PortfoliosLab logoPortfoliosLab logo
ADBU vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ADBU vs. KORU - Performance Comparison

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

Loading charts...

Returns By Period


ADBU

1D
-8.72%
1M
15.97%
6M
YTD
1Y
3Y*
5Y*
10Y*

KORU

1D
14.83%
1M
-41.65%
6M
99.45%
YTD
165.12%
1Y
474.18%
3Y*
67.87%
5Y*
4.47%
10Y*
7.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBU vs. KORU - Yearly Performance Comparison


Correlation

The correlation between ADBU and KORU is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 25, 2026

-0.23

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ADBU vs. KORU — Risk / Return Rank

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

ADBU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


KORU
KORU Risk / Return Rank: 9191
Overall Rank
KORU Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 8282
Sortino Ratio Rank
KORU Omega Ratio Rank: 8787
Omega Ratio Rank
KORU Calmar Ratio Rank: 9696
Calmar Ratio Rank
KORU Martin Ratio Rank: 9494
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.

ADBU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily ADBE Bull 2X ETF (ADBU) and Direxion Daily MSCI 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ADBUKORUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

7.15

Martin ratioReturn relative to average drawdown

19.75

ADBU vs. KORU - Sharpe Ratio Comparison


Loading charts...

Drawdowns

ADBU vs. KORU - Drawdown Comparison

The maximum ADBU drawdown since its inception was -51.62%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for ADBU and KORU.


Loading charts...

Drawdown Indicators


ADBUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-51.62%

-95.79%

+44.17%

Max Drawdown (1Y)

Largest decline over 1 year

-66.86%

Max Drawdown (3Y)

Largest decline over 3 years

-73.34%

Max Drawdown (5Y)

Largest decline over 5 years

-92.74%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-37.90%

-61.95%

+24.05%

Average Drawdown

Average peak-to-trough decline

-17.84%

-57.39%

+39.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.17%

Volatility

ADBU vs. KORU - Volatility Comparison


Loading charts...

Volatility by Period


ADBUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

73.09%

Volatility (6M)

Calculated over the trailing 6-month period

146.34%

Volatility (1Y)

Calculated over the trailing 1-year period

91.37%

150.45%

-59.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.37%

93.71%

-2.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.37%

84.20%

+7.17%

ADBU vs. KORU - Expense Ratio Comparison

ADBU has a 0.97% expense ratio, which is lower than KORU's 1.32% expense ratio.


Dividends

ADBU vs. KORU - Dividend Comparison

ADBU's dividend yield for the trailing twelve months is around 0.31%, less than KORU's 0.33% yield.


PositionTTM202520242023202220212020201920182017
ADBU
Direxion Daily ADBE Bull 2X ETF
0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
0.33%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Frequently Asked Questions


ADBU and KORU have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ADBU is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ADBU is cheaper with a 0.97% expense ratio, compared with 1.32% for KORU.

KORU has the higher dividend yield at 0.33%, compared with 0.31% for ADBU.

ADBU is categorized as Leveraged Equities, while KORU is South Korea Equities. ADBU tracks Adobe Inc., while KORU tracks MSCI Korea 25/50 Index. Their fees differ too: 0.97% for ADBU and 1.32% for KORU.

Portfolio Optimizer

Find the right allocation for ADBU and KORU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer