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SPXL vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPXL vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P 500 Bull 3X ETF (SPXL) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPXL achieves a 28.14% return, which is significantly higher than SOXS's -92.10% return. Over the past 10 years, SPXL has outperformed SOXS with an annualized return of 30.20%, while SOXS has yielded a comparatively lower -78.92% annualized return.


SPXL

1D
-2.08%
1M
14.77%
YTD
28.14%
6M
26.88%
1Y
81.54%
3Y*
52.83%
5Y*
23.51%
10Y*
30.20%

SOXS

1D
-5.03%
1M
-62.97%
YTD
-92.10%
6M
-91.70%
1Y
-97.75%
3Y*
-86.64%
5Y*
-79.66%
10Y*
-78.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPXL vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPXL
Direxion Daily S&P 500 Bull 3X ETF
28.14%31.94%63.61%69.49%-56.55%98.75%9.64%102.80%-25.11%71.03%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-92.10%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%-19.39%-69.39%

Correlation

The correlation between SPXL and SOXS is -0.72, 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

-0.72

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

-0.76

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

-0.79

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

-0.77

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2010

-0.77

The correlation between SPXL and SOXS has been stable across timeframes, ranging from -0.79 to -0.72 - a consistent structural relationship.

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Return for Risk

SPXL vs. SOXS — Risk / Return Rank

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

SPXL
SPXL Risk / Return Rank: 6363
Overall Rank
SPXL Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SPXL Sortino Ratio Rank: 5757
Sortino Ratio Rank
SPXL Omega Ratio Rank: 5858
Omega Ratio Rank
SPXL Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPXL Martin Ratio Rank: 6868
Martin Ratio Rank

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

SPXL vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P 500 Bull 3X ETF (SPXL) 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.


SPXLSOXSDifference
Sharpe ratioReturn per unit of total volatility

+3.28

Sortino ratioReturn per unit of downside risk

+6.72

Omega ratioGain probability vs. loss probability

1.37

0.58

+0.78

Calmar ratioReturn relative to maximum drawdown

3.06

-1.00

+4.06

Martin ratioReturn relative to average drawdown

12.94

-1.44

+14.37

SPXL vs. SOXS - Sharpe Ratio Comparison

The current SPXL Sharpe Ratio is 2.32, which is higher than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of SPXL 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.


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Sharpe Ratios by Period


SPXLSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

-0.96

+3.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

-0.74

+1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

-0.79

+1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

-0.79

+1.32

Drawdowns

SPXL vs. SOXS - Drawdown Comparison

The maximum SPXL drawdown since its inception was -76.86%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for SPXL and SOXS.


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Drawdown Indicators


SPXLSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-76.86%

-100.00%

+23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-26.77%

-97.68%

+70.91%

Max Drawdown (3Y)

Largest decline over 3 years

-48.95%

-99.80%

+50.85%

Max Drawdown (5Y)

Largest decline over 5 years

-63.80%

-99.97%

+36.17%

Max Drawdown (10Y)

Largest decline over 10 years

-76.86%

-100.00%

+23.14%

Current Drawdown

Current decline from peak

-2.08%

-100.00%

+97.92%

Average Drawdown

Average peak-to-trough decline

-15.72%

-92.60%

+76.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.32%

68.64%

-62.32%

Volatility

SPXL vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily S&P 500 Bull 3X ETF (SPXL) is 8.49%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. This indicates that SPXL 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.


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Volatility by Period


SPXLSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.49%

44.22%

-35.73%

Volatility (6M)

Calculated over the trailing 6-month period

26.67%

83.94%

-57.27%

Volatility (1Y)

Calculated over the trailing 1-year period

35.39%

102.18%

-66.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.24%

108.21%

-57.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.42%

100.48%

-47.06%

SPXL vs. SOXS - Expense Ratio Comparison

SPXL has a 0.84% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

SPXL vs. SOXS - Dividend Comparison

SPXL's dividend yield for the trailing twelve months is around 0.52%, less than SOXS's 68.34% yield.


PositionTTM202520242023202220212020201920182017
SOXS
Direxion Daily Semiconductor Bear 3x Shares
68.34%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%
SPXL
Direxion Daily S&P 500 Bull 3X ETF
0.52%0.69%0.74%0.98%0.32%0.11%0.22%0.84%1.02%3.88%

Frequently Asked Questions


SPXL and SOXS have a correlation of -0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOXS has higher volatility (44.22%) compared to SPXL (8.49%). In terms of maximum drawdown, SPXL dropped -76.86% vs SOXS's -100.00%.

On 10-year performance, SPXL leads with 30.20% vs -78.92% for SOXS. On fees, SPXL is cheaper at 0.84% per year. On volatility, SPXL has been the lower-risk option at 8.49%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SPXL has performed better with a 30.20% return vs -78.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXL is cheaper with a 0.84% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 68.34%, compared with 0.52% for SPXL.

SPXL tracks S&P 500, while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 0.84% for SPXL and 1.08% for SOXS.

SPXL currently has the higher Sharpe Ratio (2.32 vs -0.96), 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 SPXL and SOXS

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