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TBXU vs. KORU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBXU vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Biotech Top 5 Bull 2X ETF (TBXU) 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, TBXU achieves a -1.39% return, which is significantly lower than KORU's 235.99% return.


TBXU

1D
4.10%
1M
1.42%
YTD
-1.39%
6M
-3.42%
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)

TBXU vs. KORU - Yearly Performance Comparison


Correlation

The correlation between TBXU and KORU is 0.18, 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 Oct 2, 2025

0.18

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Return for Risk

TBXU vs. KORU — Risk / Return Rank

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

TBXU

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.

TBXU vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Biotech Top 5 Bull 2X ETF (TBXU) 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.

TBXU vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TBXUKORUDifference

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

0.62

0.05

+0.57

Drawdowns

TBXU vs. KORU - Drawdown Comparison

The maximum TBXU drawdown since its inception was -26.53%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for TBXU and KORU.


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Drawdown Indicators


TBXUKORUDifference

Max Drawdown

Largest peak-to-trough decline

-26.53%

-95.79%

+69.26%

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

-17.29%

-51.77%

+34.48%

Average Drawdown

Average peak-to-trough decline

-8.79%

-57.52%

+48.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.63%

Volatility

TBXU vs. KORU - Volatility Comparison


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Volatility by Period


TBXUKORUDifference

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

41.38%

131.98%

-90.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.38%

87.31%

-45.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.38%

81.08%

-39.70%

TBXU vs. KORU - Expense Ratio Comparison

TBXU has a 0.98% expense ratio, which is lower than KORU's 1.29% expense ratio.


Dividends

TBXU vs. KORU - Dividend Comparison

TBXU's dividend yield for the trailing twelve months is around 1.68%, 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%
TBXU
Direxion Daily Biotech Top 5 Bull 2X ETF
1.68%1.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TBXU and KORU have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TBXU is cheaper at 0.98% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TBXU is cheaper with a 0.98% expense ratio, compared with 1.29% for KORU.

TBXU has the higher dividend yield at 1.68%, compared with 0.27% for KORU.

Their fees differ too: 0.98% for TBXU and 1.29% for KORU.

Portfolio Optimizer

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