KORU vs. TYD
KORU (Direxion Daily MSCI South Korea Bull 3X Shares) and TYD (Direxion Daily 7-10 Year Treasury Bull 3X) are both exchange-traded funds - KORU is a South Korea Equities fund tracking the MSCI Korea 25/50 Index, while TYD is a Leveraged Bonds fund tracking the NYSE 7-10 Year Treasury Bond Index. Both are passively managed. Over the past 10 years, KORU returned 6.71%/yr vs -5.55%/yr for TYD. At a correlation of -0.03, they often move in opposite directions. KORU charges 1.32%/yr vs 1.09%/yr for TYD.
Performance
KORU vs. TYD - Performance Comparison
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Returns By Period
In the year-to-date period, KORU achieves a 139.37% return, which is significantly higher than TYD's -8.67% return. Over the past 10 years, KORU has outperformed TYD with an annualized return of 6.71%, while TYD has yielded a comparatively lower -5.55% annualized return.
KORU
- 1D
- 18.03%
- 1M
- -60.16%
- 6M
- 64.51%
- YTD
- 139.37%
- 1Y
- 406.75%
- 3Y*
- 65.37%
- 5Y*
- 3.37%
- 10Y*
- 6.71%
- ALL TIME*
- 1.58%
TYD
- 1D
- -0.78%
- 1M
- -3.38%
- 6M
- -6.39%
- YTD
- -8.67%
- 1Y
- -3.97%
- 3Y*
- -4.77%
- 5Y*
- -14.54%
- 10Y*
- -5.55%
- ALL TIME*
- 0.96%
KORU vs. TYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily MSCI South Korea Bull 3X Shares | 139.37% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | -8.67% | 11.68% | -13.89% | -2.87% | -43.32% | -11.36% | 27.62% | 17.88% | 0.76% | 5.64% |
Correlation
The correlation between KORU and TYD is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.00 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013 | -0.03 |
The correlation between KORU and TYD shifts across timeframes, from -0.03 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
KORU vs. TYD — Risk / Return Rank
KORU
TYD
KORU vs. TYD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MSCI South Korea Bull 3X Shares (KORU) and Direxion Daily 7-10 Year Treasury Bull 3X (TYD). 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 | TYD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.98 | ||
| Sortino ratioReturn per unit of downside risk | +3.09 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 0.96 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 5.76 | -0.29 | +6.06 |
| Martin ratioReturn relative to average drawdown | 15.72 | -0.64 | +16.36 |
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Drawdowns
KORU vs. TYD - Drawdown Comparison
The maximum KORU drawdown since its inception was -95.79%, which is greater than TYD's maximum drawdown of -64.28%. Use the drawdown chart below to compare losses from any high point for KORU and TYD.
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Drawdown Indicators
| KORU | TYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.79% | -64.28% | -31.51% |
Max Drawdown (1Y)Largest decline over 1 year | -71.13% | -13.54% | -57.59% |
Max Drawdown (3Y)Largest decline over 3 years | -73.34% | -22.32% | -51.02% |
Max Drawdown (5Y)Largest decline over 5 years | -92.74% | -59.84% | -32.90% |
Max Drawdown (10Y)Largest decline over 10 years | -95.79% | -64.28% | -31.51% |
Current DrawdownCurrent decline from peak | -65.64% | -60.31% | -5.33% |
Average DrawdownAverage peak-to-trough decline | -57.40% | -22.22% | -35.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.04% | 6.24% | +19.80% |
Volatility
KORU vs. TYD - Volatility Comparison
Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a higher volatility of 70.29% compared to Direxion Daily 7-10 Year Treasury Bull 3X (TYD) at 3.93%. This indicates that KORU's price experiences larger fluctuations and is considered to be riskier than TYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KORU | TYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 70.29% | 3.93% | +66.36% |
Volatility (6M)Calculated over the trailing 6-month period | 148.29% | 10.30% | +137.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 152.54% | 13.80% | +138.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.31% | 22.92% | +71.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 84.57% | 20.20% | +64.37% |
KORU vs. TYD - Expense Ratio Comparison
KORU has a 1.32% expense ratio, which is higher than TYD's 1.09% expense ratio.
Dividends
KORU vs. TYD - Dividend Comparison
KORU's dividend yield for the trailing twelve months is around 0.36%, less than TYD's 3.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily MSCI South Korea Bull 3X Shares | 0.36% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% | 0.00% | 0.00% |
TYD Direxion Daily 7-10 Year Treasury Bull 3X | 3.38% | 2.97% | 3.10% | 2.71% | 0.55% | 0.00% | 9.80% | 0.92% | 1.10% | 0.01% | 6.84% | 1.65% |
Frequently Asked Questions
KORU and TYD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (70.29%) compared to TYD (3.93%). In terms of maximum drawdown, KORU dropped -95.79% vs TYD's -64.28%.
On 10-year performance, KORU leads with 6.71% vs -5.55% for TYD. On fees, TYD is cheaper at 1.09% per year. On volatility, TYD has been the lower-risk option at 3.93%. 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 6.71% return vs -5.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TYD is cheaper with a 1.09% expense ratio, compared with 1.32% for KORU.
TYD has the higher dividend yield at 3.38%, compared with 0.36% for KORU.
KORU is categorized as South Korea Equities, while TYD is Leveraged Bonds. KORU tracks MSCI Korea 25/50 Index, while TYD tracks NYSE 7-10 Year Treasury Bond Index. Their fees differ too: 1.32% for KORU and 1.09% for TYD.
KORU currently has the higher Sharpe Ratio (2.69 vs -0.29), 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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