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SOXL.L vs. 3BAB.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXL.L vs. 3BAB.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 3x Alibaba ETC (3BAB.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOXL.L is traded in USD, while 3BAB.L is traded in GBp. To make them comparable, the 3BAB.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 589.35% return, which is significantly higher than 3BAB.L's -79.43% return.


SOXL.L

1D
0.00%
1M
-5.35%
YTD
589.35%
6M
580.84%
1Y
1,197.69%
3Y*
5Y*
10Y*

3BAB.L

1D
-16.69%
1M
-60.26%
YTD
-79.43%
6M
-81.21%
1Y
-71.51%
3Y*
-40.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL.L vs. 3BAB.L - Yearly Performance Comparison


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
589.35%11.41%-56.30%
3BAB.L
Leverage Shares 3x Alibaba ETC
-79.43%124.78%13.20%

Correlation

The correlation between SOXL.L and 3BAB.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2024

0.35

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Return for Risk

SOXL.L vs. 3BAB.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: 9696
Overall Rank
SOXL.L Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9191
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9898
Martin Ratio Rank

3BAB.L
3BAB.L Risk / Return Rank: 44
Overall Rank
3BAB.L Sharpe Ratio Rank: 55
Sharpe Ratio Rank
3BAB.L Sortino Ratio Rank: 55
Sortino Ratio Rank
3BAB.L Omega Ratio Rank: 66
Omega Ratio Rank
3BAB.L Calmar Ratio Rank: 33
Calmar Ratio Rank
3BAB.L Martin Ratio Rank: 33
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. 3BAB.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 3x Alibaba ETC (3BAB.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.

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.


SOXL.L3BAB.LDifference
Sharpe ratioReturn per unit of total volatility

+8.70

Sortino ratioReturn per unit of downside risk

+4.59

Omega ratioGain probability vs. loss probability

1.51

0.94

+0.57

Calmar ratioReturn relative to maximum drawdown

22.80

-0.78

+23.58

Martin ratioReturn relative to average drawdown

64.09

-1.32

+65.42

SOXL.L vs. 3BAB.L - Sharpe Ratio Comparison

The current SOXL.L Sharpe Ratio is 8.14, which is higher than the 3BAB.L Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of SOXL.L and 3BAB.L, 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

SOXL.L vs. 3BAB.L - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, roughly equal to the maximum 3BAB.L drawdown of -91.94%. Use the drawdown chart below to compare losses from any high point for SOXL.L and 3BAB.L.


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Drawdown Indicators


SOXL.L3BAB.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-91.94%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-91.94%

+39.99%

Max Drawdown (3Y)

Largest decline over 3 years

-91.94%

Current Drawdown

Current decline from peak

-30.75%

-91.94%

+61.19%

Average Drawdown

Average peak-to-trough decline

-59.99%

-54.01%

-5.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.52%

54.08%

-35.56%

Volatility

SOXL.L vs. 3BAB.L - Volatility Comparison

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a higher volatility of 65.52% compared to Leverage Shares 3x Alibaba ETC (3BAB.L) at 36.79%. This indicates that SOXL.L's price experiences larger fluctuations and is considered to be riskier than 3BAB.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.L3BAB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

65.52%

36.79%

+28.73%

Volatility (6M)

Calculated over the trailing 6-month period

117.94%

91.74%

+26.20%

Volatility (1Y)

Calculated over the trailing 1-year period

145.61%

127.45%

+18.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.33%

128.05%

+13.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.33%

128.05%

+13.28%

SOXL.L vs. 3BAB.L - Expense Ratio Comparison

Both SOXL.L and 3BAB.L have an expense ratio of 0.75%.


Dividends

SOXL.L vs. 3BAB.L - Dividend Comparison

Neither SOXL.L nor 3BAB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SOXL.L and 3BAB.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

SOXL.L and 3BAB.L have the same expense ratio: 0.75% per year.

SOXL.L tracks NYSE Semiconductor Index, while 3BAB.L tracks iSTOXX Leveraged 3x BABA Index.

Portfolio Optimizer

Find the right allocation for SOXL.L and 3BAB.L

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