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SOXS vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXS vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXS achieves a -91.17% return, which is significantly lower than SPXS's -23.70% return. Over the past 10 years, SOXS has underperformed SPXS with an annualized return of -78.06%, while SPXS has yielded a comparatively higher -41.22% annualized return.


SOXS

1D
0.65%
1M
20.33%
6M
-85.96%
YTD
-91.17%
1Y
-96.46%
3Y*
-84.46%
5Y*
-78.46%
10Y*
-78.06%
ALL TIME*
-70.81%

SPXS

1D
-2.06%
1M
-0.49%
6M
-20.89%
YTD
-23.70%
1Y
-41.03%
3Y*
-38.58%
5Y*
-32.70%
10Y*
-41.22%
ALL TIME*
-44.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$3.72B$3.43B$3.32B
$303.07M$277.28M$339.89M

SOXS vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-91.17%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-23.70%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between SOXS and SPXS is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.74

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.79

Correlation (10Y)
Provides a long-term view across more market conditions.

0.77

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

0.77

The correlation between SOXS and SPXS has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

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Return for Risk

SOXS vs. SPXS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 33
Sharpe Ratio Rank
SOXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SOXS Omega Ratio Rank: 00
Omega Ratio Rank
SOXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SOXS Martin Ratio Rank: 11
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 11
Overall Rank
SPXS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 22
Sortino Ratio Rank
SPXS Omega Ratio Rank: 22
Omega Ratio Rank
SPXS Calmar Ratio Rank: 22
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SOXS vs. SPXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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.


SOXSSPXSDifference
Sharpe ratioReturn per unit of total volatility

+0.27

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

0.74

0.84

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.98

-0.88

-0.11

Martin ratioReturn relative to average drawdown

-1.35

-1.43

+0.08

SOXS vs. SPXS - Sharpe Ratio Comparison

The current SOXS Sharpe Ratio is -0.73, which is comparable to the SPXS Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of SOXS and SPXS, 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

SOXS vs. SPXS - Drawdown Comparison

The maximum SOXS drawdown since its inception was -100.00%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SOXS and SPXS.


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Drawdown Indicators


SOXSSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-100.00%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-97.89%

-43.64%

-54.25%

Max Drawdown (3Y)

Largest decline over 3 years

-99.87%

-84.13%

-15.74%

Max Drawdown (5Y)

Largest decline over 5 years

-99.98%

-90.11%

-9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-99.56%

-0.44%

Current Drawdown

Current decline from peak

-100.00%

-100.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-92.65%

-96.31%

+3.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

71.27%

26.70%

+44.57%

Volatility

SOXS vs. SPXS - Volatility Comparison

Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 55.41% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 10.76%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXSSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

55.41%

10.76%

+44.65%

Volatility (6M)

Calculated over the trailing 6-month period

117.32%

30.49%

+86.83%

Volatility (1Y)

Calculated over the trailing 1-year period

132.87%

38.59%

+94.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.55%

50.77%

+63.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.76%

53.58%

+50.18%

SOXS vs. SPXS - Expense Ratio Comparison

Both SOXS and SPXS have an expense ratio of 1.08%.


Dividends

SOXS vs. SPXS - Dividend Comparison

SOXS's dividend yield for the trailing twelve months is around 41.84%, more than SPXS's 4.45% yield.


PositionTTM20252024202320222021202020192018
SOXS
Direxion Daily Semiconductor Bear 3x Shares
41.84%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.45%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%

Frequently Asked Questions


SOXS and SPXS have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (55.41%) compared to SPXS (10.76%). In terms of maximum drawdown, SOXS dropped -100.00% vs SPXS's -100.00%.

On 10-year performance, SPXS leads with -41.22% vs -78.06% for SOXS. Both ETFs have the same 1.08% expense ratio. On volatility, SPXS has been the lower-risk option at 10.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXS has performed better with a -41.22% return vs -78.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXS and SPXS have the same expense ratio: 1.08% per year.

SOXS has the higher dividend yield at 41.84%, compared with 4.45% for SPXS.

SOXS tracks PHLX Semiconductor Index (-300%), while SPXS tracks S&P 500 Index (-300%).

SOXS currently has the higher Sharpe Ratio (-0.73 vs -0.99), 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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