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DUSL vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DUSL vs. KORU - Performance Comparison

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

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DUSL vs. KORU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
8.66%37.50%34.75%37.23%-31.17%60.72%-19.77%90.70%-46.28%48.29%
KORU
Direxion Daily South Korea Bull 3X Shares
56.49%432.73%-62.18%28.61%-70.16%-33.86%48.78%5.47%-59.89%71.34%

Returns By Period

In the year-to-date period, DUSL achieves a 8.66% return, which is significantly lower than KORU's 56.49% return.


DUSL

1D
9.83%
1M
-25.04%
YTD
8.66%
6M
7.85%
1Y
57.49%
3Y*
37.81%
5Y*
17.75%
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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DUSL vs. KORU - Expense Ratio Comparison

DUSL has a 1.01% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

DUSL vs. KORU — Risk / Return Rank

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

DUSL
DUSL Risk / Return Rank: 6363
Overall Rank
DUSL Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
DUSL Sortino Ratio Rank: 6363
Sortino Ratio Rank
DUSL Omega Ratio Rank: 6161
Omega Ratio Rank
DUSL Calmar Ratio Rank: 7070
Calmar Ratio Rank
DUSL Martin Ratio Rank: 6363
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.

DUSL vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Industrials Bull 3X Shares (DUSL) 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.


DUSLKORUDifference

Sharpe ratio

Return per unit of total volatility

0.97

6.21

-5.24

Sortino ratio

Return per unit of downside risk

1.57

3.75

-2.18

Omega ratio

Gain probability vs. loss probability

1.22

1.53

-0.31

Calmar ratio

Return relative to maximum drawdown

1.75

10.12

-8.37

Martin ratio

Return relative to average drawdown

6.16

36.94

-30.79

DUSL vs. KORU - Sharpe Ratio Comparison

The current DUSL Sharpe Ratio is 0.97, which is lower than the KORU Sharpe Ratio of 6.21. The chart below compares the historical Sharpe Ratios of DUSL 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


DUSLKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

6.21

-5.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.08

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

-0.03

+0.28

Correlation

The correlation between DUSL and KORU is 0.51, 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

DUSL vs. KORU - Dividend Comparison

DUSL's dividend yield for the trailing twelve months is around 10.54%, more than KORU's 0.59% yield.


TTM202520242023202220212020201920182017
DUSL
Direxion Daily Industrials Bull 3X Shares
10.54%11.39%6.61%1.28%0.66%0.07%0.48%1.01%1.46%0.57%
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

DUSL vs. KORU - Drawdown Comparison

The maximum DUSL drawdown since its inception was -85.74%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for DUSL and KORU.


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Drawdown Indicators


DUSLKORUDifference

Max Drawdown

Largest peak-to-trough decline

-85.74%

-95.79%

+10.05%

Max Drawdown (1Y)

Largest decline over 1 year

-34.87%

-61.39%

+26.52%

Max Drawdown (5Y)

Largest decline over 5 years

-58.43%

-93.54%

+35.11%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-27.16%

-56.91%

+29.75%

Average Drawdown

Average peak-to-trough decline

-22.15%

-58.03%

+35.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.89%

16.82%

-6.93%

Volatility

DUSL vs. KORU - Volatility Comparison

The current volatility for Direxion Daily Industrials Bull 3X Shares (DUSL) is 19.84%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 68.35%. This indicates that DUSL 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


DUSLKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.84%

68.35%

-48.51%

Volatility (6M)

Calculated over the trailing 6-month period

35.84%

93.12%

-57.28%

Volatility (1Y)

Calculated over the trailing 1-year period

59.50%

106.25%

-46.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.98%

78.43%

-26.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.63%

76.31%

-14.68%