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

Performance

SOXL.L vs. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.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 MSTI.L's -53.45% return.


SOXL.L

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

MSTI.L

1D
-2.23%
1M
-37.01%
YTD
-53.45%
6M
-57.84%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between SOXL.L and MSTI.L is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 1, 2025

0.27

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Return for Risk

SOXL.L vs. MSTI.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

MSTI.L
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. MSTI.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 IncomeShares Microstrategy (MSTR) Options ETP (MSTI.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.LMSTI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.66

Calmar ratioReturn relative to maximum drawdown

50.03

Martin ratioReturn relative to average drawdown

151.14

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


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Sharpe Ratios by Period


SOXL.LMSTI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

19.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

-1.35

+2.06

Drawdowns

SOXL.L vs. MSTI.L - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than MSTI.L's maximum drawdown of -84.74%. Use the drawdown chart below to compare losses from any high point for SOXL.L and MSTI.L.


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Drawdown Indicators


SOXL.LMSTI.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-84.74%

-10.92%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

Current Drawdown

Current decline from peak

0.00%

-84.74%

+84.74%

Average Drawdown

Average peak-to-trough decline

-60.72%

-52.60%

-8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.23%

Volatility

SOXL.L vs. MSTI.L - Volatility Comparison


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Volatility by Period


SOXL.LMSTI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

56.48%

Volatility (6M)

Calculated over the trailing 6-month period

103.64%

Volatility (1Y)

Calculated over the trailing 1-year period

136.05%

62.54%

+73.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.50%

62.54%

+74.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.50%

62.54%

+74.96%

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

SOXL.L has a 0.75% expense ratio, which is higher than MSTI.L's 0.55% expense ratio.


Dividends

SOXL.L vs. MSTI.L - Dividend Comparison

SOXL.L has not paid dividends to shareholders, while MSTI.L's dividend yield for the trailing twelve months is around 1.45%.


Frequently Asked Questions


SOXL.L and MSTI.L have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MSTI.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSTI.L is cheaper with a 0.55% expense ratio, compared with 0.75% for SOXL.L.

SOXL.L is categorized as Leveraged Equities, while MSTI.L is Derivative Income. Their fees differ too: 0.75% for SOXL.L and 0.55% for MSTI.L.

Portfolio Optimizer

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