TSME vs. SOXL
Compare and contrast key facts about Thrivent Small-Mid Cap ESG ETF (TSME) and Direxion Daily Semiconductor Bull 3x Shares (SOXL).
TSME and SOXL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSME is an actively managed fund by Thrivent. It was launched on Oct 5, 2022. SOXL is a passively managed fund by Direxion that tracks the performance of the PHLX Semiconductor Index (300%). It was launched on Mar 11, 2010.
Performance
TSME vs. SOXL - Performance Comparison
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TSME vs. SOXL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TSME Thrivent Small-Mid Cap ESG ETF | 0.94% | 13.79% | 18.98% | 17.82% | 2.41% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 24.34% | 54.91% | -12.31% | 226.98% | -15.02% |
Returns By Period
In the year-to-date period, TSME achieves a 0.94% return, which is significantly lower than SOXL's 24.34% return.
TSME
- 1D
- 1.08%
- 1M
- -8.34%
- YTD
- 0.94%
- 6M
- 1.59%
- 1Y
- 26.01%
- 3Y*
- 15.11%
- 5Y*
- —
- 10Y*
- —
SOXL
- 1D
- 9.08%
- 1M
- -16.73%
- YTD
- 24.34%
- 6M
- 41.78%
- 1Y
- 228.78%
- 3Y*
- 42.83%
- 5Y*
- 4.90%
- 10Y*
- 41.10%
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TSME vs. SOXL - Expense Ratio Comparison
TSME has a 0.65% expense ratio, which is lower than SOXL's 0.99% expense ratio.
Return for Risk
TSME vs. SOXL — Risk / Return Rank
TSME
SOXL
TSME vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Thrivent Small-Mid Cap ESG ETF (TSME) and Direxion Daily Semiconductor Bull 3x Shares (SOXL). 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.
| TSME | SOXL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.06 | 1.93 | -0.87 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.46 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.35 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.80 | 4.64 | -2.85 |
Martin ratioReturn relative to average drawdown | 5.90 | 14.09 | -8.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSME | SOXL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | 1.93 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.36 | +0.36 |
Correlation
The correlation between TSME and SOXL is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
TSME vs. SOXL - Dividend Comparison
TSME's dividend yield for the trailing twelve months is around 0.17%, more than SOXL's 0.15% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TSME Thrivent Small-Mid Cap ESG ETF | 0.17% | 0.17% | 0.38% | 0.53% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXL Direxion Daily Semiconductor Bull 3x Shares | 0.15% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% |
Drawdowns
TSME vs. SOXL - Drawdown Comparison
The maximum TSME drawdown since its inception was -26.59%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for TSME and SOXL.
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Drawdown Indicators
| TSME | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.59% | -90.46% | +63.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.72% | -49.26% | +34.54% |
Max Drawdown (5Y)Largest decline over 5 years | — | -90.46% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -90.46% | — |
Current DrawdownCurrent decline from peak | -10.40% | -27.28% | +16.88% |
Average DrawdownAverage peak-to-trough decline | -5.30% | -35.34% | +30.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.48% | 16.23% | -11.75% |
Volatility
TSME vs. SOXL - Volatility Comparison
The current volatility for Thrivent Small-Mid Cap ESG ETF (TSME) is 9.91%, while Direxion Daily Semiconductor Bull 3x Shares (SOXL) has a volatility of 38.35%. This indicates that TSME experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSME | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.91% | 38.35% | -28.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.74% | 79.93% | -64.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.73% | 119.50% | -94.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.43% | 105.40% | -83.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 97.72% | -76.29% |