EWY vs. LRCU

Last updated Jun 14, 2026

EWY (iShares MSCI South Korea ETF) and LRCU (Tradr 2X Long LRCX Daily ETF) are both exchange-traded funds - EWY is a Asia Pacific Equities fund tracking the MSCI Korea Index, while LRCU is a Leveraged Equities fund actively managed by Tradr. EWY is passively managed, while LRCU is actively managed. A 0.65 correlation means they provide meaningful diversification when combined. EWY charges 0.59%/yr vs 1.30%/yr for LRCU.

Performance

EWY vs. LRCU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI South Korea ETF (EWY) and Tradr 2X Long LRCX Daily ETF (LRCU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EWY achieves a 103.10% return, which is significantly lower than LRCU's 268.21% return.

EWY

• 1D: -0.75%
• 1M: 10.39%
• YTD: 103.10%
• 6M: 117.85%
• 1Y: 203.95%
• 3Y*: 46.46%
• 5Y*: 18.80%
• 10Y*: 16.84%

LRCU

• 1D: 1.75%
• 1M: 57.23%
• YTD: 268.21%
• 6M: 315.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EWY vs. LRCU - Yearly Performance Comparison

	2026 (YTD)	2025
EWY iShares MSCI South Korea ETF	103.10%	36.54%
LRCU Tradr 2X Long LRCX Daily ETF	268.21%	172.36%

Correlation

The correlation between EWY and LRCU is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 19, 2025	0.65

Return for Risk

EWY vs. LRCU — Risk / Return Rank

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

EWY

EWY Risk / Return Rank: 95
EWY Sharpe Ratio Rank: 97
EWY Sortino Ratio Rank: 93
EWY Omega Ratio Rank: 94
EWY Calmar Ratio Rank: 97
EWY Martin Ratio Rank: 96

LRCU

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

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.

EWY vs. LRCU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI South Korea ETF (EWY) and Tradr 2X Long LRCX Daily ETF (LRCU). 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.

	EWY	LRCU	Difference
Sharpe ratio: Return per unit of total volatility	4.29	—	—
Sortino ratio: Return per unit of downside risk	4.08	—	—
Omega ratio: Gain probability vs. loss probability	1.59	—	—
Calmar ratio: Return relative to maximum drawdown	8.65	—	—
Martin ratio: Return relative to average drawdown	30.24	—	—

Drawdowns

EWY vs. LRCU - Drawdown Comparison

The maximum EWY drawdown since its inception was -74.14%, which is greater than LRCU's maximum drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for EWY and LRCU.

Drawdown Indicators

	EWY	LRCU	Difference
Max Drawdown Largest peak-to-trough decline	-74.14%	-40.09%	-34.05%
Max Drawdown (1Y) Largest decline over 1 year	-23.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-27.36%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-48.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.73%	—	—
Current Drawdown Current decline from peak	-8.88%	0.00%	-8.88%
Average Drawdown Average peak-to-trough decline	-20.11%	-9.34%	-10.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.59%	—	—

Volatility

Volatility by Period

	EWY	LRCU	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	42.65%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	46.51%	113.97%	-67.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.15%	113.97%	-83.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.06%	113.97%	-85.91%

EWY vs. LRCU - Expense Ratio Comparison

EWY has a 0.59% expense ratio, which is lower than LRCU's 1.30% expense ratio.

Dividends

EWY vs. LRCU - Dividend Comparison

EWY's dividend yield for the trailing twelve months is around 1.03%, while LRCU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EWY iShares MSCI South Korea ETF	1.03%	2.10%	2.55%	2.52%	1.23%	2.16%	0.73%	2.10%	1.34%	2.90%	1.21%	2.42%
LRCU Tradr 2X Long LRCX Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EWY and LRCU in my portfolio?

EWY and LRCU have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EWY or LRCU?

On fees, EWY is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EWY or LRCU?

EWY is cheaper with a 0.59% expense ratio, compared with 1.30% for LRCU.

Which ETF pays a higher dividend yield, EWY or LRCU?

EWY has the higher dividend yield at 1.03%, compared with 0.00% for LRCU.

What is the main difference between EWY and LRCU?

EWY is categorized as Asia Pacific Equities, while LRCU is Leveraged Equities. They also come from different issuers: iShares and Tradr. Their fees differ too: 0.59% for EWY and 1.30% for LRCU.