KORU vs. NFLU

Last updated Jul 17, 2026

KORU (Direxion Daily MSCI South Korea Bull 3X Shares) and NFLU (T-REX 2X Long Netflix Daily Target ETF) are both exchange-traded funds - KORU is a South Korea Equities fund tracking the MSCI Korea 25/50 Index, while NFLU is a Leveraged Equities fund actively managed by REX Shares. KORU is passively managed, while NFLU is actively managed. Over the past year, KORU returned 347.48% vs -72.39% for NFLU. At a 0.04 correlation, their price movements are largely independent. KORU charges 1.32%/yr vs 1.05%/yr for NFLU.

Performance

KORU vs. NFLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily MSCI South Korea Bull 3X Shares (KORU) and T-REX 2X Long Netflix Daily Target ETF (NFLU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, KORU achieves a 105.44% return, which is significantly higher than NFLU's -44.98% return.

KORU

• 1D: -14.72%
• 1M: -59.41%
• 6M: 40.56%
• YTD: 105.44%
• 1Y: 347.48%
• 3Y*: 53.48%
• 5Y*: -0.18%
• 10Y*: 4.90%

NFLU

• 1D: 2.76%
• 1M: -12.50%
• 6M: -37.59%
• YTD: -44.98%
• 1Y: -72.39%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

KORU vs. NFLU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
KORU Direxion Daily MSCI South Korea Bull 3X Shares	105.44%	432.73%	-55.90%
NFLU T-REX 2X Long Netflix Daily Target ETF	-44.98%	-12.47%	50.22%

Correlation

The correlation between KORU and NFLU is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Sep 27, 2024	0.04

The correlation between KORU and NFLU shifts across timeframes, from -0.10 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

Return for Risk

KORU vs. NFLU — Risk / Return Rank

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

KORU

KORU Risk / Return Rank: 84
KORU Sharpe Ratio Rank: 88
KORU Sortino Ratio Rank: 73
KORU Omega Ratio Rank: 80
KORU Calmar Ratio Rank: 93
KORU Martin Ratio Rank: 86

NFLU

NFLU Risk / Return Rank: 1
NFLU Sharpe Ratio Rank: 1
NFLU Sortino Ratio Rank: 0
NFLU Omega Ratio Rank: 0
NFLU Calmar Ratio Rank: 1
NFLU Martin Ratio Rank: 1

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. NFLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSCI South Korea Bull 3X Shares (KORU) and T-REX 2X Long Netflix Daily Target ETF (NFLU). 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.

	KORU	NFLU	Difference
Sharpe ratio: Return per unit of total volatility	2.31	-1.05	+3.36
Sortino ratio: Return per unit of downside risk	2.63	-2.00	+4.63
Omega ratio: Gain probability vs. loss probability	1.37	0.75	+0.62
Calmar ratio: Return relative to maximum drawdown	4.97	-0.96	+5.92
Martin ratio: Return relative to average drawdown	14.03	-1.49	+15.51

KORU vs. NFLU - Sharpe Ratio Comparison

The current KORU Sharpe Ratio is 2.31, which is higher than the NFLU Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of KORU and NFLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

KORU vs. NFLU - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, which is greater than NFLU's maximum drawdown of -77.98%. Use the drawdown chart below to compare losses from any high point for KORU and NFLU.

Drawdown Indicators

	KORU	NFLU	Difference
Max Drawdown Largest peak-to-trough decline	-95.79%	-77.98%	-17.81%
Max Drawdown (1Y) Largest decline over 1 year	-70.51%	-75.70%	+5.19%
Max Drawdown (3Y) Largest decline over 3 years	-73.34%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-92.74%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-95.79%	—	—
Current Drawdown Current decline from peak	-70.51%	-75.98%	+5.47%
Average Drawdown Average peak-to-trough decline	-57.39%	-30.85%	-26.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	24.92%	48.65%	-23.73%

Volatility

KORU vs. NFLU - Volatility Comparison

Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a higher volatility of 70.60% compared to T-REX 2X Long Netflix Daily Target ETF (NFLU) at 23.33%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than NFLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	KORU	NFLU	Difference
Volatility (1M) Calculated over the trailing 1-month period	70.60%	23.33%	+47.27%
Volatility (6M) Calculated over the trailing 6-month period	147.53%	53.48%	+94.05%
Volatility (1Y) Calculated over the trailing 1-year period	151.62%	69.04%	+82.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	94.03%	69.14%	+24.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	84.35%	69.14%	+15.21%

KORU vs. NFLU - Expense Ratio Comparison

KORU has a 1.32% expense ratio, which is higher than NFLU's 1.05% expense ratio.

Dividends

KORU vs. NFLU - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.42%, while NFLU has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
KORU Direxion Daily MSCI South Korea Bull 3X Shares	0.42%	0.89%	4.10%	2.55%	0.48%	0.76%	0.01%	0.93%	1.40%	3.59%
NFLU T-REX 2X Long Netflix Daily Target ETF	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 KORU and NFLU in my portfolio?

KORU and NFLU have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KORU or NFLU?

KORU has higher volatility (70.60%) compared to NFLU (23.33%). In terms of maximum drawdown, KORU dropped -95.79% vs NFLU's -77.98%.

Which ETF is better, KORU or NFLU?

On 1-year performance, KORU leads with 347.48% vs -72.39% for NFLU. On fees, NFLU is cheaper at 1.05% per year. On volatility, NFLU has been the lower-risk option at 23.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, KORU or NFLU?

Over the 1-year period, KORU has performed better with a 347.48% return vs -72.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, KORU or NFLU?

NFLU is cheaper with a 1.05% expense ratio, compared with 1.32% for KORU.

Which ETF pays a higher dividend yield, KORU or NFLU?

KORU has the higher dividend yield at 0.42%, compared with 0.00% for NFLU.

What is the main difference between KORU and NFLU?

KORU is categorized as South Korea Equities, while NFLU is Leveraged Equities. They also come from different issuers: Direxion and REX Shares. Their fees differ too: 1.32% for KORU and 1.05% for NFLU.

Which has better risk-adjusted returns?

KORU currently has the higher Sharpe Ratio (2.31 vs -1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.