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SHPU vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHPU vs. KORU - Performance Comparison

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

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Returns By Period

In the year-to-date period, SHPU achieves a -63.82% return, which is significantly lower than KORU's 235.99% return.


SHPU

1D
-11.54%
1M
3.30%
YTD
-63.82%
6M
-63.65%
1Y
3Y*
5Y*
10Y*

KORU

1D
-41.89%
1M
-27.29%
YTD
235.99%
6M
287.50%
1Y
886.26%
3Y*
84.33%
5Y*
7.86%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHPU vs. KORU - Yearly Performance Comparison


2026 (YTD)2025
SHPU
Direxion Daily SHOP Bull 2X ETF
-63.82%-2.39%
KORU
Direxion Daily South Korea Bull 3X Shares
235.99%120.30%

Correlation

The correlation between SHPU and KORU is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 7, 2025

0.34

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Return for Risk

SHPU vs. KORU — Risk / Return Rank

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

SHPU

KORU
KORU Risk / Return Rank: 9393
Overall Rank
KORU Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 8585
Sortino Ratio Rank
KORU Omega Ratio Rank: 8888
Omega Ratio Rank
KORU Calmar Ratio Rank: 9898
Calmar Ratio Rank
KORU Martin Ratio Rank: 9797
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.

SHPU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily SHOP Bull 2X ETF (SHPU) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SHPU vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SHPUKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

0.05

-0.70

Drawdowns

SHPU vs. KORU - Drawdown Comparison

The maximum SHPU drawdown since its inception was -77.97%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for SHPU and KORU.


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Drawdown Indicators


SHPUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-77.97%

-95.79%

+17.82%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (3Y)

Largest decline over 3 years

-73.71%

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

-71.86%

-51.77%

-20.09%

Average Drawdown

Average peak-to-trough decline

-37.03%

-57.52%

+20.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.63%

Volatility

SHPU vs. KORU - Volatility Comparison


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Volatility by Period


SHPUKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

81.14%

Volatility (6M)

Calculated over the trailing 6-month period

124.83%

Volatility (1Y)

Calculated over the trailing 1-year period

110.47%

131.98%

-21.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

110.47%

87.31%

+23.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

110.47%

81.08%

+29.39%

SHPU vs. KORU - Expense Ratio Comparison

SHPU has a 1.09% expense ratio, which is lower than KORU's 1.29% expense ratio.


Dividends

SHPU vs. KORU - Dividend Comparison

SHPU's dividend yield for the trailing twelve months is around 56.43%, more than KORU's 0.27% yield.


PositionTTM202520242023202220212020201920182017
KORU
Direxion Daily South Korea Bull 3X Shares
0.27%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
SHPU
Direxion Daily SHOP Bull 2X ETF
56.43%20.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHPU and KORU have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHPU is cheaper at 1.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHPU is cheaper with a 1.09% expense ratio, compared with 1.29% for KORU.

SHPU has the higher dividend yield at 56.43%, compared with 0.27% for KORU.

Their fees differ too: 1.09% for SHPU and 1.29% for KORU.

Portfolio Optimizer

Find the right allocation for SHPU and KORU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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