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

Performance

SOXL.L vs. MUU - 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 Direxion Daily MU Bull 2X Shares (MUU). The values are adjusted to include any dividend payments, if applicable.

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SOXL.L vs. MUU - Yearly Performance Comparison


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
18.21%11.41%-35.83%
MUU
Direxion Daily MU Bull 2X Shares
41.27%599.03%-43.09%

Returns By Period

In the year-to-date period, SOXL.L achieves a 18.21% return, which is significantly lower than MUU's 41.27% return.


SOXL.L

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

MUU

1D
17.77%
1M
-25.73%
YTD
41.27%
6M
205.92%
1Y
904.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOXL.L vs. MUU - Expense Ratio Comparison

SOXL.L has a 0.75% expense ratio, which is lower than MUU's 1.06% expense ratio.


Return for Risk

SOXL.L vs. MUU — 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

MUU
MUU Risk / Return Rank: 9898
Overall Rank
MUU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MUU Sortino Ratio Rank: 9797
Sortino Ratio Rank
MUU Omega Ratio Rank: 9696
Omega Ratio Rank
MUU Calmar Ratio Rank: 9999
Calmar Ratio Rank
MUU Martin Ratio Rank: 9999
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. MUU - 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 Direxion Daily MU Bull 2X Shares (MUU). 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.LMUUDifference

Sharpe ratio

Return per unit of total volatility

1.62

7.00

-5.38

Sortino ratio

Return per unit of downside risk

2.33

3.86

-1.53

Omega ratio

Gain probability vs. loss probability

1.30

1.52

-0.22

Calmar ratio

Return relative to maximum drawdown

4.14

17.99

-13.85

Martin ratio

Return relative to average drawdown

11.56

50.69

-39.13

SOXL.L vs. MUU - Sharpe Ratio Comparison

The current SOXL.L Sharpe Ratio is 1.62, which is lower than the MUU Sharpe Ratio of 7.00. The chart below compares the historical Sharpe Ratios of SOXL.L and MUU, 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.LMUUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

7.00

-5.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

1.77

-1.98

Correlation

The correlation between SOXL.L and MUU is 0.59, 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. MUU - Dividend Comparison

SOXL.L has not paid dividends to shareholders, while MUU's dividend yield for the trailing twelve months is around 3.42%.


Drawdowns

SOXL.L vs. MUU - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than MUU's maximum drawdown of -75.07%. Use the drawdown chart below to compare losses from any high point for SOXL.L and MUU.


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Drawdown Indicators


SOXL.LMUUDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-75.07%

-20.59%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-52.72%

-6.83%

Current Drawdown

Current decline from peak

-66.20%

-38.92%

-27.28%

Average Drawdown

Average peak-to-trough decline

-64.19%

-25.08%

-39.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

18.71%

-0.08%

Volatility

SOXL.L vs. MUU - Volatility Comparison

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) and Direxion Daily MU Bull 2X Shares (MUU) have volatilities of 45.32% and 47.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXL.LMUUDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.32%

47.51%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

97.24%

99.28%

-2.04%

Volatility (1Y)

Calculated over the trailing 1-year period

136.74%

130.64%

+6.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.73%

127.68%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.73%

127.68%

+4.05%