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URSP vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

URSP vs. KORU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra S&P 500 Equal Weight ETF (URSP) and Direxion Daily South Korea Bull 3X Shares (KORU). The values are adjusted to include any dividend payments, if applicable.

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URSP vs. KORU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, URSP achieves a -0.70% return, which is significantly lower than KORU's 56.49% return.


URSP

1D
3.91%
1M
-12.42%
YTD
-0.70%
6M
-0.13%
1Y
3Y*
5Y*
10Y*

KORU

1D
16.84%
1M
-54.89%
YTD
56.49%
6M
171.77%
1Y
653.24%
3Y*
51.09%
5Y*
-5.96%
10Y*
2.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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URSP vs. KORU - Expense Ratio Comparison

URSP has a 0.95% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

URSP vs. KORU — Risk / Return Rank

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

URSP

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

URSP vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra S&P 500 Equal Weight ETF (URSP) 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.

URSP vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


URSPKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.03

+0.09

Correlation

The correlation between URSP and KORU is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

URSP vs. KORU - Dividend Comparison

URSP's dividend yield for the trailing twelve months is around 0.69%, more than KORU's 0.59% yield.


TTM202520242023202220212020201920182017
URSP
ProShares Ultra S&P 500 Equal Weight ETF
0.69%0.38%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.59%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

URSP vs. KORU - Drawdown Comparison

The maximum URSP drawdown since its inception was -15.72%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for URSP and KORU.


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Drawdown Indicators


URSPKORUDifference

Max Drawdown

Largest peak-to-trough decline

-15.72%

-95.79%

+80.07%

Max Drawdown (1Y)

Largest decline over 1 year

-61.39%

Max Drawdown (5Y)

Largest decline over 5 years

-93.54%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-12.42%

-56.91%

+44.49%

Average Drawdown

Average peak-to-trough decline

-3.06%

-58.03%

+54.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.82%

Volatility

URSP vs. KORU - Volatility Comparison


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Volatility by Period


URSPKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

68.35%

Volatility (6M)

Calculated over the trailing 6-month period

93.12%

Volatility (1Y)

Calculated over the trailing 1-year period

24.11%

106.25%

-82.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.11%

78.43%

-54.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.11%

76.31%

-52.20%