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SOXL vs. VTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SOXL vs. VTI

Last updated Jun 14, 2026

SOXL (Direxion Daily Semiconductor Bull 3X ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - SOXL is a Leveraged Equities fund tracking the ICE Semiconductor Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, SOXL returned 63.20%/yr vs 15.02%/yr for VTI. A 0.78 correlation means they provide meaningful diversification when combined. SOXL charges 0.75%/yr vs 0.03%/yr for VTI.

Performance

SOXL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bull 3X ETF (SOXL) and Vanguard Total Stock Market ETF (VTI). 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 VTI's 9.62% return. Over the past 10 years, SOXL has outperformed VTI with an annualized return of 63.20%, while VTI has yielded a comparatively lower 15.02% 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%

VTI

1D
0.57%
1M
1.00%
YTD
9.62%
6M
9.69%
1Y
26.27%
3Y*
20.60%
5Y*
12.20%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXL vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF		9.62%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Correlation

The correlation between SOXL and VTI is 0.73, 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

0.73

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

0.76

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

0.80

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

0.78

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

0.78

The correlation between SOXL and VTI has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.

SOXL vs. VTI - Sectors Allocation Comparison

Sectors
SOXL
VTI

Technology

100.0%
33.3%

Basic Materials

-

2.0%

Communication Services

-

10.1%

Consumer Cyclical

-

9.8%

Consumer Defensive

-

4.7%

Energy

-

3.8%

Financial Services

-

11.9%

Healthcare

-

9.1%

Industrials

-

9.5%

Real Estate

-

2.4%

Utilities

-

2.7%

Technology

SOXL
100.0%
VTI
33.3%

Basic Materials

SOXL

-

VTI
2.0%

Communication Services

SOXL

-

VTI
10.1%

Consumer Cyclical

SOXL

-

VTI
9.8%

Consumer Defensive

SOXL

-

VTI
4.7%

Energy

SOXL

-

VTI
3.8%

Financial Services

SOXL

-

VTI
11.9%

Healthcare

SOXL

-

VTI
9.1%

Industrials

SOXL

-

VTI
9.5%

Real Estate

SOXL

-

VTI
2.4%

Utilities

SOXL

-

VTI
2.7%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Direxion Daily Semiconductor Bull 3X ETF

Vanguard Total Stock Market ETF

Often compared with SOXL:
SOXL vs. TQQQSOXL vs. SOXXSOXL vs. SOXSSOXL vs. USDSOXL vs. TECLSOXL vs. NVDLSOXL vs. SPY
Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ

Return for Risk

SOXL vs. VTI — 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
VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
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. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3X ETF (SOXL) and Vanguard Total Stock Market ETF (VTI). 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.

SOXLVTIDifference
Sharpe ratioReturn per unit of total volatility
8.99
1.97

+7.02

Sortino ratioReturn per unit of downside risk
4.23
2.67

+1.56

Omega ratioGain probability vs. loss probability

1.60

1.35

+0.25

Calmar ratioReturn relative to maximum drawdown

22.91

2.79

+20.12

Martin ratioReturn relative to average drawdown

74.51

12.52

+61.99

SOXL vs. VTI - Sharpe Ratio Comparison

The current SOXL Sharpe Ratio is 8.99, which is higher than the VTI Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SOXL and VTI, 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. VTI - Drawdown Comparison

The maximum SOXL drawdown since its inception was -90.46%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for SOXL and VTI.

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Drawdown Indicators

SOXLVTIDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-55.45%

-35.01%

Max Drawdown (1Y)

Largest decline over 1 year

-43.47%

-8.92%

-34.55%

Max Drawdown (3Y)

Largest decline over 3 years

-87.88%

-19.30%

-68.58%

Max Drawdown (5Y)

Largest decline over 5 years

-90.46%

-25.36%

-65.10%

Max Drawdown (10Y)

Largest decline over 10 years

-90.46%

-35.00%

-55.46%

Current Drawdown

Current decline from peak

-16.35%

-2.14%

-14.21%

Average Drawdown

Average peak-to-trough decline

-34.99%

-8.02%

-26.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.35%

1.99%

+11.36%

Volatility

SOXL vs. VTI - Volatility Comparison

Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a higher volatility of 58.17% compared to Vanguard Total Stock Market ETF (VTI) at 4.50%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SOXLVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

58.17%

4.50%

+53.67%

Volatility (6M)

Calculated over the trailing 6-month period

93.93%

9.82%

+84.11%

Volatility (1Y)

Calculated over the trailing 1-year period

110.81%

12.64%

+98.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

108.96%

17.47%

+91.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

99.99%

18.33%

+81.66%

SOXL vs. VTI - Expense Ratio Comparison

SOXL has a 0.75% expense ratio, which is higher than VTI's 0.03% expense ratio.

Dividends

SOXL vs. VTI - Dividend Comparison

SOXL's dividend yield for the trailing twelve months is around 0.03%, less than VTI's 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
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%0.00%
VTI
Vanguard Total Stock Market ETF		1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Frequently Asked Questions

SOXL and VTI 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 (58.17%) compared to VTI (4.50%). In terms of maximum drawdown, SOXL dropped -90.46% vs VTI's -55.45%.

On 10-year performance, SOXL leads with 63.20% vs 15.02% for VTI. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. 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 15.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTI is cheaper with a 0.03% expense ratio, compared with 0.75% for SOXL.

VTI has the higher dividend yield at 1.03%, compared with 0.03% for SOXL.

SOXL is categorized as Leveraged Equities, while VTI is Large Cap Blend Equities. SOXL tracks ICE Semiconductor Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Direxion and Vanguard. Their fees differ too: 0.75% for SOXL and 0.03% for VTI.

SOXL currently has the higher Sharpe Ratio (8.99 vs 1.97), 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.

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