SOXL vs. IUSQ.DE
SOXL (Direxion Daily Semiconductor Bull 3X ETF) and IUSQ.DE (iShares MSCI ACWI UCITS ETF (Acc)) are both exchange-traded funds - SOXL is a Leveraged Equities fund tracking the ICE Semiconductor Index, while IUSQ.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, SOXL returned 63.20%/yr vs 12.91%/yr for IUSQ.DE. At a 0.49 correlation, their price movements are largely independent. SOXL charges 0.75%/yr vs 0.20%/yr for IUSQ.DE.
Performance
SOXL vs. IUSQ.DE - Performance Comparison
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Different Trading Currencies
SOXL is traded in USD, while IUSQ.DE is traded in EUR. To make them comparable, the IUSQ.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SOXL achieves a 458.36% return, which is significantly higher than IUSQ.DE's 10.01% return. Over the past 10 years, SOXL has outperformed IUSQ.DE with an annualized return of 63.20%, while IUSQ.DE has yielded a comparatively lower 12.91% annualized return.
SOXL
- 1D
- 4.77%
- 1M
- 26.04%
- YTD
- 458.36%
- 6M
- 462.65%
- 1Y
- 1,075.10%
- 3Y*
- 110.81%
- 5Y*
- 43.69%
- 10Y*
- 63.20%
IUSQ.DE
- 1D
- 1.75%
- 1M
- -0.02%
- YTD
- 10.01%
- 6M
- 11.76%
- 1Y
- 26.66%
- 3Y*
- 19.85%
- 5Y*
- 11.00%
- 10Y*
- 12.91%
SOXL vs. IUSQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 10.01% | 23.07% | 17.40% | 22.32% | -18.34% | 18.95% | 15.19% | 27.40% | -10.39% | 24.57% |
Correlation
The correlation between SOXL and IUSQ.DE is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011 | 0.49 |
The correlation between SOXL and IUSQ.DE shifts across timeframes, from 0.49 (all time) to 0.60 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SOXL vs. IUSQ.DE — Risk / Return Rank
SOXL
IUSQ.DE
SOXL vs. IUSQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE). 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.
| SOXL | IUSQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.60 | 1.36 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 22.91 | 2.89 | +20.02 |
| Martin ratioReturn relative to average drawdown | 74.51 | 12.04 | +62.47 |
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Drawdowns
SOXL vs. IUSQ.DE - Drawdown Comparison
The maximum SOXL drawdown since its inception was -90.46%, which is greater than IUSQ.DE's maximum drawdown of -34.07%. Use the drawdown chart below to compare losses from any high point for SOXL and IUSQ.DE.
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Drawdown Indicators
| SOXL | IUSQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -34.07% | -56.39% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -8.85% | -34.62% |
Max Drawdown (3Y)Largest decline over 3 years | -87.88% | -17.48% | -70.40% |
Max Drawdown (5Y)Largest decline over 5 years | -90.46% | -26.08% | -64.38% |
Max Drawdown (10Y)Largest decline over 10 years | -90.46% | -34.07% | -56.39% |
Current DrawdownCurrent decline from peak | -16.35% | -1.91% | -14.44% |
Average DrawdownAverage peak-to-trough decline | -34.99% | -5.02% | -29.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.35% | 2.13% | +11.22% |
Volatility
SOXL vs. IUSQ.DE - Volatility Comparison
Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 58.17% compared to iShares MSCI ACWI UCITS ETF (Acc) (IUSQ.DE) at 3.93%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than IUSQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXL | IUSQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 58.17% | 3.93% | +54.24% |
Volatility (6M)Calculated over the trailing 6-month period | 93.93% | 9.72% | +84.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 110.81% | 12.49% | +98.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 108.96% | 15.50% | +93.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 99.99% | 15.92% | +84.07% |
SOXL vs. IUSQ.DE - Expense Ratio Comparison
SOXL has a 0.75% expense ratio, which is higher than IUSQ.DE's 0.20% expense ratio.
Dividends
SOXL vs. IUSQ.DE - Dividend Comparison
SOXL's dividend yield for the trailing twelve months is around 0.03%, while IUSQ.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
IUSQ.DE iShares MSCI ACWI UCITS ETF (Acc) | 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 IUSQ.DE have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSQ.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSQ.DE is cheaper with a 0.20% expense ratio, compared with 0.75% for SOXL.
SOXL is categorized as Leveraged Equities, while IUSQ.DE is Global Equities. SOXL tracks ICE Semiconductor Index, while IUSQ.DE tracks MSCI All Country World (ACWI). They also come from different issuers: Direxion and iShares. Their fees differ too: 0.75% for SOXL and 0.20% for IUSQ.DE.
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