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WEBS vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEBS vs. KORU - Performance Comparison

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

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WEBS vs. KORU - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBS
Daily Dow Jones Internet Bear 3X Shares
41.32%-40.66%-56.62%-75.58%117.15%-39.82%-87.18%-13.16%
KORU
Direxion Daily South Korea Bull 3X Shares
68.52%432.73%-62.18%28.61%-70.16%-33.86%48.78%7.70%

Returns By Period

In the year-to-date period, WEBS achieves a 41.32% return, which is significantly lower than KORU's 68.52% return.


WEBS

1D
-2.84%
1M
6.01%
YTD
41.32%
6M
53.99%
1Y
-31.47%
3Y*
-44.49%
5Y*
-31.12%
10Y*

KORU

1D
7.69%
1M
-47.68%
YTD
68.52%
6M
174.68%
1Y
673.62%
3Y*
54.87%
5Y*
-4.56%
10Y*
3.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEBS vs. KORU - Expense Ratio Comparison

WEBS has a 1.07% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

WEBS vs. KORU — Risk / Return Rank

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

WEBS
WEBS Risk / Return Rank: 66
Overall Rank
WEBS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
WEBS Sortino Ratio Rank: 77
Sortino Ratio Rank
WEBS Omega Ratio Rank: 77
Omega Ratio Rank
WEBS Calmar Ratio Rank: 55
Calmar Ratio Rank
WEBS Martin Ratio Rank: 88
Martin Ratio Rank

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: 9696
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.

WEBS vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) 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.


WEBSKORUDifference

Sharpe ratio

Return per unit of total volatility

-0.43

6.40

-6.83

Sortino ratio

Return per unit of downside risk

-0.19

3.79

-3.98

Omega ratio

Gain probability vs. loss probability

0.98

1.54

-0.56

Calmar ratio

Return relative to maximum drawdown

-0.48

11.58

-12.06

Martin ratio

Return relative to average drawdown

-0.57

41.52

-42.09

WEBS vs. KORU - Sharpe Ratio Comparison

The current WEBS Sharpe Ratio is -0.43, which is lower than the KORU Sharpe Ratio of 6.40. The chart below compares the historical Sharpe Ratios of WEBS and KORU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WEBSKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.43

6.40

-6.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.38

-0.06

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.55

-0.02

-0.53

Correlation

The correlation between WEBS and KORU is -0.51. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

WEBS vs. KORU - Dividend Comparison

WEBS's dividend yield for the trailing twelve months is around 2.31%, more than KORU's 0.55% yield.


TTM202520242023202220212020201920182017
WEBS
Daily Dow Jones Internet Bear 3X Shares
2.31%3.77%8.02%8.51%0.20%0.00%1.11%0.11%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

WEBS vs. KORU - Drawdown Comparison

The maximum WEBS drawdown since its inception was -99.60%, roughly equal to the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for WEBS and KORU.


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Drawdown Indicators


WEBSKORUDifference

Max Drawdown

Largest peak-to-trough decline

-99.60%

-95.79%

-3.81%

Max Drawdown (1Y)

Largest decline over 1 year

-69.97%

-61.39%

-8.58%

Max Drawdown (5Y)

Largest decline over 5 years

-96.80%

-93.54%

-3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-95.79%

Current Drawdown

Current decline from peak

-99.31%

-53.60%

-45.71%

Average Drawdown

Average peak-to-trough decline

-90.87%

-58.03%

-32.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

59.01%

17.13%

+41.88%

Volatility

WEBS vs. KORU - Volatility Comparison

The current volatility for Daily Dow Jones Internet Bear 3X Shares (WEBS) is 22.78%, while Direxion Daily South Korea Bull 3X Shares (KORU) has a volatility of 59.12%. This indicates that WEBS 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


WEBSKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.78%

59.12%

-36.34%

Volatility (6M)

Calculated over the trailing 6-month period

44.48%

93.35%

-48.87%

Volatility (1Y)

Calculated over the trailing 1-year period

73.45%

106.33%

-32.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.88%

78.49%

+3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

90.57%

76.33%

+14.24%