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USSL.TO vs. SOXU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USSL.TO vs. SOXU.TO - Performance Comparison

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

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Returns By Period

In the year-to-date period, USSL.TO achieves a 14.51% return, which is significantly lower than SOXU.TO's 538.96% return.


USSL.TO

1D
0.03%
1M
8.62%
YTD
14.51%
6M
12.52%
1Y
37.15%
3Y*
5Y*
10Y*

SOXU.TO

1D
5.63%
1M
123.65%
YTD
538.96%
6M
517.85%
1Y
1,567.59%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between USSL.TO and SOXU.TO is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since May 26, 2025

0.37

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Return for Risk

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

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

USSL.TO
USSL.TO Risk / Return Rank: 8181
Overall Rank
USSL.TO Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
USSL.TO Sortino Ratio Rank: 8888
Sortino Ratio Rank
USSL.TO Omega Ratio Rank: 9595
Omega Ratio Rank
USSL.TO Calmar Ratio Rank: 7070
Calmar Ratio Rank
USSL.TO Martin Ratio Rank: 7070
Martin Ratio Rank

SOXU.TO
SOXU.TO Risk / Return Rank: 9898
Overall Rank
SOXU.TO Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SOXU.TO Sortino Ratio Rank: 9696
Sortino Ratio Rank
SOXU.TO Omega Ratio Rank: 9595
Omega Ratio Rank
SOXU.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
SOXU.TO Martin Ratio Rank: 9999
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.

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

This table presents a comparison of risk-adjusted performance metrics for Global X Enhanced S&P 500 Index ETF (USSL.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.


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

-12.93

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.73

1.75

-0.02

Calmar ratioReturn relative to maximum drawdown

3.46

37.08

-33.62

Martin ratioReturn relative to average drawdown

12.89

124.73

-111.85

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

The current USSL.TO Sharpe Ratio is 2.65, which is lower than the SOXU.TO Sharpe Ratio of 15.58. The chart below compares the historical Sharpe Ratios of USSL.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.


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Sharpe Ratios by Period


USSL.TOSOXU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

15.58

-12.93

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

14.98

-13.68

Drawdowns

USSL.TO vs. SOXU.TO - Drawdown Comparison

The maximum USSL.TO drawdown since its inception was -23.90%, smaller than the maximum SOXU.TO drawdown of -42.78%. Use the drawdown chart below to compare losses from any high point for USSL.TO and SOXU.TO.


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Drawdown Indicators


USSL.TOSOXU.TODifference

Max Drawdown

Largest peak-to-trough decline

-23.90%

-42.78%

+18.88%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-42.78%

+31.99%

Current Drawdown

Current decline from peak

-0.03%

0.00%

-0.03%

Average Drawdown

Average peak-to-trough decline

-3.48%

-8.28%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

12.69%

-9.80%

Volatility

USSL.TO vs. SOXU.TO - Volatility Comparison

The current volatility for Global X Enhanced S&P 500 Index ETF (USSL.TO) is 5.02%, while MegaLong (3X) US Semiconductors Daily Leveraged Alternative ETF (SOXU.TO) has a volatility of 40.22%. This indicates that USSL.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.


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Volatility by Period


USSL.TOSOXU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

40.22%

-35.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

81.21%

-70.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.08%

101.81%

-87.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.63%

101.21%

-81.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

101.21%

-81.58%

USSL.TO vs. SOXU.TO - Expense Ratio Comparison

USSL.TO has a 1.34% expense ratio, which is lower than SOXU.TO's 1.81% expense ratio.


Dividends

USSL.TO vs. SOXU.TO - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


USSL.TO and SOXU.TO have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USSL.TO is cheaper at 1.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USSL.TO is cheaper with a 1.34% expense ratio, compared with 1.81% for SOXU.TO.

USSL.TO tracks S&P 500, while SOXU.TO tracks Solactive US Semiconductor 30 Capped Index. They also come from different issuers: Global X and LongPoint. Their fees differ too: 1.34% for USSL.TO and 1.81% for SOXU.TO.

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