SOXS vs DFEV

Comparison between Direxion Daily Semiconductor Bear 3X Shares (SOXS, ETF) and DIMENSIONAL EMERGING MARKETS VALUE ETF (DFEV, ETF).

SOXS vs DFEV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOXS(ETF)	DFEV(ETF)
Net Assets	$1.80B	$1.80B
Expense Ratio	N/A	0.43%
Max Drawdown	100.00%	20.42%
Sharpe Ratio	-3.17	2.77
5Y Beta	0.00	0.66
5Y Dividends CAGR	-64.69%	N/A

Net Assets

SOXS

$1.80B

DFEV

$1.80B

Expense Ratio

SOXS

N/A

DFEV

0.43%

Max Drawdown

SOXS

100.00%

Winner

DFEV

20.42%

Sharpe Ratio

SOXS

-3.17

Winner

DFEV

2.77

5Y Beta

Winner

SOXS

0.00

DFEV

0.66

5Y Dividends CAGR

SOXS

-64.69%

DFEV

N/A

SOXS vs DFEV - Holdings Comparison

SOXS and DFEV have 0 common holdings. Overlap is 0.00%

SOXS's top 25 holdings weight is 66.35%. DFEV's top 25 holdings weight is 25.95%.

Rank	SOXS	DFEV
#1	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 66.35%	SK HYNIX INC (n/a) - 3.72%
#2	N/A	CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 2.13%
#3	N/A	RELIANCE INDUSTRIES LTD (n/a) - 2.11%
#4	N/A	n/a (n/a) - 1.54%
#5	N/A	HON HAI PRECISION INDUSTRY CO LTD (n/a) - 1.51%
#6	N/A	n/a (n/a) - 1.37%
#7	N/A	n/a (n/a) - 1.30%
#8	N/A	SAMSUNG ELECTRONICS CO LTD DR (SSNHZ) - 1.26%
#9	N/A	HYUNDAI MOTOR CO (n/a) - 1.03%
#10	N/A	AXIS BANK LTD (n/a) - 1.01%
#11	N/A	SAMSUNG ELECTRONICS CO LTD (n/a) - 0.98%
#12	N/A	PETROCHINA CO LTD CLASS H (n/a) - 0.89%
#13	N/A	BANK OF CHINA LTD CLASS H (n/a) - 0.87%
#14	N/A	VALE SA ADR (VALE) - 0.83%
#15	N/A	SAUDI NATIONAL BANK (n/a) - 0.75%
#16	N/A	STATE BANK OF INDIA (n/a) - 0.69%
#17	N/A	CTBC FINANCIAL HOLDING CO LTD (n/a) - 0.65%
#18	N/A	ORLEN SA (n/a) - 0.65%
#19	N/A	KB FINANCIAL GROUP INC (n/a) - 0.63%
#20	N/A	TATA STEEL LTD (n/a) - 0.60%
#21	N/A	BANK BRADESCO SA PARTICIPATING PREFERRED (n/a) - 0.30%
#22	N/A	SAMSUNG E&A (n/a) - 0.30%
#23	N/A	TS FINANCIAL HOLDING CO LTD (n/a) - 0.28%
#24	N/A	SAUDI BRITISH BANK (n/a) - 0.28%
#25	N/A	SAUDI BASIC INDUSTRIES CORP (n/a) - 0.27%
Total Holdings	1	2552

SOXS vs DFEV - Historical Returns

Returns include dividend reinvestment.

Period	SOXS	DFEV
1 month	-65.39%	+12.22%
3 months	-75.41%	+11.41%
6 months	-88.46%	+26.52%
1 year	-96.60%	+55.51%
5 years(CAGR)	-78.64%	+17.65%
10 years(CAGR)	-78.48%	N/A
Max(CAGR)	-70.52%	+17.65%

SOXS

-65.39%

Winner

DFEV

+12.22%

SOXS

-75.41%

Winner

DFEV

+11.41%

SOXS

-88.46%

Winner

DFEV

+26.52%

SOXS

-96.60%

Winner

DFEV

+55.51%

5Y(CAGR)

SOXS

-78.64%

Winner

DFEV

+17.65%

10Y(CAGR)

SOXS

-78.48%

DFEV

N/A

Max(CAGR)

SOXS

-70.52%

Winner

DFEV

+17.65%

SOXS vs DFEV - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	SOXS	DFEV
2026	-84.98%	+23.46%
2025	-85.29%	+33.08%
2024	-63.31%	+8.41%
2023	-85.08%	+15.21%
2022	+22.94%	-6.68%
2021	-81.18%	N/A
2020	-92.42%	N/A
2019	-83.37%	N/A
2018	-12.21%	N/A
2017	-69.30%	N/A
2016	-74.03%	N/A
2015	-25.17%	N/A
2014	-65.79%	N/A
2013	-67.79%	N/A
2012	-39.67%	N/A
2011	-24.71%	N/A
2010	-59.45%	N/A

SOXS vs DFEV Drawdown Comparison

The maximum drawdown for SOXS was -100.00%, occurring on May 11, 2026. This drawdown has not yet recovered.

The maximum drawdown for DFEV was -18.47%, occurring on Oct 31, 2022. Recovery took 279 trading sessions.

The current SOXS drawdown is -100.00%.

Rank	SOXS	DFEV
#1	-100.00% Aug 31, 2010 - May 11, 2026	-18.47% May 4, 2022 - Jun 14, 2023
#2	-37.46% Mar 15, 2010 - Aug 31, 2010	-17.94% Oct 7, 2024 - Jun 4, 2025
#3	N/A	-11.35% Feb 25, 2026 - Apr 17, 2026
#4	N/A	-10.73% Jul 31, 2023 - Dec 28, 2023
#5	N/A	-9.35% Jul 12, 2024 - Sep 24, 2024
#6	N/A	-5.71% Dec 29, 2023 - Feb 16, 2024
#7	N/A	-4.66% Apr 9, 2024 - Apr 29, 2024
#8	N/A	-4.26% May 17, 2024 - Jul 3, 2024
#9	N/A	-4.11% Nov 12, 2025 - Dec 26, 2025
#10	N/A	-3.57% Oct 6, 2025 - Oct 16, 2025
#11	N/A	-3.42% Jun 15, 2023 - Jul 12, 2023
#12	N/A	-3.42% Jul 23, 2025 - Aug 13, 2025
#13	N/A	-2.16% Jun 16, 2025 - Jun 24, 2025
#14	N/A	-2.13% Oct 29, 2025 - Nov 12, 2025
#15	N/A	-2.11% Feb 23, 2024 - Mar 7, 2024

Correlation

Correlation between SOXS and DFEV is -0.61 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.61

-101