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KORU vs. GGLL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KORU vs. GGLL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily South Korea Bull 3X Shares (KORU) and Direxion Daily GOOGL Bull 2X Shares (GGLL). The values are adjusted to include any dividend payments, if applicable.

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KORU vs. GGLL - Yearly Performance Comparison


2026 (YTD)2025202420232022
KORU
Direxion Daily South Korea Bull 3X Shares
68.52%432.73%-62.18%28.61%-1.24%
GGLL
Direxion Daily GOOGL Bull 2X Shares
-13.29%123.07%48.88%81.20%-30.35%

Returns By Period

In the year-to-date period, KORU achieves a 68.52% return, which is significantly higher than GGLL's -13.29% return.


KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%

GGLL

1D
6.92%
1M
-7.36%
YTD
-13.29%
6M
35.38%
1Y
197.12%
3Y*
61.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KORU vs. GGLL - Expense Ratio Comparison

KORU has a 1.29% expense ratio, which is higher than GGLL's 1.05% expense ratio.


Return for Risk

KORU vs. GGLL — Risk / Return Rank

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

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: 9696
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
Martin Ratio Rank

GGLL
GGLL Risk / Return Rank: 9696
Overall Rank
GGLL Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
GGLL Sortino Ratio Rank: 9797
Sortino Ratio Rank
GGLL Omega Ratio Rank: 9393
Omega Ratio Rank
GGLL Calmar Ratio Rank: 9797
Calmar Ratio Rank
GGLL 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.

KORU vs. GGLL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and Direxion Daily GOOGL Bull 2X Shares (GGLL). 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.


KORUGGLLDifference

Sharpe ratio

Return per unit of total volatility

6.40

3.24

+3.16

Sortino ratio

Return per unit of downside risk

3.79

3.58

+0.22

Omega ratio

Gain probability vs. loss probability

1.54

1.44

+0.10

Calmar ratio

Return relative to maximum drawdown

11.58

5.37

+6.21

Martin ratio

Return relative to average drawdown

41.52

19.61

+21.91

KORU vs. GGLL - Sharpe Ratio Comparison

The current KORU Sharpe Ratio is 6.40, which is higher than the GGLL Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of KORU and GGLL, 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


KORUGGLLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.40

3.24

+3.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.80

-0.81

Correlation

The correlation between KORU and GGLL is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

KORU vs. GGLL - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.55%, less than GGLL's 5.26% yield.


TTM202520242023202220212020201920182017
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
GGLL
Direxion Daily GOOGL Bull 2X Shares
5.26%4.16%3.29%2.05%0.59%0.00%0.00%0.00%0.00%0.00%

Drawdowns

KORU vs. GGLL - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, which is greater than GGLL's maximum drawdown of -52.81%. Use the drawdown chart below to compare losses from any high point for KORU and GGLL.


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Drawdown Indicators


KORUGGLLDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-52.81%

-42.98%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

-38.39%

-23.00%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-53.60%

-27.39%

-26.21%

Average Drawdown

Average peak-to-trough decline

-58.03%

-15.51%

-42.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.13%

10.52%

+6.61%

Volatility

KORU vs. GGLL - Volatility Comparison

Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 59.12% compared to Direxion Daily GOOGL Bull 2X Shares (GGLL) at 19.62%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than GGLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KORUGGLLDifference

Volatility (1M)

Calculated over the trailing 1-month period

59.12%

19.62%

+39.50%

Volatility (6M)

Calculated over the trailing 6-month period

93.35%

39.89%

+53.46%

Volatility (1Y)

Calculated over the trailing 1-year period

106.33%

61.32%

+45.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.49%

55.21%

+23.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.33%

55.21%

+21.12%