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MRVU vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MRVU vs. KORU - Performance Comparison

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

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Returns By Period


MRVU

1D
-6.13%
1M
-34.72%
6M
YTD
1Y
3Y*
5Y*
10Y*

KORU

1D
-2.27%
1M
-32.48%
6M
122.37%
YTD
206.79%
1Y
581.75%
3Y*
83.74%
5Y*
8.55%
10Y*
9.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRVU vs. KORU - Yearly Performance Comparison


Correlation

The correlation between MRVU and KORU is 0.59, 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 Feb 11, 2026

0.59

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Return for Risk

MRVU vs. KORU — Risk / Return Rank

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

MRVU

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


KORU
KORU Risk / Return Rank: 9393
Overall Rank
KORU Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 8686
Sortino Ratio Rank
KORU Omega Ratio Rank: 8989
Omega Ratio Rank
KORU Calmar Ratio Rank: 9797
Calmar Ratio Rank
KORU Martin Ratio Rank: 9595
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.

MRVU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily MRVL Bull 2X ETF (MRVU) and Direxion Daily MSCI 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.

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.


MRVUKORUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.45

Calmar ratioReturn relative to maximum drawdown

9.28

Martin ratioReturn relative to average drawdown

24.23

MRVU vs. KORU - Sharpe Ratio Comparison


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Drawdowns

MRVU vs. KORU - Drawdown Comparison

The maximum MRVU drawdown since its inception was -54.46%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for MRVU and KORU.


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Drawdown Indicators


MRVUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-54.46%

-95.79%

+41.33%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (3Y)

Largest decline over 3 years

-73.34%

Max Drawdown (5Y)

Largest decline over 5 years

-92.82%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-52.68%

-55.96%

+3.28%

Average Drawdown

Average peak-to-trough decline

-10.99%

-57.38%

+46.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.48%

Volatility

MRVU vs. KORU - Volatility Comparison


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Volatility by Period


MRVUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

73.55%

Volatility (6M)

Calculated over the trailing 6-month period

142.90%

Volatility (1Y)

Calculated over the trailing 1-year period

193.56%

147.64%

+45.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

193.56%

92.78%

+100.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

193.56%

83.70%

+109.86%

MRVU vs. KORU - Expense Ratio Comparison

MRVU has a 0.97% expense ratio, which is lower than KORU's 1.32% expense ratio.


Dividends

MRVU vs. KORU - Dividend Comparison

MRVU's dividend yield for the trailing twelve months is around 0.29%, more than KORU's 0.28% yield.


PositionTTM202520242023202220212020201920182017
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
0.28%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
MRVU
Direxion Daily MRVL Bull 2X ETF
0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MRVU and KORU have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MRVU is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MRVU is cheaper with a 0.97% expense ratio, compared with 1.32% for KORU.

MRVU and KORU have nearly identical dividend yields, around 0.29%.

MRVU is categorized as Leveraged Equities, while KORU is South Korea Equities. MRVU tracks Marvell Technology, Inc. (MRVL), while KORU tracks MSCI Korea 25/50 Index. Their fees differ too: 0.97% for MRVU and 1.32% for KORU.

Portfolio Optimizer

Find the right allocation for MRVU and KORU

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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