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SMUP vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMUP vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long SMR Daily Target ETF (SMUP) and Direxion Daily MSCI 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, SMUP achieves a -81.65% return, which is significantly lower than KORU's 65.13% return.


SMUP

1D
-4.68%
1M
-31.41%
6M
-86.68%
YTD
-81.65%
1Y
-98.90%
3Y*
5Y*
10Y*
ALL TIME*
-99.09%

KORU

1D
-7.92%
1M
-44.63%
6M
-13.80%
YTD
65.13%
1Y
302.72%
3Y*
42.96%
5Y*
-3.04%
10Y*
2.30%
ALL TIME*
-1.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$685.69M$790.89M$775.54M
$628.22K$794.08K$1.84M

SMUP vs. KORU - Yearly Performance Comparison


Correlation

The correlation between SMUP and KORU is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2025

0.49

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Return for Risk

SMUP vs. KORU — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SMUP
SMUP Risk / Return Rank: 22
Overall Rank
SMUP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SMUP Sortino Ratio Rank: 11
Sortino Ratio Rank
SMUP Omega Ratio Rank: 11
Omega Ratio Rank
SMUP Calmar Ratio Rank: 00
Calmar Ratio Rank
SMUP Martin Ratio Rank: 33
Martin Ratio Rank

KORU
KORU Risk / Return Rank: 7878
Overall Rank
KORU Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
KORU Sortino Ratio Rank: 7777
Sortino Ratio Rank
KORU Omega Ratio Rank: 8080
Omega Ratio Rank
KORU Calmar Ratio Rank: 8686
Calmar Ratio Rank
KORU Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SMUP vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long SMR Daily Target ETF (SMUP) 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.


SMUPKORUDifference
Sharpe ratioReturn per unit of total volatility

-2.18

Sortino ratioReturn per unit of downside risk

-4.39

Omega ratioGain probability vs. loss probability

0.80

1.34

-0.54

Calmar ratioReturn relative to maximum drawdown

-1.00

3.32

-4.32

Martin ratioReturn relative to average drawdown

-1.19

9.21

-10.40

SMUP vs. KORU - Sharpe Ratio Comparison

The current SMUP Sharpe Ratio is -0.49, which is lower than the KORU Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of SMUP 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.


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Drawdowns

SMUP vs. KORU - Drawdown Comparison

The maximum SMUP drawdown since its inception was -99.35%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for SMUP and KORU.


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Drawdown Indicators


SMUPKORUDifference

Max Drawdown

Largest peak-to-trough decline

-99.35%

-95.79%

-3.56%

Max Drawdown (1Y)

Largest decline over 1 year

-99.23%

-80.90%

-18.33%

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 Drawdown

Current decline from peak

-99.21%

-76.30%

-22.91%

Average Drawdown

Average peak-to-trough decline

-81.94%

-57.44%

-24.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

85.24%

29.12%

+56.12%

Volatility

SMUP vs. KORU - Volatility Comparison

The current volatility for T-REX 2X Long SMR Daily Target ETF (SMUP) is 52.80%, while Direxion Daily MSCI South Korea Bull 3X Shares (KORU) has a volatility of 64.87%. This indicates that SMUP 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


SMUPKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

52.80%

64.87%

-12.07%

Volatility (6M)

Calculated over the trailing 6-month period

133.94%

154.02%

-20.08%

Volatility (1Y)

Calculated over the trailing 1-year period

201.28%

159.66%

+41.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

200.19%

96.56%

+103.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

200.19%

85.82%

+114.37%

SMUP vs. KORU - Expense Ratio Comparison

SMUP has a 1.50% expense ratio, which is higher than KORU's 1.32% expense ratio.


Dividends

SMUP vs. KORU - Dividend Comparison

SMUP's dividend yield for the trailing twelve months is around 123.10%, more than KORU's 0.53% yield.


PositionTTM202520242023202220212020201920182017
KORU
Direxion Daily MSCI South Korea Bull 3X Shares
0.53%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%
SMUP
T-REX 2X Long SMR Daily Target ETF
123.10%22.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SMUP and KORU have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KORU has higher volatility (64.87%) compared to SMUP (52.80%). In terms of maximum drawdown, SMUP dropped -99.35% vs KORU's -95.79%.

On 1-year performance, KORU leads with 302.72% vs -98.90% for SMUP. On fees, KORU is cheaper at 1.32% per year. On volatility, SMUP has been the lower-risk option at 52.80%. 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 302.72% return vs -98.90%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KORU is cheaper with a 1.32% expense ratio, compared with 1.50% for SMUP.

SMUP has the higher dividend yield at 123.10%, compared with 0.53% for KORU.

SMUP is categorized as Leveraged Equities, while KORU is South Korea Equities. They also come from different issuers: T-Rex and Direxion. Their fees differ too: 1.50% for SMUP and 1.32% for KORU.

KORU currently has the higher Sharpe Ratio (1.68 vs -0.49), 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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