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Direxion Daily South Korea Bull 3X Shares (KORU)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US25459Y5208
CUSIP
25459Y520
Issuer
Direxion
Inception Date
Apr 10, 2013
Region
Developed Asia Pacific (South Korea)
Leveraged
3x
Index Tracked
MSCI Korea 25-50 Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Direxion Daily South Korea Bull 3X Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Direxion Daily South Korea Bull 3X Shares (KORU) has returned 56.49% so far this year and 653.24% over the past 12 months. Over the last ten years, KORU has returned 2.91% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Direxion Daily South Korea Bull 3X Shares

1D
16.84%
1M
-54.89%
YTD
56.49%
6M
171.77%
1Y
653.24%
3Y*
51.09%
5Y*
-5.96%
10Y*
2.91%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 10, 2013, KORU's average daily return is +0.10%, while the average monthly return is +2.29%. At this rate, your investment would double in approximately 2.6 years.

Historically, 53% of months were positive and 47% were negative. The best month was Jan 2026 with a return of +91.6%, while the worst month was Mar 2020 at -55.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, KORU closed higher 50% of trading days. The best single day was Mar 24, 2020 with a return of +35.9%, while the worst single day was Mar 12, 2020 at -31.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202691.56%81.09%-54.89%56.49%
202516.23%1.65%-6.32%7.24%22.49%61.60%2.07%-4.31%33.70%71.29%-20.75%27.92%432.73%
2024-26.97%22.34%12.74%-19.43%-5.67%17.95%-0.12%-8.56%-9.94%-19.25%-13.98%-26.69%-62.18%
202337.87%-23.60%11.62%-4.22%8.45%0.97%18.76%-22.87%-17.36%-20.78%45.90%19.19%28.61%
2022-20.99%-0.70%-7.98%-19.36%4.29%-39.53%10.46%-13.77%-46.77%27.45%54.59%-18.62%-70.16%
20213.98%-2.05%4.01%1.89%3.20%3.31%-14.34%-8.07%-20.68%-5.14%-14.68%13.70%-33.86%

Benchmark Metrics

Direxion Daily South Korea Bull 3X Shares has an annualized alpha of -8.34%, beta of 2.68, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since April 11, 2013.

  • This ETF captured 297.76% of S&P 500 Index gains and 238.02% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.40 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
-8.34%
Beta
2.68
0.40
Upside Capture
297.76%
Downside Capture
238.02%

Expense Ratio

KORU has a high expense ratio of 1.29%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

KORU ranks 98 for risk / return — in the top 98% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9696
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and compare them to a chosen benchmark (S&P 500 Index).


KORUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

6.21

0.90

+5.32

Sortino ratio

Return per unit of downside risk

3.75

1.39

+2.37

Omega ratio

Gain probability vs. loss probability

1.53

1.21

+0.32

Calmar ratio

Return relative to maximum drawdown

10.12

1.40

+8.72

Martin ratio

Return relative to average drawdown

36.94

6.61

+30.34

Explore KORU risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Direxion Daily South Korea Bull 3X Shares provided a 0.59% dividend yield over the last twelve months, with an annual payout of $1.68 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$5.00$10.00$15.00$20.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.68$1.62$1.41$2.39$0.36$1.91$0.03$2.41$3.45$22.34

Dividend yield

0.59%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Monthly Dividends

The table displays the monthly dividend distributions for Direxion Daily South Korea Bull 3X Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.11$0.11
2025$0.00$0.00$0.05$0.00$0.00$0.09$0.00$0.00$0.00$0.00$0.00$1.48$1.62
2024$0.00$0.00$0.26$0.00$0.00$0.24$0.00$0.00$0.15$0.00$0.00$0.75$1.41
2023$0.00$0.00$0.43$0.00$0.00$0.31$0.00$0.00$0.15$0.00$0.00$1.51$2.39
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.36
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.91$1.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Direxion Daily South Korea Bull 3X Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Direxion Daily South Korea Bull 3X Shares was 95.79%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Direxion Daily South Korea Bull 3X Shares drawdown is 56.91%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-95.79%Jan 29, 20181809Apr 8, 2025
-72.68%Jul 31, 2014269Aug 24, 2015552Oct 31, 2017821
-38.98%Jun 4, 201315Jun 24, 201352Sep 6, 201367
-33.6%Oct 23, 201370Feb 3, 2014122Jul 29, 2014192
-13.54%Sep 19, 20138Sep 30, 201311Oct 15, 201319

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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