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QPUX vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QPUX vs. KORU - Performance Comparison

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

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QPUX vs. KORU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QPUX achieves a -70.94% return, which is significantly lower than KORU's 68.52% return.


QPUX

1D
-7.04%
1M
-46.61%
YTD
-70.94%
6M
-88.49%
1Y
3Y*
5Y*
10Y*

KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QPUX vs. KORU - Expense Ratio Comparison

Both QPUX and KORU have an expense ratio of 1.29%.


Return for Risk

QPUX vs. KORU — Risk / Return Rank

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

QPUX

KORU
KORU Risk / Return Rank: 9898
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 9797
Sortino Ratio Rank
KORU Omega Ratio Rank: 9696
Omega Ratio Rank
KORU Calmar Ratio Rank: 9999
Calmar Ratio Rank
KORU Martin Ratio Rank: 9898
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.

QPUX vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance 2X Daily Long Pure Quantum ETF (QPUX) 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.

QPUX vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QPUXKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.48

-0.02

-0.46

Correlation

The correlation between QPUX and KORU is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QPUX vs. KORU - Dividend Comparison

QPUX has not paid dividends to shareholders, while KORU's dividend yield for the trailing twelve months is around 0.55%.


TTM202520242023202220212020201920182017
QPUX
Defiance 2X Daily Long Pure Quantum ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

QPUX vs. KORU - Drawdown Comparison

The maximum QPUX drawdown since its inception was -94.73%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for QPUX and KORU.


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Drawdown Indicators


QPUXKORUDifference

Max Drawdown

Largest peak-to-trough decline

-94.73%

-95.79%

+1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-94.24%

-53.60%

-40.64%

Average Drawdown

Average peak-to-trough decline

-57.15%

-58.03%

+0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.13%

Volatility

QPUX vs. KORU - Volatility Comparison


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Volatility by Period


QPUXKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

59.12%

Volatility (6M)

Calculated over the trailing 6-month period

93.35%

Volatility (1Y)

Calculated over the trailing 1-year period

186.00%

106.33%

+79.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

186.00%

78.49%

+107.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

186.00%

76.33%

+109.67%