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CRWG vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWG vs. KORU - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRWG achieves a -10.07% return, which is significantly lower than KORU's 206.79% return.


CRWG

1D
-1.93%
1M
-27.60%
6M
-27.47%
YTD
-10.07%
1Y
3Y*
5Y*
10Y*

KORU

1D
-2.27%
1M
-32.48%
6M
122.37%
YTD
206.79%
1Y
581.75%
3Y*
83.74%
5Y*
8.55%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWG vs. KORU - Yearly Performance Comparison


Correlation

The correlation between CRWG and KORU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 11, 2025

0.46

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Return for Risk

CRWG vs. KORU — Risk / Return Rank

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

CRWG

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


KORU
KORU Risk / Return Rank: 9393
Overall Rank
KORU Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 8686
Sortino Ratio Rank
KORU Omega Ratio Rank: 8989
Omega Ratio Rank
KORU Calmar Ratio Rank: 9797
Calmar Ratio Rank
KORU Martin Ratio Rank: 9595
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.

CRWG vs. KORU - Risk-Adjusted Trends Comparison

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


CRWGKORUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

9.28

Martin ratioReturn relative to average drawdown

24.23

CRWG vs. KORU - Sharpe Ratio Comparison


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Drawdowns

CRWG vs. KORU - Drawdown Comparison

The maximum CRWG drawdown since its inception was -89.42%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for CRWG and KORU.


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Drawdown Indicators


CRWGKORUDifference

Max Drawdown

Largest peak-to-trough decline

-89.42%

-95.79%

+6.37%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (3Y)

Largest decline over 3 years

-73.34%

Max Drawdown (5Y)

Largest decline over 5 years

-92.82%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-86.57%

-55.96%

-30.61%

Average Drawdown

Average peak-to-trough decline

-69.72%

-57.38%

-12.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.48%

Volatility

CRWG vs. KORU - Volatility Comparison


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Volatility by Period


CRWGKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

73.55%

Volatility (6M)

Calculated over the trailing 6-month period

142.90%

Volatility (1Y)

Calculated over the trailing 1-year period

188.63%

147.64%

+40.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

188.63%

92.78%

+95.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

188.63%

83.70%

+104.93%

CRWG vs. KORU - Expense Ratio Comparison

CRWG has a 0.75% expense ratio, which is lower than KORU's 1.32% expense ratio.


Dividends

CRWG vs. KORU - Dividend Comparison

CRWG's dividend yield for the trailing twelve months is around 8.22%, more than KORU's 0.28% yield.


PositionTTM202520242023202220212020201920182017
CRWG
Leverage Shares 2X Long CRWV Daily ETF
8.22%7.39%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
0.28%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Frequently Asked Questions


CRWG and KORU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRWG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRWG is cheaper with a 0.75% expense ratio, compared with 1.32% for KORU.

CRWG has the higher dividend yield at 8.22%, compared with 0.28% for KORU.

CRWG is categorized as Leveraged Equities, while KORU is South Korea Equities. They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for CRWG and 1.32% for KORU.

Portfolio Optimizer

Find the right allocation for CRWG 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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