KORU vs. RBIL
KORU (Direxion Daily South Korea Bull 3X Shares) and RBIL (F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF) are both exchange-traded funds - KORU is a Leveraged Equities fund tracking the MSCI Korea 25-50 Index, while RBIL is a Inflation-Protected Bonds fund tracking the Bloomberg US Ultrashort TIPS 1-13 Months Index. Both are passively managed. Over the past year, KORU returned 858.44% vs 4.07% for RBIL. At a correlation of -0.12, they often move in opposite directions. KORU charges 1.29%/yr vs 0.17%/yr for RBIL.
Performance
KORU vs. RBIL - Performance Comparison
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Returns By Period
In the year-to-date period, KORU achieves a 285.56% return, which is significantly higher than RBIL's 2.32% return.
KORU
- 1D
- -35.70%
- 1M
- -10.30%
- YTD
- 285.56%
- 6M
- 341.44%
- 1Y
- 858.44%
- 3Y*
- 100.70%
- 5Y*
- 11.21%
- 10Y*
- 14.49%
RBIL
- 1D
- 0.01%
- 1M
- -0.19%
- YTD
- 2.32%
- 6M
- 2.37%
- 1Y
- 4.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KORU vs. RBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 285.56% | 286.04% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 2.32% | 2.85% |
Correlation
The correlation between KORU and RBIL is -0.08, 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 | -0.08 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2025 | -0.12 |
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Return for Risk
KORU vs. RBIL — Risk / Return Rank
KORU
RBIL
KORU vs. RBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily South Korea Bull 3X Shares (KORU) and F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL). 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 | RBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | -3.14 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 2.13 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | 14.12 | 7.82 | +6.30 |
| Martin ratioReturn relative to average drawdown | 41.38 | 42.95 | -1.57 |
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Drawdowns
KORU vs. RBIL - Drawdown Comparison
The maximum KORU drawdown since its inception was -95.79%, which is greater than RBIL's maximum drawdown of -0.52%. Use the drawdown chart below to compare losses from any high point for KORU and RBIL.
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Drawdown Indicators
| KORU | RBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -0.52% | -95.27% |
Max Drawdown (1Y)Largest decline over 1 year | -61.39% | -0.52% | -60.87% |
Max Drawdown (3Y)Largest decline over 3 years | -73.34% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -93.34% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.79% | — | — |
Current DrawdownCurrent decline from peak | -44.66% | -0.50% | -44.16% |
Average DrawdownAverage peak-to-trough decline | -57.41% | -0.07% | -57.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.91% | 0.10% | +20.81% |
Volatility
KORU vs. RBIL - Volatility Comparison
Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 92.27% compared to F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF (RBIL) at 0.36%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than RBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KORU | RBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 92.27% | 0.36% | +91.91% |
Volatility (6M)Calculated over the trailing 6-month period | 138.63% | 0.85% | +137.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 144.16% | 0.95% | +143.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.40% | 1.07% | +90.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.03% | 1.07% | +81.96% |
KORU vs. RBIL - Expense Ratio Comparison
KORU has a 1.29% expense ratio, which is higher than RBIL's 0.17% expense ratio.
Dividends
KORU vs. RBIL - Dividend Comparison
KORU's dividend yield for the trailing twelve months is around 0.24%, less than RBIL's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 0.24% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
RBIL F/m Ultrashort Treasury Inflation-Protected Security (TIPS) ETF | 4.38% | 3.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KORU and RBIL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (92.27%) compared to RBIL (0.36%). In terms of maximum drawdown, KORU dropped -95.79% vs RBIL's -0.52%.
On 1-year performance, KORU leads with 858.44% vs 4.07% for RBIL. On fees, RBIL is cheaper at 0.17% per year. On volatility, RBIL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, KORU has performed better with a 858.44% return vs 4.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RBIL is cheaper with a 0.17% expense ratio, compared with 1.29% for KORU.
RBIL has the higher dividend yield at 4.38%, compared with 0.24% for KORU.
KORU is categorized as Leveraged Equities, while RBIL is Inflation-Protected Bonds. KORU tracks MSCI Korea 25-50 Index, while RBIL tracks Bloomberg US Ultrashort TIPS 1-13 Months Index. They also come from different issuers: Direxion and F/m. Their fees differ too: 1.29% for KORU and 0.17% for RBIL.
KORU currently has the higher Sharpe Ratio (6.02 vs 4.35), 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.
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