SOXL vs. USA
Compare and contrast key facts about Direxion Daily Semiconductor Bull 3x Shares (SOXL) and Liberty All-Star Equity Fund (USA).
SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.
Performance
SOXL vs. USA - Performance Comparison
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SOXL vs. USA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3x Shares | 25.51% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
USA Liberty All-Star Equity Fund | -8.87% | 0.09% | 20.81% | 23.17% | -25.20% | 33.76% | 12.89% | 39.70% | -5.06% | 34.66% |
Returns By Period
In the year-to-date period, SOXL achieves a 25.51% return, which is significantly higher than USA's -8.87% return. Over the past 10 years, SOXL has outperformed USA with an annualized return of 41.63%, while USA has yielded a comparatively lower 11.67% annualized return.
SOXL
- 1D
- 0.94%
- 1M
- -6.84%
- YTD
- 25.51%
- 6M
- 37.98%
- 1Y
- 363.91%
- 3Y*
- 44.58%
- 5Y*
- 5.09%
- 10Y*
- 41.63%
USA
- 1D
- -1.24%
- 1M
- -7.02%
- YTD
- -8.87%
- 6M
- -9.06%
- 1Y
- -3.25%
- 3Y*
- 6.62%
- 5Y*
- 3.48%
- 10Y*
- 11.67%
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Return for Risk
SOXL vs. USA — Risk / Return Rank
SOXL
USA
SOXL vs. USA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3x Shares (SOXL) and Liberty All-Star Equity Fund (USA). 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 | USA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | -0.36 | +2.26 |
Sortino ratioReturn per unit of downside risk | 2.45 | -0.40 | +2.84 |
Omega ratioGain probability vs. loss probability | 1.35 | 0.95 | +0.40 |
Calmar ratioReturn relative to maximum drawdown | 4.71 | -0.40 | +5.11 |
Martin ratioReturn relative to average drawdown | 14.21 | -1.08 | +15.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SOXL | USA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | -0.36 | +2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.17 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.52 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.33 | +0.03 |
Correlation
The correlation between SOXL and USA is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SOXL vs. USA - Dividend Comparison
SOXL's dividend yield for the trailing twelve months is around 0.15%, less than USA's 12.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
USA Liberty All-Star Equity Fund | 12.23% | 10.67% | 10.22% | 9.56% | 12.11% | 9.67% | 9.13% | 9.75% | 12.64% | 8.89% | 9.30% | 9.53% |
Drawdowns
SOXL vs. USA - Drawdown Comparison
The maximum SOXL drawdown since its inception was -90.46%, which is greater than USA's maximum drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for SOXL and USA.
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Drawdown Indicators
| SOXL | USA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -69.15% | -21.31% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -15.28% | -28.19% |
Max Drawdown (5Y)Largest decline over 5 years | -90.46% | -34.05% | -56.41% |
Max Drawdown (10Y)Largest decline over 10 years | -90.46% | -47.07% | -43.39% |
Current DrawdownCurrent decline from peak | -26.59% | -13.76% | -12.83% |
Average DrawdownAverage peak-to-trough decline | -35.33% | -11.53% | -23.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.32% | 5.70% | +10.62% |
Volatility
SOXL vs. USA - Volatility Comparison
Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a higher volatility of 37.87% compared to Liberty All-Star Equity Fund (USA) at 5.55%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXL | USA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.87% | 5.55% | +32.32% |
Volatility (6M)Calculated over the trailing 6-month period | 79.76% | 10.58% | +69.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 119.50% | 17.43% | +102.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.36% | 20.72% | +84.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.70% | 22.54% | +75.16% |