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TSXU vs. SMH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSXU vs. SMH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU) and VanEck Semiconductor ETF (SMH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TSXU achieves a 113.38% return, which is significantly higher than SMH's 72.73% return.


TSXU

1D
-13.73%
1M
19.65%
YTD
113.38%
6M
118.38%
1Y
3Y*
5Y*
10Y*

SMH

1D
-7.01%
1M
7.93%
YTD
72.73%
6M
71.29%
1Y
138.23%
3Y*
62.28%
5Y*
38.18%
10Y*
37.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TSXU vs. SMH - Yearly Performance Comparison


Correlation

The correlation between TSXU and SMH 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 (All Time)
Calculated using the full available price history since Oct 1, 2025

0.90

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Return for Risk

TSXU vs. SMH — Risk / Return Rank

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

TSXU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SMH
SMH Risk / Return Rank: 9494
Overall Rank
SMH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
SMH Sortino Ratio Rank: 9191
Sortino Ratio Rank
SMH Omega Ratio Rank: 9292
Omega Ratio Rank
SMH Calmar Ratio Rank: 9797
Calmar Ratio Rank
SMH Martin Ratio Rank: 9696
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.

TSXU vs. SMH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Semiconductors Top 5 Bull 2X Shares (TSXU) and VanEck Semiconductor ETF (SMH). 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.


TSXUSMHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.58

Calmar ratioReturn relative to maximum drawdown

9.31

Martin ratioReturn relative to average drawdown

33.88

TSXU vs. SMH - Sharpe Ratio Comparison


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Drawdowns

TSXU vs. SMH - Drawdown Comparison

The maximum TSXU drawdown since its inception was -35.62%, smaller than the maximum SMH drawdown of -84.96%. Use the drawdown chart below to compare losses from any high point for TSXU and SMH.


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Drawdown Indicators


TSXUSMHDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-84.96%

+49.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.93%

Max Drawdown (3Y)

Largest decline over 3 years

-35.74%

Max Drawdown (5Y)

Largest decline over 5 years

-45.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.30%

Current Drawdown

Current decline from peak

-13.73%

-7.01%

-6.72%

Average Drawdown

Average peak-to-trough decline

-10.67%

-41.01%

+30.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

Volatility

TSXU vs. SMH - Volatility Comparison


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Volatility by Period


TSXUSMHDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.08%

Volatility (6M)

Calculated over the trailing 6-month period

29.18%

Volatility (1Y)

Calculated over the trailing 1-year period

89.70%

34.87%

+54.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.70%

35.83%

+53.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.70%

32.97%

+56.73%

TSXU vs. SMH - Expense Ratio Comparison

TSXU has a 1.05% expense ratio, which is higher than SMH's 0.35% expense ratio.


Dividends

TSXU vs. SMH - Dividend Comparison

TSXU's dividend yield for the trailing twelve months is around 1.36%, more than SMH's 0.18% yield.


PositionTTM20252024202320222021202020192018201720162015
SMH
VanEck Semiconductor ETF
0.18%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
TSXU
Direxion Daily Semiconductors Top 5 Bull 2X Shares
1.36%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, TSXU and SMH 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, SMH is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMH is cheaper with a 0.35% expense ratio, compared with 1.05% for TSXU.

TSXU has the higher dividend yield at 1.36%, compared with 0.18% for SMH.

TSXU is categorized as Leveraged Equities, while SMH is Semiconductors. TSXU tracks Solactive Semiconductor Top 5 Index (2x), while SMH tracks MVIS US Listed Semiconductor 25 Index. They also come from different issuers: Direxion and VanEck. Their fees differ too: 1.05% for TSXU and 0.35% for SMH.

Portfolio Optimizer

Find the right allocation for TSXU and SMH

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

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