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SOXU.TO vs. SPXU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXU.TO vs. SPXU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) and BetaPro S&P 500 2x Daily Bull ETF (SPXU.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOXU.TO achieves a 277.27% return, which is significantly higher than SPXU.TO's 15.81% return.


SOXU.TO

1D
-14.30%
1M
-29.78%
6M
195.11%
YTD
277.27%
1Y
490.49%
3Y*
5Y*
10Y*

SPXU.TO

1D
-1.33%
1M
1.94%
6M
11.72%
YTD
15.81%
1Y
33.57%
3Y*
29.50%
5Y*
14.83%
10Y*
29.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXU.TO vs. SPXU.TO - Yearly Performance Comparison


Correlation

The correlation between SOXU.TO and SPXU.TO is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.67

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.61

The correlation between SOXU.TO and SPXU.TO has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.

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Return for Risk

SOXU.TO vs. SPXU.TO — Risk / Return Rank

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

SOXU.TO
SOXU.TO Risk / Return Rank: 9393
Overall Rank
SOXU.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXU.TO Sortino Ratio Rank: 8484
Sortino Ratio Rank
SOXU.TO Omega Ratio Rank: 8888
Omega Ratio Rank
SOXU.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
SOXU.TO Martin Ratio Rank: 9797
Martin Ratio Rank

SPXU.TO
SPXU.TO Risk / Return Rank: 4848
Overall Rank
SPXU.TO Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
SPXU.TO Sortino Ratio Rank: 4646
Sortino Ratio Rank
SPXU.TO Omega Ratio Rank: 4646
Omega Ratio Rank
SPXU.TO Calmar Ratio Rank: 4444
Calmar Ratio Rank
SPXU.TO Martin Ratio Rank: 5454
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.

SOXU.TO vs. SPXU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) and BetaPro S&P 500 2x Daily Bull ETF (SPXU.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.


SOXU.TOSPXU.TODifference
Sharpe ratioReturn per unit of total volatility

+2.57

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.43

1.24

+0.19

Calmar ratioReturn relative to maximum drawdown

10.77

1.80

+8.97

Martin ratioReturn relative to average drawdown

31.69

7.34

+24.34

SOXU.TO vs. SPXU.TO - Sharpe Ratio Comparison

The current SOXU.TO Sharpe Ratio is 3.92, which is higher than the SPXU.TO Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of SOXU.TO and SPXU.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

SOXU.TO vs. SPXU.TO - Drawdown Comparison

The maximum SOXU.TO drawdown since its inception was -45.93%, smaller than the maximum SPXU.TO drawdown of -59.70%. Use the drawdown chart below to compare losses from any high point for SOXU.TO and SPXU.TO.


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Drawdown Indicators


SOXU.TOSPXU.TODifference

Max Drawdown

Largest peak-to-trough decline

-45.93%

-59.70%

+13.77%

Max Drawdown (1Y)

Largest decline over 1 year

-45.93%

-18.73%

-27.20%

Max Drawdown (3Y)

Largest decline over 3 years

-35.54%

Max Drawdown (5Y)

Largest decline over 5 years

-47.90%

Max Drawdown (10Y)

Largest decline over 10 years

-59.70%

Current Drawdown

Current decline from peak

-45.93%

-3.17%

-42.76%

Average Drawdown

Average peak-to-trough decline

-9.73%

-9.72%

-0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.58%

4.58%

+11.00%

Volatility

SOXU.TO vs. SPXU.TO - Volatility Comparison

MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) has a higher volatility of 70.96% compared to BetaPro S&P 500 2x Daily Bull ETF (SPXU.TO) at 7.36%. This indicates that SOXU.TO's price experiences larger fluctuations and is considered to be riskier than SPXU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOXU.TOSPXU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

70.96%

7.36%

+63.60%

Volatility (6M)

Calculated over the trailing 6-month period

114.29%

19.95%

+94.34%

Volatility (1Y)

Calculated over the trailing 1-year period

126.57%

25.05%

+101.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

121.54%

33.74%

+87.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

121.54%

47.76%

+73.78%

Dividends

SOXU.TO vs. SPXU.TO - Dividend Comparison

Neither SOXU.TO nor SPXU.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SOXU.TO and SPXU.TO have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

They also come from different issuers: LongPoint and Global X.

Portfolio Optimizer

Find the right allocation for SOXU.TO and SPXU.TO

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