RBLU vs. KORU
RBLU (T-Rex 2X Long RBLX Daily Target ETF) and KORU (Direxion Daily MSCI South Korea Bull 3X Shares) are both exchange-traded funds - RBLU is a Leveraged Equities fund tracking the Roblox Corp. Class A (RBLX), while KORU is a South Korea Equities fund tracking the MSCI Korea 25/50 Index. Both are passively managed. Over the past year, RBLU returned -96.05% vs 326.36% for KORU. Their 0.17 correlation means their historical movements had little consistent relationship. RBLU charges 1.05%/yr vs 1.32%/yr for KORU.
Performance
RBLU vs. KORU - Performance Comparison
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Returns By Period
In the year-to-date period, RBLU achieves a -88.47% return, which is significantly lower than KORU's 74.82% return.
RBLU
- 1D
- 6.33%
- 1M
- -63.24%
- 6M
- -82.19%
- YTD
- -88.47%
- 1Y
- -96.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -74.71%
KORU
- 1D
- 5.87%
- 1M
- -41.38%
- 6M
- -5.76%
- YTD
- 74.82%
- 1Y
- 326.36%
- 3Y*
- 52.12%
- 5Y*
- -3.49%
- 10Y*
- 2.54%
- ALL TIME*
- -0.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $701.92M | $755.38M | $782.78M | |
| $3.87M | $2.37M | $2.31M |
RBLU vs. KORU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
RBLU T-Rex 2X Long RBLX Daily Target ETF | -88.47% | 23.90% |
KORU Direxion Daily MSCI South Korea Bull 3X Shares | 74.82% | 359.59% |
Correlation
The correlation between RBLU and KORU is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2025 | 0.17 |
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Return for Risk
RBLU vs. KORU — Risk / Return Rank
RBLU
KORU
RBLU vs. KORU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long RBLX Daily Target ETF (RBLU) 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.
| RBLU | KORU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.77 | ||
| Sortino ratioReturn per unit of downside risk | -4.59 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.36 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 4.06 | -5.06 |
| Martin ratioReturn relative to average drawdown | -1.34 | 11.13 | -12.47 |
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Drawdowns
RBLU vs. KORU - Drawdown Comparison
The maximum RBLU drawdown since its inception was -96.97%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for RBLU and KORU.
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Drawdown Indicators
| RBLU | KORU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.97% | -95.79% | -1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -96.92% | -80.90% | -16.02% |
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 DrawdownCurrent decline from peak | -96.78% | -74.91% | -21.87% |
Average DrawdownAverage peak-to-trough decline | -48.52% | -57.45% | +8.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 71.70% | 29.49% | +42.21% |
Volatility
RBLU vs. KORU - Volatility Comparison
T-Rex 2X Long RBLX Daily Target ETF (RBLU) has a higher volatility of 82.34% compared to Direxion Daily MSCI South Korea Bull 3X Shares (KORU) at 65.03%. This indicates that RBLU's price experiences larger fluctuations and is considered to be riskier 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
| RBLU | KORU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 82.34% | 65.03% | +17.31% |
Volatility (6M)Calculated over the trailing 6-month period | 126.24% | 154.04% | -27.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.50% | 159.66% | -24.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.71% | 96.62% | +31.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 127.71% | 85.86% | +41.85% |
RBLU vs. KORU - Expense Ratio Comparison
RBLU has a 1.05% expense ratio, which is lower than KORU's 1.32% expense ratio.
Dividends
RBLU vs. KORU - Dividend Comparison
RBLU's dividend yield for the trailing twelve months is around 11.23%, more than KORU's 0.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily MSCI South Korea Bull 3X Shares | 0.50% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
RBLU T-Rex 2X Long RBLX Daily Target ETF | 11.23% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RBLU and KORU have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RBLU has higher volatility (82.34%) compared to KORU (65.03%). In terms of maximum drawdown, RBLU dropped -96.97% vs KORU's -95.79%.
On 1-year performance, KORU leads with 326.36% vs -96.05% for RBLU. On fees, RBLU is cheaper at 1.05% per year. On volatility, KORU has been the lower-risk option at 65.03%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, KORU has performed better with a 326.36% return vs -96.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RBLU is cheaper with a 1.05% expense ratio, compared with 1.32% for KORU.
RBLU has the higher dividend yield at 11.23%, compared with 0.50% for KORU.
RBLU is categorized as Leveraged Equities, while KORU is South Korea Equities. RBLU tracks Roblox Corp. Class A (RBLX), while KORU tracks MSCI Korea 25/50 Index. They also come from different issuers: T-Rex and Direxion. Their fees differ too: 1.05% for RBLU and 1.32% for KORU.
KORU currently has the higher Sharpe Ratio (2.06 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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