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CSCL vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSCL vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSCO Bull 2X Shares (CSCL) 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

In the year-to-date period, CSCL achieves a 160.53% return, which is significantly lower than KORU's 478.17% return.


CSCL

1D
5.31%
1M
84.09%
YTD
160.53%
6M
153.22%
1Y
3Y*
5Y*
10Y*

KORU

1D
-12.29%
1M
43.43%
YTD
478.17%
6M
617.53%
1Y
1,709.41%
3Y*
122.40%
5Y*
20.22%
10Y*
17.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSCL vs. KORU - Yearly Performance Comparison


Correlation

The correlation between CSCL and KORU is 0.24, 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 Jun 26, 2025

0.24

CSCL vs. KORU - Sectors Allocation Comparison


Sectors
CSCL
KORU

Technology

100.0%
52.3%

Basic Materials

-

2.0%

Communication Services

-

2.9%

Consumer Cyclical

-

5.8%

Consumer Defensive

-

1.8%

Energy

-

1.4%

Financial Services

-

16.7%

Healthcare

-

3.5%

Industrials

-

20.4%

Real Estate

-

-

Utilities

-

0.4%

Technology

CSCL
100.0%
KORU
52.3%

Basic Materials

CSCL

-

KORU
2.0%

Communication Services

CSCL

-

KORU
2.9%

Consumer Cyclical

CSCL

-

KORU
5.8%

Consumer Defensive

CSCL

-

KORU
1.8%

Energy

CSCL

-

KORU
1.4%

Financial Services

CSCL

-

KORU
16.7%

Healthcare

CSCL

-

KORU
3.5%

Industrials

CSCL

-

KORU
20.4%

Real Estate

CSCL

-

KORU

-

Utilities

CSCL

-

KORU
0.4%

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Return for Risk

CSCL vs. KORU — Risk / Return Rank

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

CSCL

KORU
KORU Risk / Return Rank: 9797
Overall Rank
KORU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9494
Sortino Ratio Rank
KORU Omega Ratio Rank: 9494
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.

CSCL vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bull 2X Shares (CSCL) 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.

CSCL vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CSCLKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

3.89

0.11

+3.78

Drawdowns

CSCL vs. KORU - Drawdown Comparison

The maximum CSCL drawdown since its inception was -27.15%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for CSCL and KORU.


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Drawdown Indicators


CSCLKORUDifference

Max Drawdown

Largest peak-to-trough decline

-27.15%

-95.79%

+68.64%

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

0.00%

-17.01%

+17.01%

Average Drawdown

Average peak-to-trough decline

-8.49%

-57.52%

+49.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.36%

Volatility

CSCL vs. KORU - Volatility Comparison


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Volatility by Period


CSCLKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.60%

Volatility (6M)

Calculated over the trailing 6-month period

111.66%

Volatility (1Y)

Calculated over the trailing 1-year period

61.12%

124.91%

-63.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

61.12%

85.28%

-24.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.12%

79.99%

-18.87%

CSCL vs. KORU - Expense Ratio Comparison

CSCL has a 1.07% expense ratio, which is lower than KORU's 1.29% expense ratio.


Dividends

CSCL vs. KORU - Dividend Comparison

CSCL's dividend yield for the trailing twelve months is around 0.74%, more than KORU's 0.16% yield.


PositionTTM202520242023202220212020201920182017
CSCL
Direxion Daily CSCO Bull 2X Shares
0.74%1.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.16%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Frequently Asked Questions


CSCL and KORU have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CSCL is cheaper at 1.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CSCL is cheaper with a 1.07% expense ratio, compared with 1.29% for KORU.

CSCL has the higher dividend yield at 0.74%, compared with 0.16% for KORU.

Their fees differ too: 1.07% for CSCL and 1.29% for KORU.

Portfolio Optimizer

Find the right allocation for CSCL 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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