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LRCU vs. EWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LRCU vs. EWY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long LRCX Daily ETF (LRCU) and iShares MSCI South Korea ETF (EWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LRCU achieves a 268.21% return, which is significantly higher than EWY's 103.10% return.


LRCU

1D
1.75%
1M
57.23%
YTD
268.21%
6M
315.13%
1Y
3Y*
5Y*
10Y*

EWY

1D
-0.75%
1M
10.39%
YTD
103.10%
6M
117.85%
1Y
203.95%
3Y*
46.46%
5Y*
18.80%
10Y*
16.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LRCU vs. EWY - Yearly Performance Comparison


2026 (YTD)2025
LRCU
Tradr 2X Long LRCX Daily ETF
268.21%172.36%
EWY
iShares MSCI South Korea ETF
103.10%36.54%

Correlation

The correlation between LRCU and EWY is 0.65, 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 Aug 19, 2025

0.65

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Return for Risk

LRCU vs. EWY — Risk / Return Rank

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

LRCU

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


EWY
EWY Risk / Return Rank: 9595
Overall Rank
EWY Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
EWY Sortino Ratio Rank: 9393
Sortino Ratio Rank
EWY Omega Ratio Rank: 9494
Omega Ratio Rank
EWY Calmar Ratio Rank: 9797
Calmar Ratio Rank
EWY Martin Ratio Rank: 9696
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.

LRCU vs. EWY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long LRCX Daily ETF (LRCU) and iShares MSCI South Korea ETF (EWY). 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.


LRCUEWYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.59

Calmar ratioReturn relative to maximum drawdown

8.65

Martin ratioReturn relative to average drawdown

30.24

LRCU vs. EWY - Sharpe Ratio Comparison


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Drawdowns

LRCU vs. EWY - Drawdown Comparison

The maximum LRCU drawdown since its inception was -40.09%, smaller than the maximum EWY drawdown of -74.14%. Use the drawdown chart below to compare losses from any high point for LRCU and EWY.


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Drawdown Indicators


LRCUEWYDifference

Max Drawdown

Largest peak-to-trough decline

-40.09%

-74.14%

+34.05%

Max Drawdown (1Y)

Largest decline over 1 year

-23.08%

Max Drawdown (3Y)

Largest decline over 3 years

-27.36%

Max Drawdown (5Y)

Largest decline over 5 years

-48.55%

Max Drawdown (10Y)

Largest decline over 10 years

-49.73%

Current Drawdown

Current decline from peak

0.00%

-8.88%

+8.88%

Average Drawdown

Average peak-to-trough decline

-9.34%

-20.11%

+10.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.59%

Volatility

LRCU vs. EWY - Volatility Comparison


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Volatility by Period


LRCUEWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.64%

Volatility (6M)

Calculated over the trailing 6-month period

42.65%

Volatility (1Y)

Calculated over the trailing 1-year period

113.97%

46.51%

+67.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.97%

30.15%

+83.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.97%

28.06%

+85.91%

LRCU vs. EWY - Expense Ratio Comparison

LRCU has a 1.30% expense ratio, which is higher than EWY's 0.59% expense ratio.


Dividends

LRCU vs. EWY - Dividend Comparison

LRCU has not paid dividends to shareholders, while EWY's dividend yield for the trailing twelve months is around 1.03%.


PositionTTM20252024202320222021202020192018201720162015
EWY
iShares MSCI South Korea ETF
1.03%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
LRCU
Tradr 2X Long LRCX Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LRCU and EWY 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.

On fees, EWY is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EWY is cheaper with a 0.59% expense ratio, compared with 1.30% for LRCU.

EWY has the higher dividend yield at 1.03%, compared with 0.00% for LRCU.

LRCU is categorized as Leveraged Equities, while EWY is Asia Pacific Equities. They also come from different issuers: Tradr and iShares. Their fees differ too: 1.30% for LRCU and 0.59% for EWY.

Portfolio Optimizer

Find the right allocation for LRCU and EWY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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