SOXL vs. XDSQ
Compare and contrast key facts about Direxion Daily Semiconductor Bull 3x Shares (SOXL) and Innovator US Equity Accelerated ETF (XDSQ).
SOXL and XDSQ 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. XDSQ is an actively managed fund by Innovator. It was launched on Apr 1, 2021.
Performance
SOXL vs. XDSQ - Performance Comparison
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SOXL vs. XDSQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SOXL Direxion Daily Semiconductor Bull 3x Shares | 24.34% | 54.91% | -12.31% | 226.98% | -85.66% | 60.40% |
XDSQ Innovator US Equity Accelerated ETF | -4.22% | 14.22% | 23.12% | 23.00% | -16.78% | 12.75% |
Returns By Period
In the year-to-date period, SOXL achieves a 24.34% return, which is significantly higher than XDSQ's -4.22% 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%
XDSQ
- 1D
- 0.71%
- 1M
- -5.75%
- YTD
- -4.22%
- 6M
- -0.33%
- 1Y
- 14.44%
- 3Y*
- 14.44%
- 5Y*
- —
- 10Y*
- —
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SOXL vs. XDSQ - Expense Ratio Comparison
SOXL has a 0.99% expense ratio, which is higher than XDSQ's 0.79% expense ratio.
Return for Risk
SOXL vs. XDSQ — Risk / Return Rank
SOXL
XDSQ
SOXL vs. XDSQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bull 3x Shares (SOXL) and Innovator US Equity Accelerated ETF (XDSQ). 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 | XDSQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 0.81 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.27 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 4.64 | 1.21 | +3.44 |
Martin ratioReturn relative to average drawdown | 14.09 | 5.87 | +8.23 |
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 | XDSQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 0.81 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.61 | -0.24 |
Correlation
The correlation between SOXL and XDSQ is 0.75, 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. XDSQ - Dividend Comparison
SOXL's dividend yield for the trailing twelve months is around 0.15%, while XDSQ 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% |
XDSQ Innovator US Equity Accelerated ETF | 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. XDSQ - Drawdown Comparison
The maximum SOXL drawdown since its inception was -90.46%, which is greater than XDSQ's maximum drawdown of -26.06%. Use the drawdown chart below to compare losses from any high point for SOXL and XDSQ.
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Drawdown Indicators
| SOXL | XDSQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.46% | -26.06% | -64.40% |
Max Drawdown (1Y)Largest decline over 1 year | -49.26% | -12.18% | -37.08% |
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 | -27.28% | -6.46% | -20.82% |
Average DrawdownAverage peak-to-trough decline | -35.34% | -5.08% | -30.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.23% | 2.50% | +13.73% |
Volatility
SOXL vs. XDSQ - Volatility Comparison
Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a higher volatility of 38.35% compared to Innovator US Equity Accelerated ETF (XDSQ) at 5.68%. This indicates that SOXL's price experiences larger fluctuations and is considered to be riskier than XDSQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOXL | XDSQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.35% | 5.68% | +32.67% |
Volatility (6M)Calculated over the trailing 6-month period | 79.93% | 9.63% | +70.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 119.50% | 17.99% | +101.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 105.40% | 15.32% | +90.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 97.72% | 15.32% | +82.40% |