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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 South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ADBU

1D
-4.40%
1M
-0.73%
YTD
6M
1Y
3Y*
5Y*
10Y*

KORU

1D
-2.29%
1M
92.47%
YTD
559.14%
6M
689.29%
1Y
2,160.10%
3Y*
132.56%
5Y*
23.42%
10Y*
19.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ADBU vs. KORU - Yearly Performance Comparison


Correlation

The correlation between ADBU and KORU is -0.10, 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 26, 2026

-0.10

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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

KORU
KORU Risk / Return Rank: 9797
Overall Rank
KORU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9595
Sortino Ratio Rank
KORU Omega Ratio Rank: 9595
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9999
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 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.


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

ADBU vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ADBUKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

17.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.13

+0.60

Drawdowns

ADBU vs. KORU - Drawdown Comparison

The maximum ADBU drawdown since its inception was -16.09%, 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.


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Drawdown Indicators


ADBUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-95.79%

+79.70%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (3Y)

Largest decline over 3 years

-73.71%

Max Drawdown (5Y)

Largest decline over 5 years

-93.35%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-12.99%

-5.39%

-7.60%

Average Drawdown

Average peak-to-trough decline

-6.33%

-57.53%

+51.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.33%

Volatility

ADBU vs. KORU - Volatility Comparison


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Volatility by Period


ADBUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.18%

Volatility (6M)

Calculated over the trailing 6-month period

110.71%

Volatility (1Y)

Calculated over the trailing 1-year period

90.05%

124.15%

-34.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.05%

85.11%

+4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.05%

79.91%

+10.14%

ADBU vs. KORU - Expense Ratio Comparison

ADBU has a 0.97% expense ratio, which is lower than KORU's 1.29% expense ratio.


Dividends

ADBU vs. KORU - Dividend Comparison

ADBU has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.14%.


PositionTTM202520242023202220212020201920182017
ADBU
Direxion Daily ADBE Bull 2X 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
0.14%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 -0.10, 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 1.29% for KORU.

KORU has the higher dividend yield at 0.14%, compared with 0.00% for ADBU.

ADBU tracks Adobe Inc., while KORU tracks MSCI Korea 25-50 Index. Their fees differ too: 0.97% for ADBU and 1.29% 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.

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