RXD vs. KORU
RXD (ProShares UltraShort Health Care) and KORU (Direxion Daily South Korea Bull 3X Shares) are both Leveraged Equities funds - RXD tracks the DJ Global United States (All) / Health Care -IND (-200%) while KORU tracks the MSCI Korea 25-50 Index. Both are passively managed. Over the past 10 years, RXD returned -19.74%/yr vs 14.49%/yr for KORU. At a correlation of -0.35, they often move in opposite directions. RXD charges 0.95%/yr vs 1.29%/yr for KORU.
Performance
RXD vs. KORU - Performance Comparison
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Returns By Period
In the year-to-date period, RXD achieves a 3.27% return, which is significantly lower than KORU's 285.56% return. Over the past 10 years, RXD has underperformed KORU with an annualized return of -19.74%, while KORU has yielded a comparatively higher 14.49% annualized return.
RXD
- 1D
- -2.74%
- 1M
- -3.78%
- YTD
- 3.27%
- 6M
- 3.62%
- 1Y
- -24.38%
- 3Y*
- -6.35%
- 5Y*
- -6.92%
- 10Y*
- -19.74%
KORU
- 1D
- -35.70%
- 1M
- -10.30%
- YTD
- 285.56%
- 6M
- 341.44%
- 1Y
- 858.44%
- 3Y*
- 100.70%
- 5Y*
- 11.21%
- 10Y*
- 14.49%
RXD vs. KORU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RXD ProShares UltraShort Health Care | 3.27% | -21.66% | 4.83% | 3.25% | 1.20% | -37.97% | -44.25% | -32.44% | -14.33% | -35.24% |
KORU Direxion Daily South Korea Bull 3X Shares | 285.56% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
Correlation
The correlation between RXD and KORU is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.35 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2013 | -0.35 |
Over the past year, the inverse relationship between RXD and KORU has weakened: their correlation has moved from -0.35 to -0.14, meaning they move in opposite directions less often than they have historically.
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Return for Risk
RXD vs. KORU — Risk / Return Rank
RXD
KORU
RXD vs. KORU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Health Care (RXD) 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.
| RXD | KORU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.82 | ||
| Sortino ratioReturn per unit of downside risk | -4.55 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.53 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 14.12 | -14.83 |
| Martin ratioReturn relative to average drawdown | -1.06 | 41.38 | -42.45 |
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Drawdowns
RXD vs. KORU - Drawdown Comparison
The maximum RXD drawdown since its inception was -99.65%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for RXD and KORU.
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Drawdown Indicators
| RXD | KORU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.65% | -95.79% | -3.86% |
Max Drawdown (1Y)Largest decline over 1 year | -34.63% | -61.39% | +26.76% |
Max Drawdown (3Y)Largest decline over 3 years | -36.60% | -73.34% | +36.74% |
Max Drawdown (5Y)Largest decline over 5 years | -40.50% | -93.34% | +52.84% |
Max Drawdown (10Y)Largest decline over 10 years | -90.64% | -95.79% | +5.15% |
Current DrawdownCurrent decline from peak | -99.62% | -44.66% | -54.96% |
Average DrawdownAverage peak-to-trough decline | -81.91% | -57.41% | -24.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.96% | 20.91% | +2.05% |
Volatility
RXD vs. KORU - Volatility Comparison
The current volatility for ProShares UltraShort Health Care (RXD) is 10.51%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 92.27%. This indicates that RXD 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
| RXD | KORU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.51% | 92.27% | -81.76% |
Volatility (6M)Calculated over the trailing 6-month period | 21.71% | 138.63% | -116.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.25% | 144.16% | -113.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.88% | 91.40% | -61.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.01% | 83.03% | -50.02% |
RXD vs. KORU - Expense Ratio Comparison
RXD has a 0.95% expense ratio, which is lower than KORU's 1.29% expense ratio.
Dividends
RXD vs. KORU - Dividend Comparison
RXD's dividend yield for the trailing twelve months is around 2.71%, more than KORU's 0.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 0.24% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
RXD ProShares UltraShort Health Care | 2.71% | 3.29% | 4.36% | 3.17% | 0.67% | 0.00% | 0.17% | 1.73% | 0.22% | 0.00% |
Frequently Asked Questions
RXD and KORU have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (92.27%) compared to RXD (10.51%). In terms of maximum drawdown, RXD dropped -99.65% vs KORU's -95.79%.
On 10-year performance, KORU leads with 14.49% vs -19.74% for RXD. On fees, RXD is cheaper at 0.95% per year. On volatility, RXD has been the lower-risk option at 10.51%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, KORU has performed better with a 14.49% return vs -19.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RXD is cheaper with a 0.95% expense ratio, compared with 1.29% for KORU.
RXD has the higher dividend yield at 2.71%, compared with 0.24% for KORU.
RXD tracks DJ Global United States (All) / Health Care -IND (-200%), while KORU tracks MSCI Korea 25-50 Index. They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for RXD and 1.29% for KORU.
KORU currently has the higher Sharpe Ratio (6.02 vs -0.81), 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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