DRIP vs. KORU
DRIP (Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares) and KORU (Direxion Daily MSCI South Korea Bull 3X Shares) are both exchange-traded funds - DRIP is a Leveraged Equities fund tracking the S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while KORU is a South Korea Equities fund tracking the MSCI Korea 25/50 Index. Both are passively managed. Over the past 10 years, DRIP returned -42.61%/yr vs 2.54%/yr for KORU. Their -0.33 correlation means they have often moved in opposite directions in the past. DRIP charges 1.07%/yr vs 1.32%/yr for KORU.
Performance
DRIP vs. KORU - Performance Comparison
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Returns By Period
In the year-to-date period, DRIP achieves a -53.72% return, which is significantly lower than KORU's 74.82% return. Over the past 10 years, DRIP has underperformed KORU with an annualized return of -42.61%, while KORU has yielded a comparatively higher 2.54% annualized return.
DRIP
- 1D
- 3.59%
- 1M
- -22.42%
- 6M
- -46.02%
- YTD
- -53.72%
- 1Y
- -57.86%
- 3Y*
- -24.65%
- 5Y*
- -45.76%
- 10Y*
- -42.61%
- ALL TIME*
- -41.99%
KORU
- 1D
- 5.87%
- 1M
- -41.38%
- 6M
- -5.76%
- YTD
- 74.82%
- 1Y
- 326.36%
- 3Y*
- 52.12%
- 5Y*
- -3.49%
- 10Y*
- 2.54%
- ALL TIME*
- -0.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $16.92M | $63.12M | $132.02M | |
| $701.92M | $755.38M | $782.78M |
DRIP vs. KORU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIP Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares | -53.72% | -14.81% | 1.27% | -17.24% | -73.57% | -79.74% | -42.76% | -36.11% | 49.62% | -9.05% |
KORU Direxion Daily MSCI South Korea Bull 3X Shares | 74.82% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
Correlation
The correlation between DRIP and KORU is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | -0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.31 |
Correlation (All Time) Calculated using the full available price history since May 29, 2015 | -0.33 |
The correlation between DRIP and KORU shifts across timeframes, from -0.33 (all time) to 0.05 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DRIP vs. KORU — Risk / Return Rank
DRIP
KORU
DRIP vs. KORU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) 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.
| DRIP | KORU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.33 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.36 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.93 | 4.06 | -5.00 |
| Martin ratioReturn relative to average drawdown | -1.52 | 11.13 | -12.64 |
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Drawdowns
DRIP vs. KORU - Drawdown Comparison
The maximum DRIP drawdown since its inception was -99.95%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for DRIP and KORU.
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Drawdown Indicators
| DRIP | KORU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.95% | -95.79% | -4.16% |
Max Drawdown (1Y)Largest decline over 1 year | -62.18% | -80.90% | +18.72% |
Max Drawdown (3Y)Largest decline over 3 years | -76.02% | -80.90% | +4.88% |
Max Drawdown (5Y)Largest decline over 5 years | -96.24% | -92.74% | -3.50% |
Max Drawdown (10Y)Largest decline over 10 years | -99.92% | -95.79% | -4.13% |
Current DrawdownCurrent decline from peak | -99.94% | -74.91% | -25.03% |
Average DrawdownAverage peak-to-trough decline | -90.56% | -57.45% | -33.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.17% | 29.49% | +8.68% |
Volatility
DRIP vs. KORU - Volatility Comparison
The current volatility for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) is 17.47%, while Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a volatility of 65.03%. This indicates that DRIP 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
| DRIP | KORU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.47% | 65.03% | -47.56% |
Volatility (6M)Calculated over the trailing 6-month period | 44.98% | 154.04% | -109.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.84% | 159.66% | -102.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.64% | 96.62% | -28.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.72% | 85.86% | +9.86% |
DRIP vs. KORU - Expense Ratio Comparison
DRIP has a 1.07% expense ratio, which is lower than KORU's 1.32% expense ratio.
Dividends
DRIP vs. KORU - Dividend Comparison
DRIP's dividend yield for the trailing twelve months is around 3.84%, more than KORU's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DRIP Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares | 3.84% | 2.86% | 4.38% | 5.09% | 0.00% | 0.00% | 0.01% | 0.96% | 0.58% | 0.00% |
KORU Direxion Daily MSCI South Korea Bull 3X Shares | 0.50% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
Frequently Asked Questions
DRIP and KORU have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (65.03%) compared to DRIP (17.47%). In terms of maximum drawdown, DRIP dropped -99.95% vs KORU's -95.79%.
On 10-year performance, KORU leads with 2.54% vs -42.61% for DRIP. On fees, DRIP is cheaper at 1.07% per year. On volatility, DRIP has been the lower-risk option at 17.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, KORU has performed better with a 2.54% return vs -42.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DRIP is cheaper with a 1.07% expense ratio, compared with 1.32% for KORU.
DRIP has the higher dividend yield at 3.84%, compared with 0.50% for KORU.
DRIP is categorized as Leveraged Equities, while KORU is South Korea Equities. DRIP tracks S&P Oil & Gas Exploration & Production Select Industry Index (-300%), while KORU tracks MSCI Korea 25/50 Index. Their fees differ too: 1.07% for DRIP and 1.32% for KORU.
KORU currently has the higher Sharpe Ratio (2.06 vs -1.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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