SOXS vs ILOW

Comparison between Direxion Daily Semiconductor Bear 3X Shares (SOXS, ETF) and AB INTERNATIONAL LOW VOLATILITY EQUITY ETF (ILOW, ETF).

SOXS vs ILOW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SOXS(ETF)	ILOW(ETF)
Net Assets	$1.80B	$1.80B
Expense Ratio	N/A	0.50%
Max Drawdown	100.00%	10.37%
Sharpe Ratio	-2.70	0.62
5Y Beta	0.00	0.59
5Y Dividends CAGR	-64.69%	N/A

Net Assets

SOXS

$1.80B

ILOW

$1.80B

Expense Ratio

SOXS

N/A

ILOW

0.50%

Max Drawdown

SOXS

100.00%

Winner

ILOW

10.37%

Sharpe Ratio

SOXS

-2.70

Winner

ILOW

0.62

5Y Beta

Winner

SOXS

0.00

ILOW

0.59

5Y Dividends CAGR

SOXS

-64.69%

ILOW

N/A

SOXS vs ILOW - Holdings Comparison

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

SOXS's top 25 holdings weight is 66.35%. ILOW's top 25 holdings weight is 44.10%.

Rank	SOXS	ILOW
#1	GOLDMAN SACHS FS TREASURY INTMS INSTL (FTIXX) - 66.35%	ASML HOLDING NV (n/a) - 3.05%
#2	N/A	n/a (n/a) - 2.54%
#3	N/A	SCHNEIDER ELECTRIC SE (n/a) - 2.25%
#4	N/A	PRYSMIAN SPA (n/a) - 2.24%
#5	N/A	NOVARTIS AG REGISTERED SHARES (n/a) - 1.88%
#6	N/A	BAE SYSTEMS PLC (n/a) - 1.88%
#7	N/A	OVERSEA-CHINESE BANKING CORP LTD (n/a) - 1.84%
#8	N/A	ABB LTD (n/a) - 1.83%
#9	N/A	AIB GROUP PLC (n/a) - 1.81%
#10	N/A	ENEL SPA (n/a) - 1.71%
#11	N/A	ROCHE HOLDING AG COMMON STOCK CHF.001 (n/a) - 1.68%
#12	N/A	TRYG AS (n/a) - 1.65%
#13	N/A	ASTRAZENECA PLC (AZN) - 1.61%
#14	N/A	EURONEXT NV (n/a) - 1.59%
#15	N/A	THE TORONTO-DOMINION BANK (TD) - 1.57%
#16	N/A	AXA SA (n/a) - 1.56%
#17	N/A	MITSUBISHI UFJ FINANCIAL GROUP INC (n/a) - 1.54%
#18	N/A	BRITISH AMERICAN TOBACCO PLC (n/a) - 1.52%
#19	N/A	KBC GROUPE NV (n/a) - 1.50%
#20	N/A	UNICREDIT SPA (n/a) - 1.50%
#21	N/A	SUMITOMO MITSUI FINANCIAL GROUP INC (n/a) - 1.49%
#22	N/A	NN GROUP NV (n/a) - 1.49%
#23	N/A	TESCO PLC (n/a) - 1.46%
#24	N/A	NORDEA BANK ABP (n/a) - 1.46%
#25	N/A	NATIONAL GRID PLC (n/a) - 1.45%
Total Holdings	1	99

SOXS vs ILOW - Historical Returns

Returns include dividend reinvestment.

Period	SOXS	ILOW
1 month	-55.18%	+1.06%
3 months	-88.19%	+4.35%
6 months	-93.94%	+7.88%
1 year	-97.54%	+13.21%
5 years(CAGR)	-79.96%	N/A
10 years(CAGR)	-79.26%	N/A
Max(CAGR)	-71.39%	+15.95%

SOXS

-55.18%

Winner

ILOW

+1.06%

SOXS

-88.19%

Winner

ILOW

+4.35%

SOXS

-93.94%

Winner

ILOW

+7.88%

SOXS

-97.54%

Winner

ILOW

+13.21%

5Y(CAGR)

SOXS

-79.96%

ILOW

N/A

10Y(CAGR)

SOXS

-79.26%

ILOW

N/A

Max(CAGR)

SOXS

-71.39%

Winner

ILOW

+15.95%

SOXS vs ILOW - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	SOXS	ILOW
2026	-91.83%	+5.42%
2025	-85.29%	+27.53%
2024	-63.31%	-1.36%
2023	-85.08%	N/A
2022	+22.94%	N/A
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 ILOW Drawdown Comparison

The maximum drawdown for SOXS was -100.00%, occurring on Jun 15, 2026. This drawdown has not yet recovered.

The maximum drawdown for ILOW was -10.37%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current SOXS drawdown is -100.00%. The current ILOW drawdown is -0.89%.

Rank	SOXS	ILOW
#1	-100.00% Aug 31, 2010 - Jun 15, 2026	-10.37% Mar 19, 2025 - Apr 22, 2025
#2	-37.46% Mar 15, 2010 - Aug 31, 2010	-9.80% Feb 27, 2026 - Mar 27, 2026
#3	N/A	-8.41% Sep 26, 2024 - Feb 18, 2025
#4	N/A	-5.45% Jul 31, 2024 - Aug 15, 2024
#5	N/A	-5.31% Oct 3, 2025 - Dec 15, 2025
#6	N/A	-3.91% Jul 23, 2025 - Aug 20, 2025
#7	N/A	-2.96% Aug 22, 2025 - Sep 11, 2025
#8	N/A	-2.71% Aug 29, 2024 - Sep 16, 2024
#9	N/A	-2.59% Mar 5, 2025 - Mar 19, 2025
#10	N/A	-2.48% Sep 11, 2025 - Oct 3, 2025
#11	N/A	-2.34% Jun 12, 2025 - Jun 27, 2025
#12	N/A	-2.21% Jan 27, 2026 - Feb 9, 2026
#13	N/A	-2.18% Jul 1, 2025 - Jul 23, 2025
#14	N/A	-1.86% Jul 16, 2024 - Jul 31, 2024
#15	N/A	-1.67% Feb 25, 2025 - Mar 5, 2025

Correlation

Correlation between SOXS and ILOW is -0.95 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.95

-101