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

Performance

SPXU.TO vs. SOXU.TO - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SPXU.TO achieves a 15.21% return, which is significantly lower than SOXU.TO's 519.03% return.


SPXU.TO

1D
1.52%
1M
-2.98%
YTD
15.21%
6M
13.36%
1Y
34.85%
3Y*
30.13%
5Y*
15.50%
10Y*
29.91%

SOXU.TO

1D
12.47%
1M
22.32%
YTD
519.03%
6M
513.70%
1Y
968.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between SPXU.TO and SOXU.TO is 0.65, 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

0.65

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

0.60

The correlation between SPXU.TO and SOXU.TO has been stable across timeframes, ranging from 0.60 to 0.65 - 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

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

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

SPXU.TO
SPXU.TO Risk / Return Rank: 4545
Overall Rank
SPXU.TO Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPXU.TO Sortino Ratio Rank: 4343
Sortino Ratio Rank
SPXU.TO Omega Ratio Rank: 4343
Omega Ratio Rank
SPXU.TO Calmar Ratio Rank: 4343
Calmar Ratio Rank
SPXU.TO Martin Ratio Rank: 5252
Martin Ratio Rank

SOXU.TO
SOXU.TO Risk / Return Rank: 9797
Overall Rank
SOXU.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
SOXU.TO Sortino Ratio Rank: 9393
Sortino Ratio Rank
SOXU.TO Omega Ratio Rank: 9494
Omega Ratio Rank
SOXU.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXU.TO Martin Ratio Rank: 9898
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.

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

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


SPXU.TOSOXU.TODifference
Sharpe ratioReturn per unit of total volatility

-6.82

Sortino ratioReturn per unit of downside risk

-2.05

Omega ratioGain probability vs. loss probability

1.25

1.57

-0.32

Calmar ratioReturn relative to maximum drawdown

1.87

22.87

-21.00

Martin ratioReturn relative to average drawdown

7.68

70.44

-62.76

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

The current SPXU.TO Sharpe Ratio is 1.40, which is lower than the SOXU.TO Sharpe Ratio of 8.23. The chart below compares the historical Sharpe Ratios of SPXU.TO and SOXU.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.


Loading charts...

Drawdowns

SPXU.TO vs. SOXU.TO - Drawdown Comparison

The maximum SPXU.TO drawdown since its inception was -59.70%, which is greater than SOXU.TO's maximum drawdown of -42.78%. Use the drawdown chart below to compare losses from any high point for SPXU.TO and SOXU.TO.


Loading charts...

Drawdown Indicators


SPXU.TOSOXU.TODifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-42.78%

-16.92%

Max Drawdown (1Y)

Largest decline over 1 year

-18.73%

-42.78%

+24.05%

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

-3.68%

-11.28%

+7.60%

Average Drawdown

Average peak-to-trough decline

-9.73%

-8.87%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.55%

13.86%

-9.31%

Volatility

SPXU.TO vs. SOXU.TO - Volatility Comparison

The current volatility for BetaPro S&P 500 2x Daily Bull ETF (SPXU.TO) is 10.15%, while MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) has a volatility of 72.70%. This indicates that SPXU.TO experiences smaller price fluctuations and is considered to be less risky than SOXU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SPXU.TOSOXU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.15%

72.70%

-62.55%

Volatility (6M)

Calculated over the trailing 6-month period

19.93%

104.29%

-84.36%

Volatility (1Y)

Calculated over the trailing 1-year period

24.95%

118.98%

-94.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.77%

116.06%

-82.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.76%

116.06%

-68.30%

Dividends

SPXU.TO vs. SOXU.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPXU.TO and SOXU.TO have a correlation of 0.65, 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: Global X and LongPoint.

Portfolio Optimizer

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

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