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FLKR vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLKR vs. KORU - Performance Comparison

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

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FLKR vs. KORU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
24.40%91.91%-18.84%19.16%-27.50%-7.54%42.64%8.88%-21.30%2.84%
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%3.15%

Returns By Period

In the year-to-date period, FLKR achieves a 24.40% return, which is significantly lower than KORU's 56.49% return.


FLKR

1D
5.56%
1M
-18.75%
YTD
24.40%
6M
53.56%
1Y
126.63%
3Y*
28.88%
5Y*
8.02%
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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FLKR vs. KORU - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

FLKR vs. KORU — Risk / Return Rank

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

FLKR
FLKR Risk / Return Rank: 9898
Overall Rank
FLKR Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
FLKR Sortino Ratio Rank: 9797
Sortino Ratio Rank
FLKR Omega Ratio Rank: 9797
Omega Ratio Rank
FLKR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLKR Martin Ratio Rank: 9797
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.

FLKR vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) 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.


FLKRKORUDifference

Sharpe ratio

Return per unit of total volatility

3.62

6.21

-2.60

Sortino ratio

Return per unit of downside risk

3.82

3.75

+0.07

Omega ratio

Gain probability vs. loss probability

1.55

1.53

+0.02

Calmar ratio

Return relative to maximum drawdown

5.34

10.12

-4.78

Martin ratio

Return relative to average drawdown

21.76

36.94

-15.19

FLKR vs. KORU - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 3.62, which is lower than the KORU Sharpe Ratio of 6.21. The chart below compares the historical Sharpe Ratios of FLKR 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


FLKRKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.62

6.21

-2.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.08

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.03

+0.34

Correlation

The correlation between FLKR and KORU is 0.97, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

FLKR vs. KORU - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 3.11%, more than KORU's 0.59% yield.


TTM202520242023202220212020201920182017
FLKR
Franklin FTSE South Korea ETF
3.11%3.87%7.08%2.28%3.13%2.12%0.99%2.09%1.86%1.02%
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

FLKR vs. KORU - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for FLKR and KORU.


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Drawdown Indicators


FLKRKORUDifference

Max Drawdown

Largest peak-to-trough decline

-50.06%

-95.79%

+45.73%

Max Drawdown (1Y)

Largest decline over 1 year

-23.03%

-61.39%

+38.36%

Max Drawdown (5Y)

Largest decline over 5 years

-49.51%

-93.54%

+44.03%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-18.75%

-56.91%

+38.16%

Average Drawdown

Average peak-to-trough decline

-22.44%

-58.03%

+35.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

16.82%

-11.17%

Volatility

FLKR vs. KORU - Volatility Comparison

The current volatility for Franklin FTSE South Korea ETF (FLKR) is 22.16%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 68.35%. This indicates that FLKR 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


FLKRKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.16%

68.35%

-46.19%

Volatility (6M)

Calculated over the trailing 6-month period

30.18%

93.12%

-62.94%

Volatility (1Y)

Calculated over the trailing 1-year period

35.28%

106.25%

-70.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.99%

78.43%

-52.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.40%

76.31%

-49.91%