vs. 2GOO.L - Expense Ratio Comparison

Both SOXL.L and 2GOO.L have an expense ratio of 0.75%.


Return for Risk

SOXL.L vs. 2GOO.L — Risk / Return Rank

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

SOXL.L
SOXL.L Risk / Return Rank: 8484
Overall Rank
SOXL.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 7575
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 8888
Martin Ratio Rank

2GOO.L
2GOO.L Risk / Return Rank: 9595
Overall Rank
2GOO.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
2GOO.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
2GOO.L Omega Ratio Rank: 9191
Omega Ratio Rank
2GOO.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
2GOO.L Martin Ratio Rank: 9696
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.

SOXL.L vs. 2GOO.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) and Leverage Shares 2x Alphabet ETC A GBP (2GOO.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.


SOXL.L2GOO.LDifference

Sharpe ratio

Return per unit of total volatility

1.62

3.13

-1.51

Sortino ratio

Return per unit of downside risk

2.33

3.50

-1.17

Omega ratio

Gain probability vs. loss probability

1.30

1.41

-0.12

Calmar ratio

Return relative to maximum drawdown

4.14

4.89

-0.75

Martin ratio

Return relative to average drawdown

11.56

17.64

-6.09

SOXL.L vs. 2GOO.L - Sharpe Ratio Comparison

The current SOXL.L Sharpe Ratio is 1.62, which is lower than the 2GOO.L Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of SOXL.L and 2GOO.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SOXL.L2GOO.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

3.13

-1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.72

-0.93

Correlation

The correlation between SOXL.L and 2GOO.L is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SOXL.L vs. 2GOO.L - Dividend Comparison

Neither SOXL.L nor 2GOO.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SOXL.L vs. 2GOO.L - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than 2GOO.L's maximum drawdown of -73.19%. Use the drawdown chart below to compare losses from any high point for SOXL.L and 2GOO.L.


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Drawdown Indicators


SOXL.L2GOO.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-69.73%

-25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-35.69%

-23.86%

Max Drawdown (5Y)

Largest decline over 5 years

-69.73%

Current Drawdown

Current decline from peak

-66.20%

-26.34%

-39.86%

Average Drawdown

Average peak-to-trough decline

-64.19%

-25.45%

-38.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

10.12%

+8.51%

Volatility

SOXL.L vs. 2GOO.L - Volatility Comparison

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a higher volatility of 45.32% compared to Leverage Shares 2x Alphabet ETC A GBP (2GOO.L) at 16.67%. This indicates that SOXL.L's price experiences larger fluctuations and is considered to be riskier than 2GOO.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXL.L2GOO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.32%

16.67%

+28.65%

Volatility (6M)

Calculated over the trailing 6-month period

97.24%

38.44%

+58.80%

Volatility (1Y)

Calculated over the trailing 1-year period

136.74%

58.92%

+77.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.73%

60.40%

+71.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.73%

63.19%

+68.54%