SOXL vs. XDQQ
Compare and contrast key facts about Direxion Daily Semiconductor Bull 3x Shares (SOXL) and Innovator Growth Accelerated ETF - Quarterly (XDQQ).
SOXL and XDQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. XDQQ is an actively managed fund by Innovator. It was launched on Apr 1, 2021.
Performance
SOXL vs. XDQQ - Performance Comparison
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SOXL vs. XDQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3x Shares | 25.51% | 54.91% | -12.31% | 226.98% | -85.66% | 60.40% |
XDQQ Innovator Growth Accelerated ETF - Quarterly | -5.48% | 13.75% | 31.47% | 30.15% | -33.74% | 18.29% |
Returns By Period
In the year-to-date period, SOXL achieves a 25.51% return, which is significantly higher than XDQQ's -5.48% return.
SOXL
- 1D
- 0.94%
- 1M
- -1.25%
- YTD
- 25.51%
- 6M
- 34.98%
- 1Y
- 225.54%
- 3Y*
- 44.58%
- 5Y*
- 5.09%
- 10Y*
- 41.63%
XDQQ
- 1D
- 1.03%
- 1M
- -5.50%
- YTD
- -5.48%
- 6M
- -1.65%
- 1Y
- 16.74%
- 3Y*
- 17.89%
- 5Y*
- —
- 10Y*
- —
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SOXL vs. XDQQ - Expense Ratio Comparison
SOXL has a 0.99% expense ratio, which is higher than XDQQ's 0.79% expense ratio.
Return for Risk
SOXL vs. XDQQ — Risk / Return Rank
SOXL
XDQQ
SOXL vs. XDQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3x Shares (SOXL) and Innovator Growth Accelerated ETF - Quarterly (XDQQ). 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 | XDQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.78 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.27 | +1.17 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 4.71 | 1.38 | +3.33 |
Martin ratioReturn relative to average drawdown | 14.21 | 6.03 | +8.18 |
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 | XDQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.78 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.38 | -0.02 |
Correlation
The correlation between SOXL and XDQQ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SOXL vs. XDQQ - Dividend Comparison
SOXL's dividend yield for the trailing twelve months is around 0.15%, while XDQQ has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XDQQ Innovator Growth Accelerated ETF - Quarterly | 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. XDQQ - Drawdown Comparison
The maximum SOXL drawdown since its inception was -90.46%, which is greater than XDQQ's maximum drawdown of -35.63%. Use the drawdown chart below to compare losses from any high point for SOXL and XDQQ.
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Drawdown Indicators
| SOXL | XDQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -35.63% | -54.83% |
Max Drawdown (1Y)Largest decline over 1 year | -43.47% | -12.64% | -30.83% |
Max Drawdown (5Y)Largest decline over 5 years | -90.46% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -90.46% | — | — |
Current DrawdownCurrent decline from peak | -26.59% | -7.84% | -18.75% |
Average DrawdownAverage peak-to-trough decline | -35.33% | -11.14% | -24.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.32% | 2.88% | +13.44% |
Volatility
SOXL vs. XDQQ - Volatility Comparison
Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a higher volatility of 37.87% compared to Innovator Growth Accelerated ETF - Quarterly (XDQQ) at 7.13%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than XDQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXL | XDQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.87% | 7.13% | +30.74% |
Volatility (6M)Calculated over the trailing 6-month period | 79.76% | 12.80% | +66.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 119.50% | 21.42% | +98.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.36% | 19.95% | +85.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.70% | 19.95% | +77.75% |