WFH vs. SHOC

Last updated Apr 1, 2026

Compare and contrast key facts about Direxion Work From Home ETF (WFH) and Strive U.S. Semiconductor ETF (SHOC).

WFH and SHOC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WFH is a passively managed fund by Direxion that tracks the performance of the Solactive Remote Work Index. It was launched on Jun 25, 2020. SHOC is a passively managed fund by Strive that tracks the performance of the Bloomberg US Listed Semiconductors Select Index - Benchmark TR Gross. It was launched on Oct 5, 2022. Both WFH and SHOC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WFH vs. SHOC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Work From Home ETF (WFH) and Strive U.S. Semiconductor ETF (SHOC). The values are adjusted to include any dividend payments, if applicable.

WFH vs. SHOC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
WFH Direxion Work From Home ETF	0.00%	15.47%	18.55%	35.75%	-9.95%
SHOC Strive U.S. Semiconductor ETF	5.01%	49.91%	16.74%	61.97%	-1.17%

Returns By Period

WFH

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SHOC

• 1D: 5.53%
• 1M: -5.22%
• YTD: 5.01%
• 6M: 15.41%
• 1Y: 81.91%
• 3Y*: 33.41%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WFH vs. SHOC - Expense Ratio Comparison

WFH has a 0.45% expense ratio, which is higher than SHOC's 0.40% expense ratio.

WFH

Direxion Work From Home ETF

SHOC

Strive U.S. Semiconductor ETF

Return for Risk

WFH vs. SHOC — Risk / Return Rank

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

SHOC

SHOC Risk / Return Rank: 94
SHOC Sharpe Ratio Rank: 93
SHOC Sortino Ratio Rank: 93
SHOC Omega Ratio Rank: 91
SHOC Calmar Ratio Rank: 97
SHOC Martin Ratio Rank: 97

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.

WFH vs. SHOC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Work From Home ETF (WFH) and Strive U.S. Semiconductor ETF (SHOC). 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.

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

Sharpe Ratios by Period

	WFH	SHOC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.04	—

Correlation

The correlation between WFH and SHOC is 0.65, 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

WFH vs. SHOC - Dividend Comparison

WFH's dividend yield for the trailing twelve months is around 0.91%, more than SHOC's 0.23% yield.

	TTM	2025	2024	2023	2022	2021	2020
WFH Direxion Work From Home ETF	0.91%	0.94%	0.50%	0.67%	0.42%	0.79%	0.86%
SHOC Strive U.S. Semiconductor ETF	0.23%	0.23%	0.35%	0.65%	0.24%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	WFH	SHOC	Difference
Max Drawdown Largest peak-to-trough decline	—	-37.54%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-15.48%	—
Current Drawdown Current decline from peak	—	-9.87%	—
Average Drawdown Average peak-to-trough decline	—	-7.77%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.40%	—

Volatility

Volatility by Period

	WFH	SHOC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.97%	—
Volatility (6M) Calculated over the trailing 6-month period	—	24.95%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	37.95%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	35.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	35.06%	—