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WANT vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WANT vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) 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, WANT achieves a -14.08% return, which is significantly higher than SOXS's -92.10% return.


WANT

1D
-2.18%
1M
-3.95%
YTD
-14.08%
6M
-14.66%
1Y
6.37%
3Y*
19.16%
5Y*
-5.36%
10Y*

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)

WANT vs. SOXS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
-14.08%-6.94%60.52%114.43%-83.03%84.81%45.26%90.07%-24.91%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-92.10%-85.53%-59.55%-84.56%15.76%-80.94%-92.90%-83.81%10.10%

Correlation

The correlation between WANT and SOXS is -0.48, 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

-0.48

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

-0.59

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

-0.67

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2018

-0.69

Over the past year, the inverse relationship between WANT and SOXS has weakened: their correlation has moved from -0.69 to -0.48, meaning they move in opposite directions less often than they have historically.

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Return for Risk

WANT vs. SOXS — Risk / Return Rank

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

WANT
WANT Risk / Return Rank: 1111
Overall Rank
WANT Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
WANT Sortino Ratio Rank: 1313
Sortino Ratio Rank
WANT Omega Ratio Rank: 1212
Omega Ratio Rank
WANT Calmar Ratio Rank: 1010
Calmar Ratio Rank
WANT Martin Ratio Rank: 1111
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.

WANT vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) 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.


WANTSOXSDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+4.50

Omega ratioGain probability vs. loss probability

1.06

0.58

+0.48

Calmar ratioReturn relative to maximum drawdown

0.16

-1.00

+1.16

Martin ratioReturn relative to average drawdown

0.42

-1.44

+1.86

WANT vs. SOXS - Sharpe Ratio Comparison

The current WANT Sharpe Ratio is 0.12, which is higher than the SOXS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of WANT 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


WANTSOXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

-0.96

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

-0.74

+0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.79

+0.90

Drawdowns

WANT vs. SOXS - Drawdown Comparison

The maximum WANT drawdown since its inception was -85.89%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for WANT and SOXS.


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Drawdown Indicators


WANTSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-85.89%

-100.00%

+14.11%

Max Drawdown (1Y)

Largest decline over 1 year

-41.27%

-97.68%

+56.41%

Max Drawdown (3Y)

Largest decline over 3 years

-63.53%

-99.80%

+36.27%

Max Drawdown (5Y)

Largest decline over 5 years

-85.89%

-99.97%

+14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-58.58%

-100.00%

+41.42%

Average Drawdown

Average peak-to-trough decline

-43.07%

-92.60%

+49.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.11%

68.64%

-53.53%

Volatility

WANT vs. SOXS - Volatility Comparison

The current volatility for Direxion Daily Consumer Discretionary Bull 3X Shares (WANT) is 15.45%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 44.22%. This indicates that WANT 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


WANTSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.45%

44.22%

-28.77%

Volatility (6M)

Calculated over the trailing 6-month period

38.86%

83.94%

-45.08%

Volatility (1Y)

Calculated over the trailing 1-year period

53.92%

102.18%

-48.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.65%

108.21%

-37.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.50%

100.48%

-28.98%

WANT vs. SOXS - Expense Ratio Comparison

WANT has a 0.98% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

WANT vs. SOXS - Dividend Comparison

WANT's dividend yield for the trailing twelve months is around 0.62%, less than SOXS's 68.34% yield.


PositionTTM20252024202320222021202020192018
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%
WANT
Direxion Daily Consumer Discretionary Bull 3X Shares
0.62%0.65%0.61%0.46%0.00%0.00%0.07%0.64%0.00%

Frequently Asked Questions


WANT and SOXS have a correlation of -0.48, 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 WANT (15.45%). In terms of maximum drawdown, WANT dropped -85.89% vs SOXS's -100.00%.

On 5-year performance, WANT leads with -5.36% vs -79.66% for SOXS. On fees, WANT is cheaper at 0.98% per year. On volatility, WANT has been the lower-risk option at 15.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WANT has performed better with a -5.36% return vs -79.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WANT is cheaper with a 0.98% expense ratio, compared with 1.08% for SOXS.

SOXS has the higher dividend yield at 68.34%, compared with 0.62% for WANT.

WANT tracks S&P Consumer Discretionary Select Sector Index (-300%), while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 0.98% for WANT and 1.08% for SOXS.

WANT currently has the higher Sharpe Ratio (0.12 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

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