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PBRG vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PBRG vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long PBR Daily ETF (PBRG) 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, PBRG achieves a 97.07% return, which is significantly lower than KORU's 206.79% return.


PBRG

1D
3.66%
1M
-12.33%
6M
96.94%
YTD
97.07%
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)

PBRG vs. KORU - Yearly Performance Comparison


Correlation

The correlation between PBRG and KORU is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 18, 2025

0.01

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Return for Risk

PBRG vs. KORU — Risk / Return Rank

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

PBRG

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.

PBRG vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PBR Daily ETF (PBRG) 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.


PBRGKORUDifference
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

PBRG vs. KORU - Sharpe Ratio Comparison


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Drawdowns

PBRG vs. KORU - Drawdown Comparison

The maximum PBRG drawdown since its inception was -47.87%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for PBRG and KORU.


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Drawdown Indicators


PBRGKORUDifference

Max Drawdown

Largest peak-to-trough decline

-47.87%

-95.79%

+47.92%

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

-38.99%

-55.96%

+16.97%

Average Drawdown

Average peak-to-trough decline

-12.18%

-57.38%

+45.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.48%

Volatility

PBRG vs. KORU - Volatility Comparison


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Volatility by Period


PBRGKORUDifference

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

69.01%

147.64%

-78.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.01%

92.78%

-23.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.01%

83.70%

-14.69%

PBRG vs. KORU - Expense Ratio Comparison

PBRG has a 0.75% expense ratio, which is lower than KORU's 1.32% expense ratio.


Dividends

PBRG vs. KORU - Dividend Comparison

PBRG has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.28%.


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%
PBRG
Leverage Shares 2X Long PBR 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


PBRG and KORU have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PBRG is cheaper with a 0.75% expense ratio, compared with 1.32% for KORU.

KORU has the higher dividend yield at 0.28%, compared with 0.00% for PBRG.

PBRG is categorized as Leveraged Equities, while KORU is South Korea Equities. PBRG tracks Petroleo Brasileiro S.A. (PBR), while KORU tracks MSCI Korea 25/50 Index. They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for PBRG and 1.32% for KORU.

Portfolio Optimizer

Find the right allocation for PBRG 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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