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NBIL vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NBIL vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2X Long NBIS Daily ETF (NBIL) 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

In the year-to-date period, NBIL achieves a 133.11% return, which is significantly higher than KORU's 65.13% return.


NBIL

1D
2.88%
1M
-36.49%
6M
140.41%
YTD
133.11%
1Y
3Y*
5Y*
10Y*
ALL TIME*

KORU

1D
-7.92%
1M
-44.63%
6M
-13.80%
YTD
65.13%
1Y
302.72%
3Y*
42.96%
5Y*
-3.04%
10Y*
2.30%
ALL TIME*
-1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$685.69M$790.89M$775.54M
$101.88M$87.37M$73.33M

NBIL vs. KORU - Yearly Performance Comparison


Correlation

The correlation between NBIL and KORU is 0.40, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 7, 2025

0.40

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Return for Risk

NBIL vs. KORU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

NBIL

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


KORU
KORU Risk / Return Rank: 7878
Overall Rank
KORU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 7777
Sortino Ratio Rank
KORU Omega Ratio Rank: 8080
Omega Ratio Rank
KORU Calmar Ratio Rank: 8686
Calmar Ratio Rank
KORU Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

NBIL vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2X Long NBIS Daily ETF (NBIL) 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.


NBILKORUDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

3.32

Martin ratioReturn relative to average drawdown

9.21

NBIL vs. KORU - Sharpe Ratio Comparison


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Drawdowns

NBIL vs. KORU - Drawdown Comparison

The maximum NBIL drawdown since its inception was -78.84%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for NBIL and KORU.


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Drawdown Indicators


NBILKORUDifference

Max Drawdown

Largest peak-to-trough decline

-78.84%

-95.79%

+16.95%

Max Drawdown (1Y)

Largest decline over 1 year

-80.90%

Max Drawdown (3Y)

Largest decline over 3 years

-80.90%

Max Drawdown (5Y)

Largest decline over 5 years

-92.74%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-66.62%

-76.30%

+9.68%

Average Drawdown

Average peak-to-trough decline

-43.76%

-57.44%

+13.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.12%

Volatility

NBIL vs. KORU - Volatility Comparison


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Volatility by Period


NBILKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

64.87%

Volatility (6M)

Calculated over the trailing 6-month period

154.02%

Volatility (1Y)

Calculated over the trailing 1-year period

216.76%

159.66%

+57.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

216.76%

96.56%

+120.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

216.76%

85.82%

+130.94%

NBIL vs. KORU - Expense Ratio Comparison

NBIL has a 1.50% expense ratio, which is higher than KORU's 1.32% expense ratio.


Dividends

NBIL vs. KORU - Dividend Comparison

NBIL has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.53%.


PositionTTM202520242023202220212020201920182017
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
0.53%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
NBIL
GraniteShares 2X Long NBIS 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


NBIL and KORU have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KORU is cheaper at 1.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KORU is cheaper with a 1.32% expense ratio, compared with 1.50% for NBIL.

KORU has the higher dividend yield at 0.53%, compared with 0.00% for NBIL.

NBIL is categorized as Leveraged Equities, while KORU is South Korea Equities. They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.50% for NBIL and 1.32% for KORU.

Portfolio Optimizer

Find the right allocation for NBIL and KORU

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