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SOXL vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXL vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bull 3X ETF (SOXL) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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 239.00% return, which is significantly higher than SPXS's -24.88% return. Over the past 10 years, SOXL has outperformed SPXS with an annualized return of 53.10%, while SPXS has yielded a comparatively lower -41.24% annualized return.


SOXL

1D
-13.94%
1M
-37.01%
6M
145.32%
YTD
239.00%
1Y
427.27%
3Y*
72.95%
5Y*
31.92%
10Y*
53.10%

SPXS

1D
1.67%
1M
-0.21%
6M
-21.79%
YTD
-24.88%
1Y
-41.05%
3Y*
-39.52%
5Y*
-33.62%
10Y*
-41.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXL
Direxion Daily Semiconductor Bull 3X ETF
239.00%54.91%-12.31%226.98%-85.66%118.84%70.04%231.83%-39.07%141.71%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-24.88%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between SOXL and SPXS is -0.73, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.73

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

-0.76

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

-0.79

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

-0.77

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

-0.77

The correlation between SOXL and SPXS has been stable across timeframes, ranging from -0.79 to -0.73 - a consistent structural relationship.

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Return for Risk

SOXL vs. SPXS — Risk / Return Rank

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

SOXL
SOXL Risk / Return Rank: 9191
Overall Rank
SOXL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8181
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8484
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9696
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 11
Sortino Ratio Rank
SPXS Omega Ratio Rank: 11
Omega Ratio Rank
SPXS Calmar Ratio Rank: 11
Calmar Ratio Rank
SPXS Martin Ratio Rank: 00
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. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


SOXLSPXSDifference
Sharpe ratioReturn per unit of total volatility

+4.54

Sortino ratioReturn per unit of downside risk

+4.58

Omega ratioGain probability vs. loss probability

1.40

0.82

+0.58

Calmar ratioReturn relative to maximum drawdown

8.19

-0.94

+9.13

Martin ratioReturn relative to average drawdown

26.43

-1.62

+28.05

SOXL vs. SPXS - Sharpe Ratio Comparison

The current SOXL Sharpe Ratio is 3.45, which is higher than the SPXS Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of SOXL and SPXS, 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. SPXS - Drawdown Comparison

The maximum SOXL drawdown since its inception was -90.46%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SOXL and SPXS.


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Drawdown Indicators


SOXLSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-100.00%

+9.54%

Max Drawdown (1Y)

Largest decline over 1 year

-52.63%

-43.64%

-8.99%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

-84.13%

-3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

-90.11%

-0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

-99.56%

+9.10%

Current Drawdown

Current decline from peak

-52.63%

-100.00%

+47.37%

Average Drawdown

Average peak-to-trough decline

-34.95%

-96.31%

+61.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.27%

25.40%

-9.13%

Volatility

SOXL vs. SPXS - Volatility Comparison

Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 60.71% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 10.70%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXLSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.71%

10.70%

+50.01%

Volatility (6M)

Calculated over the trailing 6-month period

109.63%

30.07%

+79.56%

Volatility (1Y)

Calculated over the trailing 1-year period

124.91%

37.65%

+87.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

112.01%

50.74%

+61.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.43%

53.50%

+47.93%

SOXL vs. SPXS - Expense Ratio Comparison

SOXL has a 0.75% expense ratio, which is lower than SPXS's 1.08% expense ratio.


Dividends

SOXL vs. SPXS - Dividend Comparison

SOXL's dividend yield for the trailing twelve months is around 0.01%, less than SPXS's 4.52% yield.


PositionTTM2025202420232022202120202019201820172016
SOXL
Direxion Daily Semiconductor Bull 3X ETF
0.01%0.34%1.18%0.51%1.07%0.04%0.05%0.38%1.30%0.09%4.84%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.52%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%0.00%

Frequently Asked Questions


SOXL and SPXS have a correlation of -0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXL has higher volatility (60.71%) compared to SPXS (10.70%). In terms of maximum drawdown, SOXL dropped -90.46% vs SPXS's -100.00%.

On 10-year performance, SOXL leads with 53.10% vs -41.24% for SPXS. On fees, SOXL is cheaper at 0.75% per year. On volatility, SPXS has been the lower-risk option at 10.70%. 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 53.10% return vs -41.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXL is cheaper with a 0.75% expense ratio, compared with 1.08% for SPXS.

SPXS has the higher dividend yield at 4.52%, compared with 0.01% for SOXL.

SOXL is categorized as Leveraged Equities, while SPXS is Inverse Equities. SOXL tracks ICE Semiconductor Index, while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 0.75% for SOXL and 1.08% for SPXS.

SOXL currently has the higher Sharpe Ratio (3.45 vs -1.09), 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 SPXS

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