SCC vs. KORU
SCC (ProShares UltraShort Consumer Services) and KORU (Direxion Daily South Korea Bull 3X Shares) are both Leveraged Equities funds - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while KORU tracks the MSCI Korea 25-50 Index. Both are passively managed. Over the past 10 years, SCC returned -25.08%/yr vs 19.62%/yr for KORU. At a correlation of -0.42, they often move in opposite directions. SCC charges 0.95%/yr vs 1.29%/yr for KORU.
Performance
SCC vs. KORU - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than KORU's 559.14% return. Over the past 10 years, SCC has underperformed KORU with an annualized return of -25.08%, while KORU has yielded a comparatively higher 19.62% annualized return.
SCC
- 1D
- 1.71%
- 1M
- 1.88%
- YTD
- 3.99%
- 6M
- 4.09%
- 1Y
- -15.43%
- 3Y*
- -25.44%
- 5Y*
- -15.79%
- 10Y*
- -25.08%
KORU
- 1D
- -2.29%
- 1M
- 92.47%
- YTD
- 559.14%
- 6M
- 689.29%
- 1Y
- 2,160.10%
- 3Y*
- 132.56%
- 5Y*
- 23.42%
- 10Y*
- 19.62%
SCC vs. KORU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
KORU Direxion Daily South Korea Bull 3X Shares | 559.14% | 432.73% | -62.18% | 28.61% | -70.16% | -33.86% | 48.78% | 5.47% | -59.89% | 167.08% |
Correlation
The correlation between SCC and KORU is -0.40, 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 | -0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.45 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2013 | -0.42 |
The correlation between SCC and KORU shifts across timeframes, from -0.50 (5 years) to -0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. KORU — Risk / Return Rank
SCC
KORU
SCC vs. KORU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
| SCC | KORU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -18.05 | ||
| Sortino ratioReturn per unit of downside risk | -5.60 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.72 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 35.65 | -36.18 |
| Martin ratioReturn relative to average drawdown | -0.80 | 112.99 | -113.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCC | KORU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 17.63 | -18.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.28 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | 0.25 | -0.88 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | 0.13 | -0.77 |
Drawdowns
SCC vs. KORU - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for SCC and KORU.
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Drawdown Indicators
| SCC | KORU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -95.79% | -4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -61.39% | +32.37% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -73.71% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -93.35% | +16.01% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | -95.79% | +0.24% |
Current DrawdownCurrent decline from peak | -99.90% | -5.39% | -94.51% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -57.53% | -28.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 19.33% | -0.12% |
Volatility
SCC vs. KORU - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 10.71%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 60.18%. This indicates that SCC 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
| SCC | KORU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 60.18% | -49.47% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 110.71% | -84.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 124.15% | -87.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 85.11% | -41.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 79.91% | -40.39% |
SCC vs. KORU - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is lower than KORU's 1.29% expense ratio.
Dividends
SCC vs. KORU - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, more than KORU's 0.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
KORU Direxion Daily South Korea Bull 3X Shares | 0.14% | 0.89% | 4.10% | 2.55% | 0.48% | 0.76% | 0.01% | 0.93% | 1.40% | 3.59% |
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 0.00% |
Frequently Asked Questions
SCC and KORU have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KORU has higher volatility (60.18%) compared to SCC (10.71%). In terms of maximum drawdown, SCC dropped -99.92% vs KORU's -95.79%.
On 10-year performance, KORU leads with 19.62% vs -25.08% for SCC. On fees, SCC is cheaper at 0.95% per year. On volatility, SCC has been the lower-risk option at 10.71%. 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 19.62% return vs -25.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC is cheaper with a 0.95% expense ratio, compared with 1.29% for KORU.
SCC has the higher dividend yield at 4.53%, compared with 0.14% for KORU.
SCC tracks DJ Global United States (All) / Consumer Services -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 SCC and 1.29% for KORU.
KORU currently has the higher Sharpe Ratio (17.63 vs -0.43), 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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