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SOXL.L vs. AMD3.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXL.L vs. AMD3.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 AMD ETP Securities (AMD3.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 895.51% return, which is significantly higher than AMD3.L's 665.19% return.


SOXL.L

1D
10.01%
1M
168.10%
YTD
895.51%
6M
832.48%
1Y
2,634.59%
3Y*
5Y*
10Y*

AMD3.L

1D
12.50%
1M
184.05%
YTD
665.19%
6M
617.58%
1Y
2,396.09%
3Y*
56.32%
5Y*
10.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL.L vs. AMD3.L - Yearly Performance Comparison


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
895.51%11.41%-59.99%
AMD3.L
Leverage Shares 3x AMD ETP Securities
665.19%65.21%-83.87%

Correlation

The correlation between SOXL.L and AMD3.L is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2024

0.75

The correlation between SOXL.L and AMD3.L has been stable across timeframes, ranging from 0.73 to 0.75 - a consistent structural relationship.

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Return for Risk

SOXL.L vs. AMD3.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: 9797
Overall Rank
SOXL.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
SOXL.L Omega Ratio Rank: 9393
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
Martin Ratio Rank

AMD3.L
AMD3.L Risk / Return Rank: 9696
Overall Rank
AMD3.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
AMD3.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
AMD3.L Omega Ratio Rank: 9292
Omega Ratio Rank
AMD3.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMD3.L Martin Ratio Rank: 9898
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. AMD3.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 AMD ETP Securities (AMD3.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.LAMD3.LDifference
Sharpe ratioReturn per unit of total volatility

+6.72

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.66

1.61

+0.05

Calmar ratioReturn relative to maximum drawdown

50.03

31.04

+18.99

Martin ratioReturn relative to average drawdown

151.14

57.78

+93.36

SOXL.L vs. AMD3.L - Sharpe Ratio Comparison

The current SOXL.L Sharpe Ratio is 19.17, which is higher than the AMD3.L Sharpe Ratio of 12.46. The chart below compares the historical Sharpe Ratios of SOXL.L and AMD3.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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Sharpe Ratios by Period


SOXL.LAMD3.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.17

12.46

+6.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.09

+0.62

Drawdowns

SOXL.L vs. AMD3.L - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, roughly equal to the maximum AMD3.L drawdown of -99.50%. Use the drawdown chart below to compare losses from any high point for SOXL.L and AMD3.L.


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Drawdown Indicators


SOXL.LAMD3.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-99.50%

+3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-76.17%

+24.22%

Max Drawdown (3Y)

Largest decline over 3 years

-97.84%

Max Drawdown (5Y)

Largest decline over 5 years

-99.50%

Current Drawdown

Current decline from peak

0.00%

-70.91%

+70.91%

Average Drawdown

Average peak-to-trough decline

-60.72%

-83.49%

+22.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.23%

41.00%

-23.77%

Volatility

SOXL.L vs. AMD3.L - Volatility Comparison

The current volatility for Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) is 56.48%, while Leverage Shares 3x AMD ETP Securities (AMD3.L) has a volatility of 70.27%. This indicates that SOXL.L experiences smaller price fluctuations and is considered to be less risky than AMD3.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.LAMD3.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

56.48%

70.27%

-13.79%

Volatility (6M)

Calculated over the trailing 6-month period

103.64%

135.27%

-31.63%

Volatility (1Y)

Calculated over the trailing 1-year period

136.05%

190.00%

-53.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.50%

157.81%

-20.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.50%

157.44%

-19.94%

SOXL.L vs. AMD3.L - Expense Ratio Comparison

Both SOXL.L and AMD3.L have an expense ratio of 0.75%.


Dividends

SOXL.L vs. AMD3.L - Dividend Comparison

Neither SOXL.L nor AMD3.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SOXL.L and AMD3.L have a correlation of 0.73, 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 AMD3.L have the same expense ratio: 0.75% per year.

SOXL.L tracks NYSE Semiconductor Index, while AMD3.L tracks iSTOXX Leveraged 3x AMD Index.

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