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

Performance

SOXL.L vs. 3MST.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 Long MicroStrategy ETP (3MST.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXL.L achieves a 589.35% return, which is significantly lower than 3MST.L's 1,116.53% return.


SOXL.L

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

3MST.L

1D
0.00%
1M
-82.05%
YTD
1,116.53%
6M
1,089.46%
1Y
-58.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
589.35%11.41%-30.95%
3MST.L
Leverage Shares 3x Long MicroStrategy ETP
1,116.53%-98.41%91.45%

Correlation

The correlation between SOXL.L and 3MST.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2024

0.38

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Return for Risk

SOXL.L vs. 3MST.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

3MST.L
3MST.L Risk / Return Rank: 4444
Overall Rank
3MST.L Sharpe Ratio Rank: 99
Sharpe Ratio Rank
3MST.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
3MST.L Omega Ratio Rank: 9999
Omega Ratio Rank
3MST.L Calmar Ratio Rank: 55
Calmar Ratio Rank
3MST.L Martin Ratio Rank: 66
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. 3MST.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 Long MicroStrategy ETP (3MST.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.L3MST.LDifference
Sharpe ratioReturn per unit of total volatility

+8.14

Sortino ratioReturn per unit of downside risk

-81.07

Omega ratioGain probability vs. loss probability

1.51

9.89

-8.38

Calmar ratioReturn relative to maximum drawdown

22.80

-0.59

+23.39

Martin ratioReturn relative to average drawdown

64.09

-0.78

+64.87

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

The current SOXL.L Sharpe Ratio is 8.14, which is higher than the 3MST.L Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of SOXL.L and 3MST.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. 3MST.L - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, roughly equal to the maximum 3MST.L drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for SOXL.L and 3MST.L.


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Drawdown Indicators


SOXL.L3MST.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-99.93%

+4.27%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-99.48%

+47.53%

Current Drawdown

Current decline from peak

-30.75%

-96.66%

+65.91%

Average Drawdown

Average peak-to-trough decline

-59.99%

-83.35%

+23.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.52%

75.09%

-56.57%

Volatility

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

The current volatility for Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) is 65.52%, while Leverage Shares 3x Long MicroStrategy ETP (3MST.L) has a volatility of 85.00%. This indicates that SOXL.L experiences smaller price fluctuations and is considered to be less risky than 3MST.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.L3MST.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

65.52%

85.00%

-19.48%

Volatility (6M)

Calculated over the trailing 6-month period

117.94%

518.03%

-400.09%

Volatility (1Y)

Calculated over the trailing 1-year period

145.61%

13,334.98%

-13,189.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

141.33%

10,112.41%

-9,971.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

141.33%

10,112.41%

-9,971.08%

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

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


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


SOXL.L and 3MST.L have a correlation of 0.32, 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 3MST.L have the same expense ratio: 0.75% per year.

SOXL.L tracks NYSE Semiconductor Index, while 3MST.L tracks Euronext 3x Long MicroStrategy Index.

Portfolio Optimizer

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

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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