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KORU vs. SPXS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KORU vs. SPXS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily South Korea Bull 3X Shares (KORU) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KORU achieves a 478.17% return, which is significantly higher than SPXS's -26.34% return. Over the past 10 years, KORU has outperformed SPXS with an annualized return of 17.48%, while SPXS has yielded a comparatively lower -41.99% 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%

SPXS

1D
-1.15%
1M
-12.09%
YTD
-26.34%
6M
-25.57%
1Y
-49.42%
3Y*
-43.02%
5Y*
-34.91%
10Y*
-41.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KORU vs. SPXS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
-26.34%-41.53%-42.84%-45.97%36.14%-58.11%-70.47%-56.40%3.44%-44.52%

Correlation

The correlation between KORU and SPXS is -0.60, 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

-0.60

Correlation (3Y)
Calculated over the trailing 3-year period

-0.60

Correlation (5Y)
Calculated over the trailing 5-year period

-0.60

Correlation (10Y)
Calculated over the trailing 10-year period

-0.61

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2013

-0.59

The correlation between KORU and SPXS has been stable across timeframes, ranging from -0.61 to -0.59 - a consistent structural relationship.

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Return for Risk

KORU vs. SPXS — Risk / Return Rank

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

KORU
KORU Risk / Return Rank: 9797
Overall Rank
KORU Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9494
Sortino Ratio Rank
KORU Omega Ratio Rank: 9494
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9999
Martin Ratio Rank

SPXS
SPXS Risk / Return Rank: 00
Overall Rank
SPXS Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SPXS Sortino Ratio Rank: 00
Sortino Ratio Rank
SPXS Omega Ratio Rank: 00
Omega Ratio Rank
SPXS Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXS Martin Ratio Rank: 11
Martin Ratio Rank
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. SPXS - 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 S&P 500 Bear 3X Shares (SPXS). 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.


KORUSPXSDifference
Sharpe ratioReturn per unit of total volatility

+15.28

Sortino ratioReturn per unit of downside risk

+7.20

Omega ratioGain probability vs. loss probability

1.67

0.75

+0.92

Calmar ratioReturn relative to maximum drawdown

28.19

-0.98

+29.16

Martin ratioReturn relative to average drawdown

89.21

-1.64

+90.85

KORU vs. SPXS - Sharpe Ratio Comparison

The current KORU Sharpe Ratio is 13.88, which is higher than the SPXS Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of KORU and SPXS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


KORUSPXSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

13.88

-1.40

+15.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.70

+0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

-0.79

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

-0.84

+0.95

Drawdowns

KORU vs. SPXS - Drawdown Comparison

The maximum KORU drawdown since its inception was -95.79%, roughly equal to the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for KORU and SPXS.


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Drawdown Indicators


KORUSPXSDifference

Max Drawdown

Largest peak-to-trough decline

-95.79%

-100.00%

+4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

-50.77%

-10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-73.71%

-84.13%

+10.42%

Max Drawdown (5Y)

Largest decline over 5 years

-93.35%

-90.11%

-3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

-99.63%

+3.84%

Current Drawdown

Current decline from peak

-17.01%

-100.00%

+82.99%

Average Drawdown

Average peak-to-trough decline

-57.52%

-96.30%

+38.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.36%

30.20%

-10.84%

Volatility

KORU vs. SPXS - Volatility Comparison

Direxion Daily South Korea Bull 3X Shares (KORU) has a higher volatility of 60.60% compared to Direxion Daily S&P 500 Bear 3X Shares (SPXS) at 8.36%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KORUSPXSDifference

Volatility (1M)

Calculated over the trailing 1-month period

60.60%

8.36%

+52.24%

Volatility (6M)

Calculated over the trailing 6-month period

111.66%

26.83%

+84.83%

Volatility (1Y)

Calculated over the trailing 1-year period

124.91%

35.52%

+89.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.28%

50.38%

+34.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.99%

53.53%

+26.46%

KORU vs. SPXS - Expense Ratio Comparison

KORU has a 1.29% expense ratio, which is higher than SPXS's 1.08% expense ratio.


Dividends

KORU vs. SPXS - Dividend Comparison

KORU's dividend yield for the trailing twelve months is around 0.16%, less than SPXS's 4.97% yield.


PositionTTM202520242023202220212020201920182017
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%
SPXS
Direxion Daily S&P 500 Bear 3X Shares
4.97%4.93%6.18%5.66%0.00%0.00%0.51%1.74%0.58%0.00%

Frequently Asked Questions


KORU and SPXS have a correlation of -0.60, 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 SPXS (8.36%). In terms of maximum drawdown, KORU dropped -95.79% vs SPXS's -100.00%.

On 10-year performance, KORU leads with 17.48% vs -41.99% for SPXS. On fees, SPXS is cheaper at 1.08% per year. On volatility, SPXS has been the lower-risk option at 8.36%. 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 -41.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SPXS is cheaper with a 1.08% expense ratio, compared with 1.29% for KORU.

SPXS has the higher dividend yield at 4.97%, compared with 0.16% for KORU.

KORU is categorized as Leveraged Equities, while SPXS is Inverse Equities. KORU tracks MSCI Korea 25-50 Index, while SPXS tracks S&P 500 Index (-300%). Their fees differ too: 1.29% for KORU and 1.08% for SPXS.

KORU currently has the higher Sharpe Ratio (13.88 vs -1.40), 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.

Portfolio Optimizer

Find the right allocation for KORU and SPXS

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