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 17.17%/yr vs -79.95%/yr for SOXS. At a correlation of -0.56, 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 356.66% return, which is significantly higher than SOXS's -94.09% return. Over the past 10 years, KORU has outperformed SOXS with an annualized return of 17.17%, while SOXS has yielded a comparatively lower -79.95% annualized return.
KORU
- 1D
- 11.85%
- 1M
- -18.31%
- YTD
- 356.66%
- 6M
- 393.86%
- 1Y
- 905.39%
- 3Y*
- 110.38%
- 5Y*
- 14.71%
- 10Y*
- 17.17%
SOXS
- 1D
- -11.03%
- 1M
- -41.63%
- YTD
- -94.09%
- 6M
- -93.81%
- 1Y
- -97.64%
- 3Y*
- -87.76%
- 5Y*
- -80.66%
- 10Y*
- -79.95%
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 | 356.66% | 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 | -94.09% | -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 -0.68, 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 | -0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.59 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013 | -0.56 |
The correlation between KORU and SOXS shifts across timeframes, from -0.68 (1 year) to -0.56 (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.
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 | SOXS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +7.18 | ||
| Sortino ratioReturn per unit of downside risk | +6.96 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 0.64 | +0.90 |
| Calmar ratioReturn relative to maximum drawdown | 14.90 | -1.00 | +15.90 |
| Martin ratioReturn relative to average drawdown | 43.11 | -1.51 | +44.62 |
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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% | -97.88% | +36.49% |
Max Drawdown (3Y)Largest decline over 3 years | -73.34% | -99.87% | +26.53% |
Max Drawdown (5Y)Largest decline over 5 years | -93.34% | -99.98% | +6.64% |
Max Drawdown (10Y)Largest decline over 10 years | -95.79% | -100.00% | +4.21% |
Current DrawdownCurrent decline from peak | -34.45% | -100.00% | +65.55% |
Average DrawdownAverage peak-to-trough decline | -57.40% | -92.61% | +35.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.18% | 64.48% | -43.30% |
Volatility
KORU vs. SOXS - Volatility Comparison
Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 88.86% compared to Direxion Daily Semiconductor Bear 3x Shares (SOXS) at 65.23%. 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 | 88.86% | 65.23% | +23.63% |
Volatility (6M)Calculated over the trailing 6-month period | 139.03% | 100.97% | +38.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 144.03% | 117.61% | +26.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 91.57% | 111.53% | -19.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.10% | 102.14% | -19.04% |
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 0.19%, less than SOXS's 62.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 0.19% | 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 | 62.55% | 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 -0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (88.86%) compared to SOXS (65.23%). In terms of maximum drawdown, KORU dropped -95.79% vs SOXS's -100.00%.
On 10-year performance, KORU leads with 17.17% vs -79.95% for SOXS. On fees, SOXS is cheaper at 1.08% per year. On volatility, SOXS has been the lower-risk option at 65.23%. 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 17.17% return vs -79.95%. 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 62.55%, compared with 0.19% 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 (6.35 vs -0.83), 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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