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SOXS vs. XEH.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXS vs. XEH.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductor Bear 3x Shares (SOXS) and iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOXS is traded in USD, while XEH.TO is traded in CAD. To make them comparable, the XEH.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOXS achieves a -93.64% return, which is significantly lower than XEH.TO's 6.87% return. Over the past 10 years, SOXS has underperformed XEH.TO with an annualized return of -79.51%, while XEH.TO has yielded a comparatively higher 9.61% annualized return.


SOXS

1D
-16.31%
1M
-57.20%
YTD
-93.64%
6M
-93.96%
1Y
-97.98%
3Y*
-86.94%
5Y*
-80.55%
10Y*
-79.51%

XEH.TO

1D
0.41%
1M
3.05%
YTD
6.87%
6M
8.57%
1Y
15.91%
3Y*
11.57%
5Y*
6.47%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXS vs. XEH.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-93.64%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
6.87%26.19%-0.69%18.69%-13.77%21.84%0.02%31.73%-16.65%24.07%

Correlation

The correlation between SOXS and XEH.TO is -0.43, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.43

Correlation (3Y)
Calculated over the trailing 3-year period

-0.43

Correlation (5Y)
Calculated over the trailing 5-year period

-0.46

Correlation (10Y)
Calculated over the trailing 10-year period

-0.45

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2014

-0.46

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Return for Risk

SOXS vs. XEH.TO — Risk / Return Rank

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

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
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

XEH.TO
XEH.TO Risk / Return Rank: 4646
Overall Rank
XEH.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XEH.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
XEH.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XEH.TO Martin Ratio Rank: 4949
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.

SOXS vs. XEH.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO). 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.


SOXSXEH.TODifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-5.37

Omega ratioGain probability vs. loss probability

0.60

1.21

-0.61

Calmar ratioReturn relative to maximum drawdown

-1.00

1.48

-2.49

Martin ratioReturn relative to average drawdown

-1.47

5.68

-7.15

SOXS vs. XEH.TO - Sharpe Ratio Comparison

The current SOXS Sharpe Ratio is -0.87, which is lower than the XEH.TO Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of SOXS and XEH.TO, 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. XEH.TO - Drawdown Comparison

The maximum SOXS drawdown since its inception was -100.00%, which is greater than XEH.TO's maximum drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for SOXS and XEH.TO.


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Drawdown Indicators


SOXSXEH.TODifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-40.46%

-59.54%

Max Drawdown (1Y)

Largest decline over 1 year

-97.85%

-10.77%

-87.08%

Max Drawdown (3Y)

Largest decline over 3 years

-99.84%

-14.66%

-85.18%

Max Drawdown (5Y)

Largest decline over 5 years

-99.97%

-27.32%

-72.65%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-40.46%

-59.54%

Current Drawdown

Current decline from peak

-100.00%

-1.13%

-98.87%

Average Drawdown

Average peak-to-trough decline

-92.60%

-7.86%

-84.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

68.09%

2.81%

+65.28%

Volatility

SOXS vs. XEH.TO - Volatility Comparison

Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 59.88% compared to iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO) at 4.54%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than XEH.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXSXEH.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

59.88%

4.54%

+55.34%

Volatility (6M)

Calculated over the trailing 6-month period

96.36%

11.29%

+85.07%

Volatility (1Y)

Calculated over the trailing 1-year period

112.29%

13.91%

+98.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.26%

15.60%

+94.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.64%

17.46%

+84.18%

SOXS vs. XEH.TO - Expense Ratio Comparison

SOXS has a 1.08% expense ratio, which is higher than XEH.TO's 0.28% expense ratio.


Dividends

SOXS vs. XEH.TO - Dividend Comparison

SOXS's dividend yield for the trailing twelve months is around 84.95%, more than XEH.TO's 2.30% yield.


PositionTTM20252024202320222021202020192018201720162015
SOXS
Direxion Daily Semiconductor Bear 3x Shares
84.95%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%0.00%0.00%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
2.30%2.50%2.71%2.98%3.12%2.40%2.01%3.52%3.39%2.22%2.39%2.27%

Frequently Asked Questions


SOXS and XEH.TO have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XEH.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEH.TO is cheaper with a 0.28% expense ratio, compared with 1.08% for SOXS.

SOXS is categorized as Inverse Equities, while XEH.TO is Europe Equities. SOXS tracks PHLX Semiconductor Index (-300%), while XEH.TO tracks Morningstar Eur GR CAD. They also come from different issuers: Direxion and iShares. Their fees differ too: 1.08% for SOXS and 0.28% for XEH.TO.

Portfolio Optimizer

Find the right allocation for SOXS and XEH.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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