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XEH.TO vs. SOXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XEH.TO vs. SOXS - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO) and Direxion Daily Semiconductor Bear 3x Shares (SOXS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XEH.TO is traded in CAD, while SOXS is traded in USD. To make them comparable, the SOXS values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XEH.TO achieves a 8.96% return, which is significantly higher than SOXS's -93.52% return. Over the past 10 years, XEH.TO has outperformed SOXS with an annualized return of 10.47%, while SOXS has yielded a comparatively lower -79.35% annualized return.


XEH.TO

1D
0.34%
1M
4.85%
YTD
8.96%
6M
10.12%
1Y
19.04%
3Y*
13.62%
5Y*
9.41%
10Y*
10.47%

SOXS

1D
-16.37%
1M
-56.46%
YTD
-93.52%
6M
-93.88%
1Y
-97.93%
3Y*
-86.70%
5Y*
-80.02%
10Y*
-79.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XEH.TO vs. SOXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
8.96%20.43%7.72%15.86%-8.30%21.78%-2.36%26.30%-9.64%15.67%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-93.52%-86.19%-56.12%-84.93%23.09%-80.95%-93.07%-84.48%-12.61%-71.46%

Correlation

The correlation between XEH.TO 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

-0.45

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

-0.51

Correlation (10Y)
Calculated over the trailing 10-year period

-0.52

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2014

-0.52

The correlation between XEH.TO and SOXS has been stable across timeframes, ranging from -0.52 to -0.45 - a consistent structural relationship.

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Return for Risk

XEH.TO vs. SOXS — Risk / Return Rank

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

XEH.TO
XEH.TO Risk / Return Rank: 4646
Overall Rank
XEH.TO Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
XEH.TO Sortino Ratio Rank: 4747
Sortino Ratio Rank
XEH.TO Omega Ratio Rank: 4747
Omega Ratio Rank
XEH.TO Calmar Ratio Rank: 4040
Calmar Ratio Rank
XEH.TO Martin Ratio Rank: 4949
Martin Ratio Rank

SOXS
SOXS Risk / Return Rank: 11
Overall Rank
SOXS Sharpe Ratio Rank: 22
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.

XEH.TO vs. SOXS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO) 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.

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.


XEH.TOSOXSDifference
Sharpe ratioReturn per unit of total volatility

+2.36

Sortino ratioReturn per unit of downside risk

+5.81

Omega ratioGain probability vs. loss probability

1.28

0.61

+0.67

Calmar ratioReturn relative to maximum drawdown

1.84

-1.00

+2.84

Martin ratioReturn relative to average drawdown

7.53

-1.48

+9.01

XEH.TO vs. SOXS - Sharpe Ratio Comparison

The current XEH.TO Sharpe Ratio is 1.49, which is higher than the SOXS Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of XEH.TO 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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Drawdowns

XEH.TO vs. SOXS - Drawdown Comparison

The maximum XEH.TO drawdown since its inception was -35.81%, smaller than the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for XEH.TO and SOXS.


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Drawdown Indicators


XEH.TOSOXSDifference

Max Drawdown

Largest peak-to-trough decline

-35.81%

-100.00%

+64.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-97.81%

+87.43%

Max Drawdown (3Y)

Largest decline over 3 years

-15.01%

-99.84%

+84.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.33%

-99.97%

+79.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.81%

-100.00%

+64.19%

Current Drawdown

Current decline from peak

0.00%

-100.00%

+100.00%

Average Drawdown

Average peak-to-trough decline

-4.92%

-92.77%

+87.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

67.69%

-65.16%

Volatility

XEH.TO vs. SOXS - Volatility Comparison

The current volatility for iShares MSCI Europe IMI Index ETF (CAD-Hedged) (XEH.TO) is 4.44%, while Direxion Daily Semiconductor Bear 3x Shares (SOXS) has a volatility of 59.85%. This indicates that XEH.TO 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


XEH.TOSOXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

59.85%

-55.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.79%

96.33%

-85.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.85%

112.61%

-99.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.23%

110.35%

-96.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.04%

101.78%

-85.74%

XEH.TO vs. SOXS - Expense Ratio Comparison

XEH.TO has a 0.28% expense ratio, which is lower than SOXS's 1.08% expense ratio.


Dividends

XEH.TO vs. SOXS - Dividend Comparison

XEH.TO's dividend yield for the trailing twelve months is around 2.30%, less than SOXS's 84.95% yield.


PositionTTM20252024202320222021202020192018201720162015
SOXS
Direxion Daily Semiconductor Bear 3x Shares
84.95%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%0.00%0.00%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
2.30%2.50%2.71%2.98%3.12%2.40%2.01%3.52%3.39%2.22%2.39%2.27%

Frequently Asked Questions


XEH.TO 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.

On fees, XEH.TO is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XEH.TO is cheaper with a 0.28% expense ratio, compared with 1.08% for SOXS.

XEH.TO is categorized as Europe Equities, while SOXS is Inverse Equities. XEH.TO tracks Morningstar Eur GR CAD, while SOXS tracks PHLX Semiconductor Index (-300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.28% for XEH.TO and 1.08% for SOXS.

Portfolio Optimizer

Find the right allocation for XEH.TO and SOXS

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