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

Performance

SOXL.L vs. FSELX - 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 Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

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SOXL.L vs. FSELX - Yearly Performance Comparison


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
18.21%11.41%-59.99%
FSELX
Fidelity Select Semiconductors Portfolio
7.19%52.17%17.93%

Returns By Period

In the year-to-date period, SOXL.L achieves a 18.21% return, which is significantly higher than FSELX's 7.19% return.


SOXL.L

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

FSELX

1D
7.19%
1M
-4.24%
YTD
7.19%
6M
13.70%
1Y
97.02%
3Y*
46.40%
5Y*
31.60%
10Y*
32.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOXL.L vs. FSELX - Expense Ratio Comparison

SOXL.L has a 0.75% expense ratio, which is higher than FSELX's 0.68% expense ratio.


Return for Risk

SOXL.L vs. FSELX — 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

FSELX
FSELX Risk / Return Rank: 9696
Overall Rank
FSELX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FSELX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FSELX Omega Ratio Rank: 9191
Omega Ratio Rank
FSELX Calmar Ratio Rank: 9898
Calmar Ratio Rank
FSELX 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. FSELX - 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 Fidelity Select Semiconductors Portfolio (FSELX). 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.LFSELXDifference

Sharpe ratio

Return per unit of total volatility

1.62

2.40

-0.78

Sortino ratio

Return per unit of downside risk

2.33

3.02

-0.69

Omega ratio

Gain probability vs. loss probability

1.30

1.43

-0.13

Calmar ratio

Return relative to maximum drawdown

4.14

5.65

-1.51

Martin ratio

Return relative to average drawdown

11.56

22.93

-11.37

SOXL.L vs. FSELX - Sharpe Ratio Comparison

The current SOXL.L Sharpe Ratio is 1.62, which is lower than the FSELX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of SOXL.L and FSELX, 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.LFSELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

2.40

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.50

-0.71

Correlation

The correlation between SOXL.L and FSELX is 0.67, 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. FSELX - Dividend Comparison

SOXL.L has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 10.36%.


TTM20252024202320222021202020192018201720162015
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
10.36%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%

Drawdowns

SOXL.L vs. FSELX - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than FSELX's maximum drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for SOXL.L and FSELX.


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Drawdown Indicators


SOXL.LFSELXDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-82.54%

-13.12%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-17.23%

-42.32%

Max Drawdown (5Y)

Largest decline over 5 years

-46.37%

Max Drawdown (10Y)

Largest decline over 10 years

-46.37%

Current Drawdown

Current decline from peak

-66.20%

-8.22%

-57.98%

Average Drawdown

Average peak-to-trough decline

-64.19%

-28.82%

-35.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

4.24%

+14.39%

Volatility

SOXL.L vs. FSELX - Volatility Comparison

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a higher volatility of 45.32% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 12.78%. This indicates that SOXL.L's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXL.LFSELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.32%

12.78%

+32.54%

Volatility (6M)

Calculated over the trailing 6-month period

97.24%

25.83%

+71.41%

Volatility (1Y)

Calculated over the trailing 1-year period

136.74%

41.39%

+95.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.73%

38.69%

+93.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.73%

34.78%

+96.95%