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BLSG vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLSG vs. KORU - Performance Comparison

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

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BLSG vs. KORU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BLSG achieves a -24.60% return, which is significantly lower than KORU's 56.49% return.


BLSG

1D
16.32%
1M
22.28%
YTD
-24.60%
6M
1Y
3Y*
5Y*
10Y*

KORU

1D
16.84%
1M
-54.89%
YTD
56.49%
6M
171.77%
1Y
653.24%
3Y*
51.09%
5Y*
-5.96%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLSG vs. KORU - Expense Ratio Comparison

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


Return for Risk

BLSG vs. KORU — Risk / Return Rank

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

BLSG

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: 9797
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.

BLSG vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BLSH Daily ETF (BLSG) 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.

BLSG vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BLSGKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

-0.03

-0.62

Correlation

The correlation between BLSG and KORU is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BLSG vs. KORU - Dividend Comparison

BLSG has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.59%.


TTM202520242023202220212020201920182017
BLSG
Leverage Shares 2X Long BLSH 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
0.59%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

BLSG vs. KORU - Drawdown Comparison

The maximum BLSG drawdown since its inception was -83.67%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for BLSG and KORU.


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Drawdown Indicators


BLSGKORUDifference

Max Drawdown

Largest peak-to-trough decline

-83.67%

-95.79%

+12.12%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

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

-69.84%

-56.91%

-12.93%

Average Drawdown

Average peak-to-trough decline

-57.40%

-58.03%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.82%

Volatility

BLSG vs. KORU - Volatility Comparison


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Volatility by Period


BLSGKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

68.35%

Volatility (6M)

Calculated over the trailing 6-month period

93.12%

Volatility (1Y)

Calculated over the trailing 1-year period

146.51%

106.25%

+40.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.51%

78.43%

+68.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.51%

76.31%

+70.20%