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SOXL vs. PPFB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXL vs. PPFB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bull 3X ETF (SOXL) and iShares Physical Gold ETC (PPFB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOXL is traded in USD, while PPFB.DE is traded in EUR. To make them comparable, the PPFB.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 PPFB.DE's 1.54% 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%

PPFB.DE

1D
0.72%
1M
-4.62%
YTD
1.54%
6M
4.30%
1Y
30.61%
3Y*
31.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL vs. PPFB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SOXL
Direxion Daily Semiconductor Bull 3X ETF
458.36%54.91%-12.31%226.98%-85.66%72.57%
PPFB.DE
iShares Physical Gold ETC
1.54%68.33%26.50%12.88%1.14%-1.31%

Correlation

The correlation between SOXL and PPFB.DE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.11

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Return for Risk

SOXL vs. PPFB.DE — 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

PPFB.DE
PPFB.DE Risk / Return Rank: 3636
Overall Rank
PPFB.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
PPFB.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
PPFB.DE Omega Ratio Rank: 4040
Omega Ratio Rank
PPFB.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
PPFB.DE Martin Ratio Rank: 3232
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. PPFB.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 Physical Gold ETC (PPFB.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.


SOXLPPFB.DEDifference
Sharpe ratioReturn per unit of total volatility

+7.66

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.60

1.25

+0.35

Calmar ratioReturn relative to maximum drawdown

22.91

1.87

+21.04

Martin ratioReturn relative to average drawdown

74.51

4.78

+69.73

SOXL vs. PPFB.DE - Sharpe Ratio Comparison

The current SOXL Sharpe Ratio is 8.99, which is higher than the PPFB.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of SOXL and PPFB.DE, 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. PPFB.DE - Drawdown Comparison

The maximum SOXL drawdown since its inception was -90.46%, which is greater than PPFB.DE's maximum drawdown of -21.42%. Use the drawdown chart below to compare losses from any high point for SOXL and PPFB.DE.


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Drawdown Indicators


SOXLPPFB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-21.42%

-69.04%

Max Drawdown (1Y)

Largest decline over 1 year

-43.47%

-17.21%

-26.26%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

-17.21%

-70.67%

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

-16.35%

-15.63%

-0.72%

Average Drawdown

Average peak-to-trough decline

-34.99%

-5.42%

-29.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.35%

6.76%

+6.59%

Volatility

SOXL vs. PPFB.DE - Volatility Comparison

Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 58.17% compared to iShares Physical Gold ETC (PPFB.DE) at 5.67%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than PPFB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXLPPFB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.17%

5.67%

+52.50%

Volatility (6M)

Calculated over the trailing 6-month period

93.93%

21.08%

+72.85%

Volatility (1Y)

Calculated over the trailing 1-year period

110.81%

24.30%

+86.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.96%

17.39%

+91.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.99%

17.39%

+82.60%

SOXL vs. PPFB.DE - Expense Ratio Comparison

SOXL has a 0.75% expense ratio, which is higher than PPFB.DE's 0.12% expense ratio.


Dividends

SOXL vs. PPFB.DE - Dividend Comparison

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


PositionTTM2025202420232022202120202019201820172016
PPFB.DE
iShares Physical Gold ETC
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 PPFB.DE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PPFB.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PPFB.DE is cheaper with a 0.12% expense ratio, compared with 0.75% for SOXL.

SOXL is categorized as Leveraged Equities, while PPFB.DE is Gold. SOXL tracks ICE Semiconductor Index, while PPFB.DE tracks Gold. They also come from different issuers: Direxion and iShares. Their fees differ too: 0.75% for SOXL and 0.12% for PPFB.DE.

Portfolio Optimizer

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