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SOXL vs. GLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXL vs. GLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bull 3X ETF (SOXL) and SPDR Gold Shares (GLD). 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 achieves a 458.36% return, which is significantly higher than GLD's -2.47% return. Over the past 10 years, SOXL has outperformed GLD with an annualized return of 63.20%, while GLD has yielded a comparatively lower 12.15% annualized return.


SOXL

1D
4.77%
1M
42.94%
YTD
458.36%
6M
462.65%
1Y
1,075.10%
3Y*
110.81%
5Y*
43.69%
10Y*
63.20%

GLD

1D
0.06%
1M
-7.37%
YTD
-2.47%
6M
-2.25%
1Y
22.21%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL vs. GLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXL
Direxion Daily Semiconductor Bull 3X ETF
458.36%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%

Correlation

The correlation between SOXL and GLD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

0.03

The correlation between SOXL and GLD shifts across timeframes, from 0.03 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SOXL vs. GLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SOXL
SOXL Risk / Return Rank: 9797
Overall Rank
SOXL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXL Omega Ratio Rank: 9494
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9898
Martin Ratio Rank

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
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 vs. GLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and SPDR Gold Shares (GLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SOXLGLDDifference
Sharpe ratioReturn per unit of total volatility

+8.11

Sortino ratioReturn per unit of downside risk

+3.00

Omega ratioGain probability vs. loss probability

1.60

1.18

+0.42

Calmar ratioReturn relative to maximum drawdown

22.91

0.98

+21.93

Martin ratioReturn relative to average drawdown

74.51

2.81

+71.70

SOXL vs. GLD - Sharpe Ratio Comparison

The current SOXL Sharpe Ratio is 8.99, which is higher than the GLD Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of SOXL and GLD, 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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Drawdowns

SOXL vs. GLD - Drawdown Comparison

The maximum SOXL drawdown since its inception was -90.46%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for SOXL and GLD.


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Drawdown Indicators


SOXLGLDDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-45.56%

-44.90%

Max Drawdown (1Y)

Largest decline over 1 year

-43.47%

-24.46%

-19.01%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

-24.46%

-63.42%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

-24.46%

-66.00%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

-24.46%

-66.00%

Current Drawdown

Current decline from peak

-16.35%

-22.05%

+5.70%

Average Drawdown

Average peak-to-trough decline

-34.99%

-16.16%

-18.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.35%

8.49%

+4.86%

Volatility

SOXL vs. GLD - Volatility Comparison

Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 58.17% compared to SPDR Gold Shares (GLD) at 7.79%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXLGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.17%

7.79%

+50.38%

Volatility (6M)

Calculated over the trailing 6-month period

93.93%

24.10%

+69.83%

Volatility (1Y)

Calculated over the trailing 1-year period

110.81%

27.37%

+83.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.96%

18.22%

+90.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.99%

16.08%

+83.91%

SOXL vs. GLD - Expense Ratio Comparison

SOXL has a 0.75% expense ratio, which is higher than GLD's 0.40% expense ratio.


Dividends

SOXL vs. GLD - Dividend Comparison

SOXL's dividend yield for the trailing twelve months is around 0.03%, while GLD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GLD
SPDR Gold Shares
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 ETF
0.03%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%

Frequently Asked Questions


SOXL and GLD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (58.17%) compared to GLD (7.79%). In terms of maximum drawdown, SOXL dropped -90.46% vs GLD's -45.56%.

On 10-year performance, SOXL leads with 63.20% vs 12.15% for GLD. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 7.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXL has performed better with a 63.20% return vs 12.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 0.75% for SOXL.

SOXL has the higher dividend yield at 0.03%, compared with 0.00% for GLD.

SOXL is categorized as Leveraged Equities, while GLD is Gold. SOXL tracks ICE Semiconductor Index, while GLD tracks LBMA Gold Price PM. They also come from different issuers: Direxion and State Street. Their fees differ too: 0.75% for SOXL and 0.40% for GLD.

SOXL currently has the higher Sharpe Ratio (8.99 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SOXL and GLD

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