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ADBG vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ADBG vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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ADBG vs. KORU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ADBG achieves a -55.77% return, which is significantly lower than KORU's 68.52% return.


ADBG

1D
-1.53%
1M
-16.76%
YTD
-55.77%
6M
-56.37%
1Y
-68.62%
3Y*
5Y*
10Y*

KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ADBG vs. KORU - Expense Ratio Comparison

ADBG has a 0.75% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

ADBG vs. KORU — Risk / Return Rank

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

ADBG
ADBG Risk / Return Rank: 00
Overall Rank
ADBG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
ADBG Sortino Ratio Rank: 00
Sortino Ratio Rank
ADBG Omega Ratio Rank: 00
Omega Ratio Rank
ADBG Calmar Ratio Rank: 00
Calmar Ratio Rank
ADBG Martin Ratio Rank: 11
Martin Ratio Rank

KORU
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.

ADBG vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long ADBE Daily ETF (ADBG) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.


ADBGKORUDifference

Sharpe ratio

Return per unit of total volatility

-1.11

6.40

-7.51

Sortino ratio

Return per unit of downside risk

-1.93

3.79

-5.72

Omega ratio

Gain probability vs. loss probability

0.76

1.54

-0.78

Calmar ratio

Return relative to maximum drawdown

-0.92

11.58

-12.51

Martin ratio

Return relative to average drawdown

-1.66

41.52

-43.18

ADBG vs. KORU - Sharpe Ratio Comparison

The current ADBG Sharpe Ratio is -1.11, which is lower than the KORU Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of ADBG and KORU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ADBGKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.11

6.40

-7.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.11

-0.02

-1.09

Correlation

The correlation between ADBG and KORU is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ADBG vs. KORU - Dividend Comparison

ADBG has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.55%.


TTM202520242023202220212020201920182017
ADBG
Leverage Shares 2X Long ADBE Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

ADBG vs. KORU - Drawdown Comparison

The maximum ADBG drawdown since its inception was -74.57%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for ADBG and KORU.


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Drawdown Indicators


ADBGKORUDifference

Max Drawdown

Largest peak-to-trough decline

-74.57%

-95.79%

+21.22%

Max Drawdown (1Y)

Largest decline over 1 year

-74.57%

-61.39%

-13.18%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-73.14%

-53.60%

-19.54%

Average Drawdown

Average peak-to-trough decline

-36.46%

-58.03%

+21.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.47%

17.13%

+24.34%

Volatility

ADBG vs. KORU - Volatility Comparison

The current volatility for Leverage Shares 2X Long ADBE Daily ETF (ADBG) is 23.19%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 59.12%. This indicates that ADBG experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ADBGKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.19%

59.12%

-35.93%

Volatility (6M)

Calculated over the trailing 6-month period

47.86%

93.35%

-45.49%

Volatility (1Y)

Calculated over the trailing 1-year period

61.99%

106.33%

-44.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.84%

78.49%

-16.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.84%

76.33%

-14.49%