SOXS vs. VOO
Compare and contrast key facts about Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Vanguard S&P 500 ETF (VOO).
SOXS and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOXS is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (-300%). It was launched on Mar 11, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SOXS and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SOXS or VOO.
Performance
SOXS vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SOXS achieves a -57.41% return, which is significantly lower than VOO's 25.48% return. Over the past 10 years, SOXS has underperformed VOO with an annualized return of -65.58%, while VOO has yielded a comparatively higher 13.15% annualized return.
SOXS
-57.41%
18.55%
-12.49%
-68.61%
-76.26%
-65.58%
VOO
25.48%
0.99%
11.84%
31.84%
15.62%
13.15%
Key characteristics
| SOXS | VOO | |
|---|---|---|
| Sharpe Ratio | -0.68 | 2.69 |
| Sortino Ratio | -0.95 | 3.59 |
| Omega Ratio | 0.89 | 1.50 |
| Calmar Ratio | -0.70 | 3.89 |
| Martin Ratio | -1.12 | 17.64 |
| Ulcer Index | 62.37% | 1.86% |
| Daily Std Dev | 102.45% | 12.20% |
| Max Drawdown | -100.00% | -33.99% |
| Current Drawdown | -100.00% | -1.40% |
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SOXS vs. VOO - Expense Ratio Comparison
SOXS has a 1.08% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between SOXS and VOO is -0.56. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
SOXS vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SOXS vs. VOO - Dividend Comparison
SOXS's dividend yield for the trailing twelve months is around 6.75%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXS Direxion Daily Semiconductor Bear 3x Shares | 6.75% | 9.21% | 0.19% | 0.00% | 3.55% | 2.32% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SOXS vs. VOO - Drawdown Comparison
The maximum SOXS drawdown since its inception was -100.00%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SOXS and VOO. For additional features, visit the drawdowns tool.
Volatility
SOXS vs. VOO - Volatility Comparison
Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 26.11% compared to Vanguard S&P 500 ETF (VOO) at 4.10%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.