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DKNX vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DKNX vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Daily Target 2X Long DKNG ETF (DKNX) 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, DKNX achieves a -57.81% return, which is significantly lower than KORU's 235.99% return.


DKNX

1D
-3.93%
1M
4.37%
YTD
-57.81%
6M
-57.32%
1Y
3Y*
5Y*
10Y*

KORU

1D
-41.89%
1M
-27.29%
YTD
235.99%
6M
287.50%
1Y
886.26%
3Y*
84.33%
5Y*
7.86%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DKNX vs. KORU - Yearly Performance Comparison


Correlation

The correlation between DKNX and KORU is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 1, 2025

0.07

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Return for Risk

DKNX vs. KORU — Risk / Return Rank

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

DKNX

KORU
KORU Risk / Return Rank: 9393
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 8585
Sortino Ratio Rank
KORU Omega Ratio Rank: 8888
Omega Ratio Rank
KORU Calmar Ratio Rank: 9898
Calmar Ratio Rank
KORU Martin Ratio Rank: 9797
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.

DKNX vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long DKNG ETF (DKNX) 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.

DKNX vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DKNXKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.88

0.05

-0.93

Drawdowns

DKNX vs. KORU - Drawdown Comparison

The maximum DKNX drawdown since its inception was -86.10%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for DKNX and KORU.


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Drawdown Indicators


DKNXKORUDifference

Max Drawdown

Largest peak-to-trough decline

-86.10%

-95.79%

+9.69%

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

-93.34%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-81.39%

-51.77%

-29.62%

Average Drawdown

Average peak-to-trough decline

-58.12%

-57.52%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.63%

Volatility

DKNX vs. KORU - Volatility Comparison


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Volatility by Period


DKNXKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

81.14%

Volatility (6M)

Calculated over the trailing 6-month period

124.83%

Volatility (1Y)

Calculated over the trailing 1-year period

96.13%

131.98%

-35.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

96.13%

87.31%

+8.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

96.13%

81.08%

+15.05%

DKNX vs. KORU - Expense Ratio Comparison

Both DKNX and KORU have an expense ratio of 1.29%.


Dividends

DKNX vs. KORU - Dividend Comparison

DKNX has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.27%.


PositionTTM202520242023202220212020201920182017
DKNX
Defiance Daily Target 2X Long DKNG 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
0.27%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Frequently Asked Questions


DKNX and KORU have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 1.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DKNX and KORU have the same expense ratio: 1.29% per year.

KORU has the higher dividend yield at 0.27%, compared with 0.00% for DKNX.

They also come from different issuers: Defiance and Direxion.

Portfolio Optimizer

Find the right allocation for DKNX 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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