ZROZ vs SOXS

Comparison between PIMCO 25+ YEAR ZERO COUPON U.S. TREASURY INDEX EXCHANGE-TRADED FUND (ZROZ, ETF) and Direxion Daily Semiconductor Bear 3X ETF (SOXS, ETF).

5-Year PerformanceZROZ has outperformed SOXS, delivering a return of -13.9% compared to -79.3%

ZROZ vs SOXS - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ZROZ(ETF)	SOXS(ETF)
Net Assets	$1.30B	$1.40B
Expense Ratio	0.15%	N/A
Max Drawdown	69.42%	100.00%
Sharpe Ratio	-0.58	-2.03
5Y Beta	0.14	0.00
5Y Dividends CAGR	5.71%	N/A

Net Assets

ZROZ

$1.30B

Winner

SOXS

$1.40B

Expense Ratio

ZROZ

0.15%

SOXS

N/A

Max Drawdown

Winner

ZROZ

69.42%

SOXS

100.00%

Sharpe Ratio

Winner

ZROZ

-0.58

SOXS

-2.03

5Y Beta

ZROZ

0.14

Winner

SOXS

0.00

5Y Dividends CAGR

ZROZ

5.71%

SOXS

N/A

ZROZ vs SOXS - Historical Returns

Returns include dividend reinvestment.

Period	ZROZ	SOXS
1 month	-3.64%	-12.33%
3 months	-4.32%	-59.93%
6 months	-6.04%	-88.56%
1 year	-5.77%	-97.14%
5 years(CAGR)	-13.92%	-79.28%
10 years(CAGR)	-5.26%	-78.48%
Max(CAGR)	+1.79%	-71.17%

Winner

ZROZ

-3.64%

SOXS

-12.33%

Winner

ZROZ

-4.32%

SOXS

-59.93%

Winner

ZROZ

-6.04%

SOXS

-88.56%

Winner

ZROZ

-5.77%

SOXS

-97.14%

5Y(CAGR)

Winner

ZROZ

-13.92%

SOXS

-79.28%

10Y(CAGR)

Winner

ZROZ

-5.26%

SOXS

-78.48%

Max(CAGR)

Winner

ZROZ

+1.79%

SOXS

-71.17%

ZROZ vs SOXS - Annual Returns (2009 - 2026)

Returns include dividend reinvestment.

Year	ZROZ	SOXS
2026	-5.27%	-92.22%
2025	-1.87%	-85.29%
2024	-15.03%	-63.31%
2023	-1.52%	-85.08%
2022	-39.26%	+22.94%
2021	-4.79%	-81.18%
2020	+22.56%	-92.42%
2019	+20.05%	-83.37%
2018	-3.51%	-12.21%
2017	+13.87%	-69.30%
2016	-0.31%	-74.03%
2015	-7.39%	-25.17%
2014	+48.29%	-65.79%
2013	-19.11%	-67.79%
2012	+3.51%	-39.67%
2011	+61.75%	-24.71%
2010	+9.96%	-59.45%
2009	-6.29%	N/A

ZROZ vs SOXS Drawdown Comparison

The maximum drawdown for ZROZ was -62.94%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The maximum drawdown for SOXS was -100.00%, occurring on Jun 30, 2026. This drawdown has not yet recovered.

The current ZROZ drawdown is -61.82%. The current SOXS drawdown is -100.00%.

Rank	ZROZ	SOXS
#1	-62.94% Mar 9, 2020 - Oct 19, 2023	-100.00% Aug 31, 2010 - Jun 30, 2026
#2	-32.29% Jul 25, 2012 - Dec 11, 2014	-37.46% Mar 15, 2010 - Aug 31, 2010
#3	-28.88% Aug 26, 2010 - Aug 10, 2011	N/A
#4	-25.82% Jan 30, 2015 - Jun 27, 2016	N/A
#5	-25.21% Jul 8, 2016 - Aug 2, 2019	N/A
#6	-18.35% Oct 3, 2011 - Dec 19, 2011	N/A
#7	-17.49% Dec 19, 2011 - May 17, 2012	N/A
#8	-15.67% Nov 27, 2009 - May 6, 2010	N/A
#9	-12.23% Aug 28, 2019 - Feb 20, 2020	N/A
#10	-9.10% Aug 10, 2011 - Aug 18, 2011	N/A
#11	-8.29% May 6, 2010 - May 20, 2010	N/A
#12	-7.85% Sep 22, 2011 - Oct 3, 2011	N/A
#13	-7.18% Aug 19, 2011 - Sep 2, 2011	N/A
#14	-7.09% Jun 1, 2012 - Jul 20, 2012	N/A
#15	-6.88% Jul 1, 2010 - Aug 16, 2010	N/A

Correlation

Correlation between ZROZ and SOXS is -0.47 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.47

-101

Dividend Comparison (2009 - 2026)

ZROZ vs SOXS dividend yield comparison.

Year	ZROZ	SOXS
2026	2.76%	7.78%
2025	4.96%	10.80%
2024	4.58%	5.45%
2023	3.52%	9.22%
2022	2.76%	0.19%
2021	1.60%	0.00%
2020	1.68%	3.58%
2019	2.22%	2.30%
2018	2.06%	0.76%
2017	2.53%	0.00%
2016	3.00%	0.00%
2015	2.98%	0.00%
2014	2.60%	0.00%
2013	4.28%	0.00%
2012	3.16%	0.00%
2011	2.99%	1.31%
2010	4.55%	4.56%
2009	0.74%	0.00%