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QQQP vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QQQP vs. KORU - Performance Comparison

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

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QQQP vs. KORU - Yearly Performance Comparison


2026 (YTD)20252024
QQQP
Tradr 2X Long Triple Q Quarterly ETF
-11.26%30.21%10.88%
KORU
Direxion Daily South Korea Bull 3X Shares
68.52%432.73%-47.87%

Returns By Period

In the year-to-date period, QQQP achieves a -11.26% return, which is significantly lower than KORU's 68.52% return.


QQQP

1D
2.43%
1M
-8.61%
YTD
-11.26%
6M
-9.55%
1Y
39.25%
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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QQQP vs. KORU - Expense Ratio Comparison

QQQP has a 1.30% expense ratio, which is higher than KORU's 1.29% expense ratio.


Return for Risk

QQQP vs. KORU — Risk / Return Rank

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

QQQP
QQQP Risk / Return Rank: 5151
Overall Rank
QQQP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
QQQP Sortino Ratio Rank: 5353
Sortino Ratio Rank
QQQP Omega Ratio Rank: 5252
Omega Ratio Rank
QQQP Calmar Ratio Rank: 5757
Calmar Ratio Rank
QQQP Martin Ratio Rank: 5252
Martin Ratio Rank

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.

QQQP vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long Triple Q Quarterly ETF (QQQP) 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.


QQQPKORUDifference

Sharpe ratio

Return per unit of total volatility

0.84

6.40

-5.56

Sortino ratio

Return per unit of downside risk

1.49

3.79

-2.31

Omega ratio

Gain probability vs. loss probability

1.21

1.54

-0.33

Calmar ratio

Return relative to maximum drawdown

1.64

11.58

-9.95

Martin ratio

Return relative to average drawdown

5.63

41.52

-35.90

QQQP vs. KORU - Sharpe Ratio Comparison

The current QQQP Sharpe Ratio is 0.84, which is lower than the KORU Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of QQQP and KORU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QQQPKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

6.40

-5.56

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

0.40

-0.02

+0.42

Correlation

The correlation between QQQP and KORU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QQQP vs. KORU - Dividend Comparison

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


TTM202520242023202220212020201920182017
QQQP
Tradr 2X Long Triple Q Quarterly 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

QQQP vs. KORU - Drawdown Comparison

The maximum QQQP drawdown since its inception was -42.50%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for QQQP and KORU.


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Drawdown Indicators


QQQPKORUDifference

Max Drawdown

Largest peak-to-trough decline

-42.50%

-95.79%

+53.29%

Max Drawdown (1Y)

Largest decline over 1 year

-25.35%

-61.39%

+36.04%

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

-17.71%

-53.60%

+35.89%

Average Drawdown

Average peak-to-trough decline

-7.83%

-58.03%

+50.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.38%

17.13%

-9.75%

Volatility

QQQP vs. KORU - Volatility Comparison

The current volatility for Tradr 2X Long Triple Q Quarterly ETF (QQQP) is 14.23%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 59.12%. This indicates that QQQP experiences smaller price fluctuations and is considered to be less risky than KORU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QQQPKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.23%

59.12%

-44.89%

Volatility (6M)

Calculated over the trailing 6-month period

26.26%

93.35%

-67.09%

Volatility (1Y)

Calculated over the trailing 1-year period

47.01%

106.33%

-59.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.93%

78.49%

-33.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.93%

76.33%

-31.40%