SOXL.L vs. MSTI.L
SOXL.L (Leverage Shares 4x Long Semiconductors ETP Securities) and MSTI.L (IncomeShares Microstrategy (MSTR) Options ETP) are both exchange-traded funds - SOXL.L is a Leveraged Equities fund tracking the NYSE Semiconductor Index, while MSTI.L is a Derivative Income fund actively managed by Leverage Shares. SOXL.L is passively managed, while MSTI.L is actively managed. At a 0.27 correlation, their price movements are largely independent. SOXL.L charges 0.75%/yr vs 0.55%/yr for MSTI.L.
Performance
SOXL.L vs. MSTI.L - Performance Comparison
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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*
- —
SOXL.L vs. MSTI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOXL.L Leverage Shares 4x Long Semiconductors ETP Securities | 895.51% | 78.59% |
MSTI.L IncomeShares Microstrategy (MSTR) Options ETP | -53.45% | -61.38% |
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
SOXL.L
MSTI.L
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.L | MSTI.L | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOXL.L | MSTI.L | Difference | |
|---|---|---|---|
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.L | MSTI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.66% | -84.74% | -10.92% |
Max Drawdown (1Y)Largest decline over 1 year | -51.95% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -84.74% | +84.74% |
Average DrawdownAverage peak-to-trough decline | -60.72% | -52.60% | -8.12% |
Ulcer IndexDepth 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.L | MSTI.L | Difference | |
|---|---|---|---|
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%.
| Position | TTM | 2025 |
|---|---|---|
MSTI.L IncomeShares Microstrategy (MSTR) Options ETP | 1.45% | 0.16% |
SOXL.L Leverage Shares 4x Long Semiconductors ETP Securities | 0.00% | 0.00% |
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.
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