SOXS vs. XSD
Compare and contrast key facts about Direxion Daily Semiconductor Bear 3x Shares (SOXS) and SPDR S&P Semiconductor ETF (XSD).
SOXS and XSD 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. XSD is a passively managed fund by State Street that tracks the performance of the S&P Semiconductor Select Industry. It was launched on Jan 31, 2006. Both SOXS and XSD 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 XSD.
Key characteristics
| SOXS | XSD | |
|---|---|---|
| YTD Return | -63.13% | 8.98% |
| 1Y Return | -77.24% | 32.46% |
| 3Y Return (Ann) | -62.45% | 0.88% |
| 5Y Return (Ann) | -76.62% | 20.06% |
| 10Y Return (Ann) | -66.08% | 21.76% |
| Sharpe Ratio | -0.78 | 1.12 |
| Sortino Ratio | -1.47 | 1.62 |
| Omega Ratio | 0.84 | 1.20 |
| Calmar Ratio | -0.80 | 1.45 |
| Martin Ratio | -1.25 | 4.06 |
| Ulcer Index | 64.16% | 9.48% |
| Daily Std Dev | 102.37% | 34.25% |
| Max Drawdown | -100.00% | -64.56% |
| Current Drawdown | -100.00% | -10.67% |
Correlation
The correlation between SOXS and XSD is -0.71. 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.
Performance
SOXS vs. XSD - Performance Comparison
In the year-to-date period, SOXS achieves a -63.13% return, which is significantly lower than XSD's 8.98% return. Over the past 10 years, SOXS has underperformed XSD with an annualized return of -66.08%, while XSD has yielded a comparatively higher 21.76% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SOXS vs. XSD - Expense Ratio Comparison
SOXS has a 1.08% expense ratio, which is higher than XSD's 0.35% expense ratio.
Risk-Adjusted Performance
SOXS vs. XSD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductor Bear 3x Shares (SOXS) and SPDR S&P Semiconductor ETF (XSD). 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. XSD - Dividend Comparison
SOXS's dividend yield for the trailing twelve months is around 7.80%, more than XSD's 0.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SOXS Direxion Daily Semiconductor Bear 3x Shares | 7.80% | 9.21% | 0.19% | 0.00% | 3.55% | 2.32% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XSD SPDR S&P Semiconductor ETF | 0.24% | 0.31% | 0.44% | 0.10% | 0.26% | 0.51% | 1.16% | 0.59% | 0.64% | 0.58% | 0.46% | 0.52% |
Drawdowns
SOXS vs. XSD - Drawdown Comparison
The maximum SOXS drawdown since its inception was -100.00%, which is greater than XSD's maximum drawdown of -64.56%. Use the drawdown chart below to compare losses from any high point for SOXS and XSD. For additional features, visit the drawdowns tool.
Volatility
SOXS vs. XSD - Volatility Comparison
Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a higher volatility of 27.97% compared to SPDR S&P Semiconductor ETF (XSD) at 10.15%. This indicates that SOXS's price experiences larger fluctuations and is considered to be riskier than XSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.