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BULZ vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BULZ vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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BULZ vs. KORU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
-32.23%60.09%54.09%394.22%-92.26%12.62%
KORU
Direxion Daily South Korea Bull 3X Shares
56.49%432.73%-62.18%28.61%-70.16%-21.32%

Returns By Period

In the year-to-date period, BULZ achieves a -32.23% return, which is significantly lower than KORU's 56.49% return.


BULZ

1D
15.12%
1M
-15.60%
YTD
-32.23%
6M
-31.80%
1Y
68.79%
3Y*
56.38%
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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BULZ vs. KORU - Expense Ratio Comparison

BULZ has a 0.95% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

BULZ vs. KORU — Risk / Return Rank

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

BULZ
BULZ Risk / Return Rank: 5252
Overall Rank
BULZ Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BULZ Sortino Ratio Rank: 6464
Sortino Ratio Rank
BULZ Omega Ratio Rank: 6161
Omega Ratio Rank
BULZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
BULZ Martin Ratio Rank: 3737
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: 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.

BULZ vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) 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.


BULZKORUDifference

Sharpe ratio

Return per unit of total volatility

0.75

6.21

-5.46

Sortino ratio

Return per unit of downside risk

1.54

3.75

-2.21

Omega ratio

Gain probability vs. loss probability

1.21

1.53

-0.32

Calmar ratio

Return relative to maximum drawdown

1.21

10.12

-8.91

Martin ratio

Return relative to average drawdown

3.28

36.94

-33.67

BULZ vs. KORU - Sharpe Ratio Comparison

The current BULZ Sharpe Ratio is 0.75, which is lower than the KORU Sharpe Ratio of 6.21. The chart below compares the historical Sharpe Ratios of BULZ 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


BULZKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

6.21

-5.46

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

-0.08

-0.03

-0.05

Correlation

The correlation between BULZ and KORU is 0.59, 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

BULZ vs. KORU - Dividend Comparison

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


TTM202520242023202220212020201920182017
BULZ
MicroSectors Solactive FANG & Innovation 3X Leveraged ETN
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

BULZ vs. KORU - Drawdown Comparison

The maximum BULZ drawdown since its inception was -94.44%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for BULZ and KORU.


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Drawdown Indicators


BULZKORUDifference

Max Drawdown

Largest peak-to-trough decline

-94.44%

-95.79%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-54.22%

-61.39%

+7.17%

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

-49.18%

-56.91%

+7.73%

Average Drawdown

Average peak-to-trough decline

-60.16%

-58.03%

-2.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.05%

16.82%

+3.23%

Volatility

BULZ vs. KORU - Volatility Comparison

The current volatility for MicroSectors Solactive FANG & Innovation 3X Leveraged ETN (BULZ) is 28.82%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 68.35%. This indicates that BULZ 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


BULZKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

28.82%

68.35%

-39.53%

Volatility (6M)

Calculated over the trailing 6-month period

60.39%

93.12%

-32.73%

Volatility (1Y)

Calculated over the trailing 1-year period

92.38%

106.25%

-13.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

91.57%

78.43%

+13.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

91.57%

76.31%

+15.26%