KORU vs. LULG
KORU (Direxion Daily South Korea Bull 3X Shares) and LULG (Leverage Shares 2X Long LULU Daily ETF) are both Leveraged Equities funds. KORU is passively managed, while LULG is actively managed. At a 0.22 correlation, their price movements are largely independent. KORU charges 1.29%/yr vs 0.75%/yr for LULG.
Performance
KORU vs. LULG - Performance Comparison
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Returns By Period
In the year-to-date period, KORU achieves a 478.17% return, which is significantly higher than LULG's -68.58% return.
KORU
- 1D
- -12.29%
- 1M
- 43.43%
- YTD
- 478.17%
- 6M
- 617.53%
- 1Y
- 1,709.41%
- 3Y*
- 122.40%
- 5Y*
- 20.22%
- 10Y*
- 17.48%
LULG
- 1D
- -1.59%
- 1M
- -10.00%
- YTD
- -68.58%
- 6M
- -60.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KORU vs. LULG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 478.17% | 4.08% |
LULG Leverage Shares 2X Long LULU Daily ETF | -68.58% | 47.31% |
Correlation
The correlation between KORU and LULG is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 6, 2025 | 0.22 |
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Return for Risk
KORU vs. LULG — Risk / Return Rank
KORU
LULG
KORU vs. LULG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and Leverage Shares 2X Long LULU Daily ETF (LULG). 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.
| KORU | LULG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.67 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 28.19 | — | — |
| Martin ratioReturn relative to average drawdown | 89.21 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KORU | LULG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.88 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | -0.87 | +0.98 |
Drawdowns
KORU vs. LULG - Drawdown Comparison
The maximum KORU drawdown since its inception was -95.79%, which is greater than LULG's maximum drawdown of -73.18%. Use the drawdown chart below to compare losses from any high point for KORU and LULG.
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Drawdown Indicators
| KORU | LULG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -73.18% | -22.61% |
Max Drawdown (1Y)Largest decline over 1 year | -61.39% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -73.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -93.35% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.79% | — | — |
Current DrawdownCurrent decline from peak | -17.01% | -70.90% | +53.89% |
Average DrawdownAverage peak-to-trough decline | -57.52% | -33.71% | -23.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.36% | — | — |
Volatility
KORU vs. LULG - Volatility Comparison
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Volatility by Period
| KORU | LULG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 60.60% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 111.66% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 124.91% | 85.42% | +39.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.28% | 85.42% | -0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.99% | 85.42% | -5.43% |
KORU vs. LULG - Expense Ratio Comparison
KORU has a 1.29% expense ratio, which is higher than LULG's 0.75% expense ratio.
Dividends
KORU vs. LULG - Dividend Comparison
KORU's dividend yield for the trailing twelve months is around 0.16%, while LULG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 0.16% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
LULG Leverage Shares 2X Long LULU Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KORU and LULG have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LULG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LULG is cheaper with a 0.75% expense ratio, compared with 1.29% for KORU.
KORU has the higher dividend yield at 0.16%, compared with 0.00% for LULG.
They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 1.29% for KORU and 0.75% for LULG.
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