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

Performance

SOXL.L vs. 3XLE.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 Oil & Gas ETP Securities GBP (3XLE.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
18.21%11.41%-59.99%
3XLE.L
Leverage Shares 3x Long Oil & Gas ETP Securities GBP
111.19%-11.52%-33.47%
Different Trading Currencies

SOXL.L is traded in USD, while 3XLE.L is traded in GBp. To make them comparable, the 3XLE.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 lower than 3XLE.L's 111.19% return.


SOXL.L

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

3XLE.L

1D
-16.44%
1M
9.72%
YTD
111.19%
6M
106.86%
1Y
47.70%
3Y*
13.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

SOXL.L vs. 3XLE.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

3XLE.L
3XLE.L Risk / Return Rank: 3333
Overall Rank
3XLE.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
3XLE.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
3XLE.L Omega Ratio Rank: 3838
Omega Ratio Rank
3XLE.L Calmar Ratio Rank: 3434
Calmar Ratio Rank
3XLE.L Martin Ratio Rank: 2525
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. 3XLE.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 Oil & Gas ETP Securities GBP (3XLE.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.L3XLE.LDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.67

+0.94

Sortino ratio

Return per unit of downside risk

2.33

1.23

+1.11

Omega ratio

Gain probability vs. loss probability

1.30

1.17

+0.12

Calmar ratio

Return relative to maximum drawdown

4.14

1.12

+3.02

Martin ratio

Return relative to average drawdown

11.56

2.50

+9.05

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

The current SOXL.L Sharpe Ratio is 1.62, which is higher than the 3XLE.L Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SOXL.L and 3XLE.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.L3XLE.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

0.67

+0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.38

-0.59

Correlation

The correlation between SOXL.L and 3XLE.L is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

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

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


Tickers have no history of dividend payments

Drawdowns

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

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than 3XLE.L's maximum drawdown of -73.78%. Use the drawdown chart below to compare losses from any high point for SOXL.L and 3XLE.L.


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Drawdown Indicators


SOXL.L3XLE.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-74.89%

-20.77%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-51.60%

-7.95%

Current Drawdown

Current decline from peak

-66.20%

-26.34%

-39.86%

Average Drawdown

Average peak-to-trough decline

-64.19%

-45.50%

-18.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

19.49%

-0.86%

Volatility

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

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a higher volatility of 45.32% compared to Leverage Shares 3x Long Oil & Gas ETP Securities GBP (3XLE.L) at 27.25%. This indicates that SOXL.L's price experiences larger fluctuations and is considered to be riskier than 3XLE.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.L3XLE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.32%

27.25%

+18.07%

Volatility (6M)

Calculated over the trailing 6-month period

97.24%

46.00%

+51.24%

Volatility (1Y)

Calculated over the trailing 1-year period

136.74%

70.39%

+66.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.73%

82.92%

+48.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.73%

82.92%

+48.81%