LACG vs. KORU

Last updated Jun 4, 2026

LACG (Leverage Shares 2X Long LAC Daily ETF) and KORU (Direxion Daily South Korea Bull 3X Shares) are both Leveraged Equities funds. LACG is actively managed, while KORU is passively managed. A 0.52 correlation means they provide meaningful diversification when combined. LACG charges 0.75%/yr vs 1.29%/yr for KORU.

Performance

LACG vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long LAC Daily ETF (LACG) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LACG achieves a 4.44% return, which is significantly lower than KORU's 559.14% return.

LACG

• 1D: -18.39%
• 1M: -15.91%
• YTD: 4.44%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

KORU

• 1D: -2.29%
• 1M: 92.47%
• YTD: 559.14%
• 6M: 689.29%
• 1Y: 2,160.10%
• 3Y*: 132.56%
• 5Y*: 23.42%
• 10Y*: 19.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LACG vs. KORU - Yearly Performance Comparison

	2026 (YTD)	2025
LACG Leverage Shares 2X Long LAC Daily ETF	4.44%	-35.14%
KORU Direxion Daily South Korea Bull 3X Shares	559.14%	12.99%

Correlation

The correlation between LACG and KORU is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 12, 2025	0.52

Return for Risk

LACG vs. KORU — Risk / Return Rank

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

KORU

KORU Risk / Return Rank: 97
KORU Sharpe Ratio Rank: 100
KORU Sortino Ratio Rank: 95
KORU Omega Ratio Rank: 95
KORU Calmar Ratio Rank: 99
KORU Martin Ratio Rank: 99

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.

LACG vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long LAC Daily ETF (LACG) and Direxion Daily South Korea Bull 3X Shares (KORU). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	LACG	KORU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	17.63	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.28	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.37	0.13	-0.50

Drawdowns

LACG vs. KORU - Drawdown Comparison

The maximum LACG drawdown since its inception was -71.00%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for LACG and KORU.

Drawdown Indicators

	LACG	KORU	Difference
Max Drawdown Largest peak-to-trough decline	-71.00%	-95.79%	+24.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-61.39%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-73.71%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-93.35%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-95.79%	—
Current Drawdown Current decline from peak	-50.60%	-5.39%	-45.21%
Average Drawdown Average peak-to-trough decline	-42.57%	-57.53%	+14.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	19.33%	—

Volatility

Volatility by Period

	LACG	KORU	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	60.18%	—
Volatility (6M) Calculated over the trailing 6-month period	—	110.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	151.78%	124.15%	+27.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	151.78%	85.11%	+66.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	151.78%	79.91%	+71.87%

LACG vs. KORU - Expense Ratio Comparison

LACG has a 0.75% expense ratio, which is lower than KORU's 1.29% expense ratio.

Dividends

LACG vs. KORU - Dividend Comparison

LACG has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.14%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
KORU Direxion Daily South Korea Bull 3X Shares	0.14%	0.89%	4.10%	2.55%	0.48%	0.76%	0.01%	0.93%	1.40%	3.59%
LACG Leverage Shares 2X Long LAC Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LACG and KORU in my portfolio?

LACG and KORU have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LACG or KORU?

On fees, LACG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LACG or KORU?

LACG is cheaper with a 0.75% expense ratio, compared with 1.29% for KORU.

Which ETF pays a higher dividend yield, LACG or KORU?

KORU has the higher dividend yield at 0.14%, compared with 0.00% for LACG.

What is the main difference between LACG and KORU?

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for LACG and 1.29% for KORU.