PortfoliosLab logoPortfoliosLab logo
SOXX vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOXX vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Semiconductor ETF (SOXX) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SOXX achieves a 112.57% return, which is significantly higher than SOXS's -94.22% return. Over the past 10 years, SOXX has outperformed SOXS with an annualized return of 36.48%, while SOXS has yielded a comparatively lower -79.63% annualized return.


SOXX

1D
6.62%
1M
21.93%
YTD
112.57%
6M
113.52%
1Y
185.39%
3Y*
56.81%
5Y*
36.05%
10Y*
36.48%

SOXS

1D
-19.51%
1M
-56.69%
YTD
-94.22%
6M
-94.29%
1Y
-98.05%
3Y*
-87.35%
5Y*
-81.08%
10Y*
-79.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOXX vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOXX
iShares Semiconductor ETF
112.57%40.74%12.92%67.12%-35.09%44.09%52.72%62.42%-6.49%39.79%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-94.22%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%

Correlation

The correlation between SOXX and SOXS is -1.00, 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

-1.00

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

-1.00

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

-1.00

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

-1.00

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2010

-1.00

The correlation between SOXX and SOXS has been stable across timeframes, ranging from -1.00 to -1.00 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SOXX vs. SOXS — Risk / Return Rank

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

SOXX
SOXX Risk / Return Rank: 9696
Overall Rank
SOXX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9494
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9494
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9898
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
Martin Ratio Rank

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
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.

SOXX vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Semiconductor ETF (SOXX) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). 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.


SOXXSOXSDifference
Sharpe ratioReturn per unit of total volatility

+5.65

Sortino ratioReturn per unit of downside risk

+8.15

Omega ratioGain probability vs. loss probability

1.65

0.61

+1.04

Calmar ratioReturn relative to maximum drawdown

11.72

-1.00

+12.72

Martin ratioReturn relative to average drawdown

42.40

-1.45

+43.85

SOXX vs. SOXS - Sharpe Ratio Comparison

The current SOXX Sharpe Ratio is 4.80, which is higher than the SOXS Sharpe Ratio of -0.85. The chart below compares the historical Sharpe Ratios of SOXX and SOXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SOXX vs. SOXS - Drawdown Comparison

The maximum SOXX drawdown since its inception was -70.21%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SOXX and SOXS.


Loading charts...

Drawdown Indicators


SOXXSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

-100.00%

+29.79%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

-98.05%

+82.28%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

-99.86%

+58.50%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

-99.98%

+54.23%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

-100.00%

+54.25%

Current Drawdown

Current decline from peak

0.00%

-100.00%

+100.00%

Average Drawdown

Average peak-to-trough decline

-19.94%

-92.60%

+72.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.35%

67.35%

-63.00%

Volatility

SOXX vs. SOXS - Volatility Comparison

The current volatility for iShares Semiconductor ETF (SOXX) is 21.02%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 62.68%. This indicates that SOXX experiences smaller price fluctuations and is considered to be less risky than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SOXXSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.02%

62.68%

-41.66%

Volatility (6M)

Calculated over the trailing 6-month period

32.54%

98.59%

-66.05%

Volatility (1Y)

Calculated over the trailing 1-year period

38.49%

114.74%

-76.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.01%

110.83%

-73.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.93%

101.93%

-68.00%

SOXX vs. SOXS - Expense Ratio Comparison

SOXX has a 0.34% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

SOXX vs. SOXS - Dividend Comparison

SOXX's dividend yield for the trailing twelve months is around 0.23%, less than SOXS's 93.47% yield.


PositionTTM20252024202320222021202020192018201720162015
SOXS
Direxion Daily Semiconductor Bear 3x Shares
93.47%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%0.00%0.00%
SOXX
iShares Semiconductor ETF
0.23%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


SOXX and SOXS have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (62.68%) compared to SOXX (21.02%). In terms of maximum drawdown, SOXX dropped -70.21% vs SOXS's -100.00%.

On 10-year performance, SOXX leads with 36.48% vs -79.63% for SOXS. On fees, SOXX is cheaper at 0.34% per year. On volatility, SOXX has been the lower-risk option at 21.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOXX has performed better with a 36.48% return vs -79.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SOXX is cheaper with a 0.34% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 93.47%, compared with 0.23% for SOXX.

SOXX is categorized as Semiconductors, while SOXS is Inverse Equities. SOXX tracks NYSE Semiconductor Index, while SOXS tracks PHLX Semiconductor Index (-300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.34% for SOXX and 1.08% for SOXS.

SOXX currently has the higher Sharpe Ratio (4.80 vs -0.85), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SOXX and SOXS

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

Open Portfolio Optimizer