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SOXL vs. WTIU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SOXL vs. WTIU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bull 3x Shares (SOXL) and MicroSectors Energy 3X Leveraged ETN (WTIU). The values are adjusted to include any dividend payments, if applicable.

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SOXL vs. WTIU - Yearly Performance Comparison


2026 (YTD)202520242023
SOXL
Direxion Daily Semiconductor Bull 3x Shares
24.34%54.91%-12.31%80.27%
WTIU
MicroSectors Energy 3X Leveraged ETN
113.23%-17.13%-29.63%-28.42%

Returns By Period

In the year-to-date period, SOXL achieves a 24.34% return, which is significantly lower than WTIU's 113.23% return.


SOXL

1D
9.08%
1M
-16.73%
YTD
24.34%
6M
41.78%
1Y
228.78%
3Y*
42.83%
5Y*
4.90%
10Y*
41.10%

WTIU

1D
-11.84%
1M
17.12%
YTD
113.23%
6M
89.84%
1Y
46.84%
3Y*
2.42%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SOXL vs. WTIU - Expense Ratio Comparison

SOXL has a 0.99% expense ratio, which is higher than WTIU's 0.95% expense ratio.


Return for Risk

SOXL vs. WTIU — Risk / Return Rank

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

SOXL
SOXL Risk / Return Rank: 9090
Overall Rank
SOXL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SOXL Sortino Ratio Rank: 8888
Sortino Ratio Rank
SOXL Omega Ratio Rank: 8686
Omega Ratio Rank
SOXL Calmar Ratio Rank: 9696
Calmar Ratio Rank
SOXL Martin Ratio Rank: 9393
Martin Ratio Rank

WTIU
WTIU Risk / Return Rank: 3434
Overall Rank
WTIU Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
WTIU Sortino Ratio Rank: 4242
Sortino Ratio Rank
WTIU Omega Ratio Rank: 4343
Omega Ratio Rank
WTIU Calmar Ratio Rank: 3535
Calmar Ratio Rank
WTIU Martin Ratio Rank: 2323
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. WTIU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3x Shares (SOXL) and MicroSectors Energy 3X Leveraged ETN (WTIU). 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.


SOXLWTIUDifference

Sharpe ratio

Return per unit of total volatility

1.93

0.58

+1.35

Sortino ratio

Return per unit of downside risk

2.46

1.22

+1.24

Omega ratio

Gain probability vs. loss probability

1.35

1.18

+0.18

Calmar ratio

Return relative to maximum drawdown

4.64

0.92

+3.73

Martin ratio

Return relative to average drawdown

14.09

1.71

+12.39

SOXL vs. WTIU - Sharpe Ratio Comparison

The current SOXL Sharpe Ratio is 1.93, which is higher than the WTIU Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of SOXL and WTIU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SOXLWTIUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

0.58

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

-0.05

+0.41

Correlation

The correlation between SOXL and WTIU is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

SOXL vs. WTIU - Dividend Comparison

SOXL's dividend yield for the trailing twelve months is around 0.15%, while WTIU has not paid dividends to shareholders.


TTM2025202420232022202120202019201820172016
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%
WTIU
MicroSectors Energy 3X Leveraged ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SOXL vs. WTIU - Drawdown Comparison

The maximum SOXL drawdown since its inception was -90.46%, which is greater than WTIU's maximum drawdown of -75.73%. Use the drawdown chart below to compare losses from any high point for SOXL and WTIU.


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Drawdown Indicators


SOXLWTIUDifference

Max Drawdown

Largest peak-to-trough decline

-90.46%

-75.73%

-14.73%

Max Drawdown (1Y)

Largest decline over 1 year

-49.26%

-53.11%

+3.85%

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

-27.28%

-24.42%

-2.86%

Average Drawdown

Average peak-to-trough decline

-35.34%

-39.49%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

28.53%

-12.30%

Volatility

SOXL vs. WTIU - Volatility Comparison

Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a higher volatility of 38.35% compared to MicroSectors Energy 3X Leveraged ETN (WTIU) at 22.50%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than WTIU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXLWTIUDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.35%

22.50%

+15.85%

Volatility (6M)

Calculated over the trailing 6-month period

79.93%

46.56%

+33.37%

Volatility (1Y)

Calculated over the trailing 1-year period

119.50%

81.69%

+37.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.40%

69.54%

+35.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.72%

69.54%

+28.18%