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

Performance

SOXL.L vs. SOXL - 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 Semiconductor Bull 3x Shares (SOXL). The values are adjusted to include any dividend payments, if applicable.

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SOXL.L vs. SOXL - Yearly Performance Comparison


2026 (YTD)20252024
SOXL.L
Leverage Shares 4x Long Semiconductors ETP Securities
18.21%11.41%-59.99%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
24.34%54.91%-38.90%

Returns By Period

In the year-to-date period, SOXL.L achieves a 18.21% return, which is significantly lower than SOXL's 24.34% return.


SOXL.L

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

SOXL

1D
9.08%
1M
-16.73%
YTD
24.34%
6M
41.78%
1Y
228.78%
3Y*
42.83%
5Y*
4.90%
10Y*
41.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOXL.L vs. SOXL - Expense Ratio Comparison

SOXL.L has a 0.75% expense ratio, which is lower than SOXL's 0.99% expense ratio.


Return for Risk

SOXL.L vs. SOXL — 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

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8686
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9393
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. SOXL - 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 Semiconductor Bull 3x Shares (SOXL). 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.LSOXLDifference

Sharpe ratio

Return per unit of total volatility

1.62

1.93

-0.31

Sortino ratio

Return per unit of downside risk

2.33

2.46

-0.12

Omega ratio

Gain probability vs. loss probability

1.30

1.35

-0.06

Calmar ratio

Return relative to maximum drawdown

4.14

4.64

-0.50

Martin ratio

Return relative to average drawdown

11.56

14.09

-2.54

SOXL.L vs. SOXL - Sharpe Ratio Comparison

The current SOXL.L Sharpe Ratio is 1.62, which is comparable to the SOXL Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of SOXL.L and SOXL, 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.LSOXLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

1.93

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.21

0.36

-0.57

Correlation

The correlation between SOXL.L and SOXL is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SOXL.L vs. SOXL - Dividend Comparison

SOXL.L has not paid dividends to shareholders, while SOXL's dividend yield for the trailing twelve months is around 0.15%.


TTM2025202420232022202120202019201820172016
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%
SOXL
Direxion Daily Semiconductor Bull 3x Shares
0.15%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Drawdowns

SOXL.L vs. SOXL - Drawdown Comparison

The maximum SOXL.L drawdown since its inception was -95.66%, which is greater than SOXL's maximum drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for SOXL.L and SOXL.


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Drawdown Indicators


SOXL.LSOXLDifference

Max Drawdown

Largest peak-to-trough decline

-95.66%

-90.46%

-5.20%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

-49.26%

-10.29%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

Current Drawdown

Current decline from peak

-66.20%

-27.28%

-38.92%

Average Drawdown

Average peak-to-trough decline

-64.19%

-35.34%

-28.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.63%

16.23%

+2.40%

Volatility

SOXL.L vs. SOXL - Volatility Comparison

Leverage Shares 4x Long Semiconductors ETP Securities (SOXL.L) has a higher volatility of 45.32% compared to Direxion Daily Semiconductor Bull 3x Shares (SOXL) at 38.35%. This indicates that SOXL.L's price experiences larger fluctuations and is considered to be riskier than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXL.LSOXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.32%

38.35%

+6.97%

Volatility (6M)

Calculated over the trailing 6-month period

97.24%

79.93%

+17.31%

Volatility (1Y)

Calculated over the trailing 1-year period

136.74%

119.50%

+17.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.73%

105.40%

+26.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

131.73%

97.72%

+34.01%