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

Performance

SOXL.L vs. NVDD.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 NVIDIA (NVDA) Options ETP GBP (NVDD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOXL.L is traded in USD, while NVDD.L is traded in GBp. To make them comparable, the NVDD.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOXL.L achieves a 798.38% return, which is significantly higher than NVDD.L's 2.09% return.


SOXL.L

1D
-9.76%
1M
108.32%
YTD
798.38%
6M
722.46%
1Y
2,188.86%
3Y*
5Y*
10Y*

NVDD.L

1D
1.03%
1M
2.95%
YTD
2.09%
6M
4.53%
1Y
35.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
798.38%11.41%-61.83%
NVDD.L
IncomeShares NVIDIA (NVDA) Options ETP GBP
2.09%28.80%4.16%

Correlation

The correlation between SOXL.L and NVDD.L is 0.58, 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

0.58

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.61

The correlation between SOXL.L and NVDD.L has been stable across timeframes, ranging from 0.58 to 0.61 - a consistent structural relationship.

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Return for Risk

SOXL.L vs. NVDD.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: 9292
Omega Ratio Rank
SOXL.L Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL.L Martin Ratio Rank: 9999
Martin Ratio Rank

NVDD.L
NVDD.L Risk / Return Rank: 3737
Overall Rank
NVDD.L Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
NVDD.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
NVDD.L Omega Ratio Rank: 3434
Omega Ratio Rank
NVDD.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
NVDD.L Martin Ratio Rank: 3535
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. NVDD.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 NVIDIA (NVDA) Options ETP GBP (NVDD.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.LNVDD.LDifference
Sharpe ratioReturn per unit of total volatility

+14.68

Sortino ratioReturn per unit of downside risk

+3.40

Omega ratioGain probability vs. loss probability

1.62

1.22

+0.41

Calmar ratioReturn relative to maximum drawdown

41.59

2.62

+38.97

Martin ratioReturn relative to average drawdown

125.57

5.94

+119.63

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

The current SOXL.L Sharpe Ratio is 15.90, which is higher than the NVDD.L Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of SOXL.L and NVDD.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.LNVDD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

15.90

1.22

+14.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.49

+0.15

Drawdowns

SOXL.L vs. NVDD.L - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than NVDD.L's maximum drawdown of -31.35%. Use the drawdown chart below to compare losses from any high point for SOXL.L and NVDD.L.


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Drawdown Indicators


SOXL.LNVDD.LDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-31.35%

-64.31%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-13.56%

-38.39%

Current Drawdown

Current decline from peak

-9.76%

-9.99%

+0.23%

Average Drawdown

Average peak-to-trough decline

-60.63%

-7.31%

-53.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.24%

6.00%

+11.24%

Volatility

SOXL.L vs. NVDD.L - Volatility Comparison

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a higher volatility of 57.30% compared to IncomeShares NVIDIA (NVDA) Options ETP GBP (NVDD.L) at 10.32%. This indicates that SOXL.L's price experiences larger fluctuations and is considered to be riskier than NVDD.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.LNVDD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

57.30%

10.32%

+46.98%

Volatility (6M)

Calculated over the trailing 6-month period

104.35%

20.05%

+84.30%

Volatility (1Y)

Calculated over the trailing 1-year period

136.04%

29.25%

+106.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

137.56%

37.07%

+100.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

137.56%

37.07%

+100.49%

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

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


Dividends

SOXL.L vs. NVDD.L - Dividend Comparison

SOXL.L has not paid dividends to shareholders, while NVDD.L's dividend yield for the trailing twelve months is around 35.08%.


PositionTTM20252024
NVDD.L
IncomeShares NVIDIA (NVDA) Options ETP GBP
35.08%44.17%13.80%
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
0.00%0.00%0.00%

Frequently Asked Questions


SOXL.L and NVDD.L have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

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

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