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

Performance

SOXU.TO vs. XCHP.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 iShares Semiconductor Index ETF (XCHP.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 432.65% return, which is significantly higher than XCHP.TO's 107.37% return.


SOXU.TO

1D
-23.66%
1M
23.15%
YTD
432.65%
6M
428.86%
1Y
941.33%
3Y*
5Y*
10Y*

XCHP.TO

1D
-7.52%
1M
15.53%
YTD
107.37%
6M
104.94%
1Y
174.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between SOXU.TO and XCHP.TO is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.84

The correlation between SOXU.TO and XCHP.TO has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

SOXU.TO vs. XCHP.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: 9696
Overall Rank
SOXU.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXU.TO Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXU.TO Omega Ratio Rank: 9292
Omega Ratio Rank
SOXU.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXU.TO Martin Ratio Rank: 9898
Martin Ratio Rank

XCHP.TO
XCHP.TO Risk / Return Rank: 9696
Overall Rank
XCHP.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XCHP.TO Sortino Ratio Rank: 9494
Sortino Ratio Rank
XCHP.TO Omega Ratio Rank: 9393
Omega Ratio Rank
XCHP.TO Calmar Ratio Rank: 9898
Calmar Ratio Rank
XCHP.TO Martin Ratio Rank: 9797
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. XCHP.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 iShares Semiconductor Index ETF (XCHP.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.TOXCHP.TODifference
Sharpe ratioReturn per unit of total volatility

+3.54

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.57

1.62

-0.05

Calmar ratioReturn relative to maximum drawdown

22.23

12.37

+9.86

Martin ratioReturn relative to average drawdown

70.13

42.02

+28.11

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

The current SOXU.TO Sharpe Ratio is 8.16, which is higher than the XCHP.TO Sharpe Ratio of 4.63. The chart below compares the historical Sharpe Ratios of SOXU.TO and XCHP.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. XCHP.TO - Drawdown Comparison

The maximum SOXU.TO drawdown since its inception was -42.78%, which is greater than XCHP.TO's maximum drawdown of -39.06%. Use the drawdown chart below to compare losses from any high point for SOXU.TO and XCHP.TO.


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Drawdown Indicators


SOXU.TOXCHP.TODifference

Max Drawdown

Largest peak-to-trough decline

-42.78%

-39.06%

-3.72%

Max Drawdown (1Y)

Largest decline over 1 year

-42.78%

-14.22%

-28.56%

Current Drawdown

Current decline from peak

-23.66%

-7.52%

-16.14%

Average Drawdown

Average peak-to-trough decline

-8.66%

-8.18%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.53%

4.18%

+9.35%

Volatility

SOXU.TO vs. XCHP.TO - Volatility Comparison

MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) has a higher volatility of 67.72% compared to iShares Semiconductor Index ETF (XCHP.TO) at 19.98%. This indicates that SOXU.TO's price experiences larger fluctuations and is considered to be riskier than XCHP.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.TOXCHP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

67.72%

19.98%

+47.74%

Volatility (6M)

Calculated over the trailing 6-month period

101.02%

31.53%

+69.49%

Volatility (1Y)

Calculated over the trailing 1-year period

116.54%

38.04%

+78.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

114.47%

38.01%

+76.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

114.47%

38.01%

+76.46%

SOXU.TO vs. XCHP.TO - Expense Ratio Comparison

SOXU.TO has a 1.81% expense ratio, which is higher than XCHP.TO's 0.39% expense ratio.


Dividends

SOXU.TO vs. XCHP.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, SOXU.TO and XCHP.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XCHP.TO is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCHP.TO is cheaper with a 0.39% expense ratio, compared with 1.81% for SOXU.TO.

SOXU.TO is categorized as Leveraged Equities, while XCHP.TO is Semiconductors. SOXU.TO tracks Solactive US Semiconductor 30 Capped Index, while XCHP.TO tracks NYSE Semiconductor Index. They also come from different issuers: LongPoint and iShares. Their fees differ too: 1.81% for SOXU.TO and 0.39% for XCHP.TO.

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