KORU vs. SOXS
KORU (Direxion Daily South Korea Bull 3X Shares) and SOXS (Direxion Daily Semiconductor Bear 3x Shares) are both exchange-traded funds - KORU is a Leveraged Equities fund tracking the MSCI Korea 25-50 Index, while SOXS is a Inverse Equities fund tracking the PHLX Semiconductor Index (-300%). Both are passively managed. Over the past 10 years, KORU returned 17.48%/yr vs -78.82%/yr for SOXS. At a correlation of -0.55, they often move in opposite directions. KORU charges 1.29%/yr vs 1.08%/yr for SOXS.
Performance
KORU vs. SOXS - 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 SOXS's -91.63% return. Over the past 10 years, KORU has outperformed SOXS with an annualized return of 17.48%, while SOXS has yielded a comparatively lower -78.82% annualized 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%
SOXS
- 1D
- 5.91%
- 1M
- -54.82%
- YTD
- -91.63%
- 6M
- -91.49%
- 1Y
- -97.52%
- 3Y*
- -86.60%
- 5Y*
- -79.43%
- 10Y*
- -78.82%
KORU vs. SOXS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 478.17% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -91.63% | -85.53% | -59.55% | -84.56% | 15.76% | -80.94% | -92.90% | -83.81% | -19.39% | -69.39% |
Correlation
The correlation between KORU and SOXS is -0.65, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2013 | -0.55 |
The correlation between KORU and SOXS shifts across timeframes, from -0.65 (1 year) to -0.55 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KORU vs. SOXS — Risk / Return Rank
KORU
SOXS
KORU vs. SOXS - 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 Semiconductor Bear 3x Shares (SOXS). 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 | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +14.84 | ||
| Sortino ratioReturn per unit of downside risk | +8.67 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 0.59 | +1.07 |
| Calmar ratioReturn relative to maximum drawdown | 28.19 | -1.00 | +29.18 |
| Martin ratioReturn relative to average drawdown | 89.21 | -1.43 | +90.64 |
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 | SOXS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.88 | -0.96 | +14.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | -0.74 | +0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | -0.79 | +1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | -0.79 | +0.90 |
Drawdowns
KORU vs. SOXS - Drawdown Comparison
The maximum KORU drawdown since its inception was -95.79%, roughly equal to the maximum SOXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for KORU and SOXS.
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Drawdown Indicators
| KORU | SOXS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -100.00% | +4.21% |
Max Drawdown (1Y)Largest decline over 1 year | -61.39% | -97.68% | +36.29% |
Max Drawdown (3Y)Largest decline over 3 years | -73.71% | -99.80% | +26.09% |
Max Drawdown (5Y)Largest decline over 5 years | -93.35% | -99.97% | +6.62% |
Max Drawdown (10Y)Largest decline over 10 years | -95.79% | -100.00% | +4.21% |
Current DrawdownCurrent decline from peak | -17.01% | -100.00% | +82.99% |
Average DrawdownAverage peak-to-trough decline | -57.52% | -92.61% | +35.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.36% | 68.11% | -48.75% |
Volatility
KORU vs. SOXS - Volatility Comparison
Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 60.60% compared to Direxion Daily Semiconductor Bear 3x Shares (SOXS) at 44.24%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than SOXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KORU | SOXS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 60.60% | 44.24% | +16.36% |
Volatility (6M)Calculated over the trailing 6-month period | 111.66% | 84.19% | +27.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 124.91% | 102.19% | +22.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.28% | 108.21% | -22.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.99% | 100.48% | -20.49% |
KORU vs. SOXS - Expense Ratio Comparison
KORU has a 1.29% expense ratio, which is higher than SOXS's 1.08% expense ratio.
Dividends
KORU vs. SOXS - Dividend Comparison
KORU's dividend yield for the trailing twelve months is around 0.16%, less than SOXS's 64.53% yield.
| 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% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 64.53% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% | 0.00% |
Frequently Asked Questions
KORU and SOXS have a correlation of -0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (60.60%) compared to SOXS (44.24%). In terms of maximum drawdown, KORU dropped -95.79% vs SOXS's -100.00%.
On 10-year performance, KORU leads with 17.48% vs -78.82% for SOXS. On fees, SOXS is cheaper at 1.08% per year. On volatility, SOXS has been the lower-risk option at 44.24%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, KORU has performed better with a 17.48% return vs -78.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SOXS is cheaper with a 1.08% expense ratio, compared with 1.29% for KORU.
SOXS has the higher dividend yield at 64.53%, compared with 0.16% for KORU.
KORU is categorized as Leveraged Equities, while SOXS is Inverse Equities. KORU tracks MSCI Korea 25-50 Index, while SOXS tracks PHLX Semiconductor Index (-300%). Their fees differ too: 1.29% for KORU and 1.08% for SOXS.
KORU currently has the higher Sharpe Ratio (13.88 vs -0.95), 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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