RSST vs. KORU

Last updated Jun 13, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and KORU (Direxion Daily South Korea Bull 3X Shares) are both exchange-traded funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while KORU is a Leveraged Equities fund tracking the MSCI Korea 25-50 Index. RSST is actively managed, while KORU is passively managed. Over the past year, RSST returned 45.30% vs 1103.22% for KORU. A 0.55 correlation means they provide meaningful diversification when combined. RSST charges 1.04%/yr vs 1.29%/yr for KORU.

Performance

RSST vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSST achieves a 14.53% return, which is significantly lower than KORU's 354.34% return.

RSST

• 1D: 1.06%
• 1M: -3.99%
• YTD: 14.53%
• 6M: 17.56%
• 1Y: 45.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

KORU

• 1D: -2.03%
• 1M: -7.72%
• YTD: 354.34%
• 6M: 454.07%
• 1Y: 1,103.22%
• 3Y*: 98.37%
• 5Y*: 15.47%
• 10Y*: 15.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RSST vs. KORU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	14.53%	19.91%	18.37%	1.58%
KORU Direxion Daily South Korea Bull 3X Shares	354.34%	432.73%	-62.18%	12.38%

Correlation

The correlation between RSST and KORU is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023	0.55

The correlation between RSST and KORU has been stable across timeframes, ranging from 0.55 to 0.61 - a consistent structural relationship.

RSST vs. KORU - Sectors Allocation Comparison

Sectors	RSST	KORU
Technology	30.7%	52.3%
Financial Services	14.6%	9.5%
Communication Services	9.6%	2.9%
Consumer Cyclical	9.2%	5.8%
Industrials	8.8%	20.4%
Healthcare	8.2%	3.5%
Consumer Defensive	6.0%	1.8%
Energy	5.4%	1.4%
Basic Materials	3.4%	2.0%
Utilities	2.7%	0.4%
Real Estate	1.6%	-

Return for Risk

RSST vs. KORU — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 70
RSST Sharpe Ratio Rank: 69
RSST Sortino Ratio Rank: 56
RSST Omega Ratio Rank: 64
RSST Calmar Ratio Rank: 83
RSST Martin Ratio Rank: 78

KORU

KORU Risk / Return Rank: 96
KORU Sharpe Ratio Rank: 99
KORU Sortino Ratio Rank: 92
KORU Omega Ratio Rank: 93
KORU Calmar Ratio Rank: 99
KORU Martin Ratio Rank: 98

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.

RSST vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) 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.

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.

	RSST	KORU	Difference
Sharpe ratio: Return per unit of total volatility	1.94	8.14	-6.19
Sortino ratio: Return per unit of downside risk	2.35	3.97	-1.62
Omega ratio: Gain probability vs. loss probability	1.33	1.57	-0.24
Calmar ratio: Return relative to maximum drawdown	3.89	18.17	-14.28
Martin ratio: Return relative to average drawdown	12.98	54.29	-41.31

RSST vs. KORU - Sharpe Ratio Comparison

The current RSST Sharpe Ratio is 1.94, which is lower than the KORU Sharpe Ratio of 8.14. The chart below compares the historical Sharpe Ratios of RSST and KORU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RSST vs. KORU - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for RSST and KORU.

Drawdown Indicators

	RSST	KORU	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-95.79%	+64.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-61.39%	+49.68%
Max Drawdown (3Y) Largest decline over 3 years	—	-73.34%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-93.34%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-95.79%	—
Current Drawdown Current decline from peak	-6.59%	-34.79%	+28.20%
Average Drawdown Average peak-to-trough decline	-6.03%	-57.47%	+51.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.51%	20.50%	-16.99%

Volatility

RSST vs. KORU - Volatility Comparison

The current volatility for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) is 8.70%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 79.83%. This indicates that RSST 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.

Volatility by Period

	RSST	KORU	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.70%	79.83%	-71.13%
Volatility (6M) Calculated over the trailing 6-month period	17.17%	128.97%	-111.80%
Volatility (1Y) Calculated over the trailing 1-year period	23.43%	137.05%	-113.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.47%	88.96%	-64.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	81.96%	-57.49%

RSST vs. KORU - Expense Ratio Comparison

RSST has a 1.04% expense ratio, which is lower than KORU's 1.29% expense ratio.

Dividends

RSST vs. KORU - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.98%, more than KORU's 0.20% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
KORU Direxion Daily South Korea Bull 3X Shares	0.20%	0.89%	4.10%	2.55%	0.48%	0.76%	0.01%	0.93%	1.40%	3.59%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.98%	1.12%	0.09%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RSST and KORU in my portfolio?

RSST and KORU have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSST or KORU?

KORU has higher volatility (79.83%) compared to RSST (8.70%). In terms of maximum drawdown, RSST dropped -30.80% vs KORU's -95.79%.

Which ETF is better, RSST or KORU?

On 1-year performance, KORU leads with 1103.22% vs 45.30% for RSST. On fees, RSST is cheaper at 1.04% per year. On volatility, RSST has been the lower-risk option at 8.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSST or KORU?

Over the 1-year period, KORU has performed better with a 1103.22% return vs 45.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSST or KORU?

RSST is cheaper with a 1.04% expense ratio, compared with 1.29% for KORU.

Which ETF pays a higher dividend yield, RSST or KORU?

RSST has the higher dividend yield at 0.98%, compared with 0.20% for KORU.

What is the main difference between RSST and KORU?

RSST is categorized as Large Cap Blend Equities, while KORU is Leveraged Equities. They also come from different issuers: Return Stacked and Direxion. Their fees differ too: 1.04% for RSST and 1.29% for KORU.

Which has better risk-adjusted returns?

KORU currently has the higher Sharpe Ratio (8.14 vs 1.94), 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.