KORU vs. QLD
Compare and contrast key facts about Direxion Daily South Korea Bull 3X Shares (KORU) and ProShares Ultra QQQ (QLD).
KORU and QLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KORU is a passively managed fund by Direxion that tracks the performance of the MSCI Korea 25-50 Index. It was launched on Apr 10, 2013. QLD is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (200%). It was launched on Jun 21, 2006. Both KORU and QLD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
KORU vs. QLD - Performance Comparison
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KORU vs. QLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 68.52% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
QLD ProShares Ultra QQQ | -11.23% | 30.36% | 42.82% | 117.72% | -60.52% | 54.67% | 88.90% | 81.69% | -8.31% | 70.34% |
Returns By Period
In the year-to-date period, KORU achieves a 68.52% return, which is significantly higher than QLD's -11.23% return. Over the past 10 years, KORU has underperformed QLD with an annualized return of 3.68%, while QLD has yielded a comparatively higher 29.71% annualized 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%
QLD
- 1D
- 2.44%
- 1M
- -8.26%
- YTD
- -11.23%
- 6M
- -9.73%
- 1Y
- 38.72%
- 3Y*
- 36.50%
- 5Y*
- 15.83%
- 10Y*
- 29.71%
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KORU vs. QLD - Expense Ratio Comparison
KORU has a 1.29% expense ratio, which is higher than QLD's 0.95% expense ratio.
Return for Risk
KORU vs. QLD — Risk / Return Rank
KORU
QLD
KORU vs. QLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and ProShares Ultra QQQ (QLD). 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 | QLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.40 | 0.87 | +5.53 |
Sortino ratioReturn per unit of downside risk | 3.79 | 1.46 | +2.33 |
Omega ratioGain probability vs. loss probability | 1.54 | 1.21 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 11.58 | 1.63 | +9.96 |
Martin ratioReturn relative to average drawdown | 41.52 | 5.27 | +36.25 |
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 | QLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 6.40 | 0.87 | +5.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.36 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.67 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.53 | -0.55 |
Correlation
The correlation between KORU and QLD is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
KORU vs. QLD - Dividend Comparison
KORU's dividend yield for the trailing twelve months is around 0.55%, more than QLD's 0.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.19% | 0.17% | 0.25% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.21% | 0.11% |
Drawdowns
KORU vs. QLD - Drawdown Comparison
The maximum KORU drawdown since its inception was -95.79%, which is greater than QLD's maximum drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for KORU and QLD.
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Drawdown Indicators
| KORU | QLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -83.13% | -12.66% |
Max Drawdown (1Y)Largest decline over 1 year | -61.39% | -25.13% | -36.26% |
Max Drawdown (5Y)Largest decline over 5 years | -93.54% | -63.68% | -29.86% |
Max Drawdown (10Y)Largest decline over 10 years | -95.79% | -63.68% | -32.11% |
Current DrawdownCurrent decline from peak | -53.60% | -18.15% | -35.45% |
Average DrawdownAverage peak-to-trough decline | -58.03% | -18.30% | -39.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.13% | 7.75% | +9.38% |
Volatility
KORU vs. QLD - Volatility Comparison
Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 59.12% compared to ProShares Ultra QQQ (QLD) at 13.16%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KORU | QLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 59.12% | 13.16% | +45.96% |
Volatility (6M)Calculated over the trailing 6-month period | 93.35% | 25.67% | +67.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 106.33% | 44.97% | +61.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.49% | 44.76% | +33.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.33% | 44.47% | +31.86% |