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XYZG vs. KORU
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XYZG vs. KORU - Performance Comparison

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

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XYZG vs. KORU - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XYZG achieves a -26.26% return, which is significantly lower than KORU's 68.52% return.


XYZG

1D
-2.15%
1M
-17.36%
YTD
-26.26%
6M
-46.90%
1Y
3Y*
5Y*
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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XYZG vs. KORU - Expense Ratio Comparison

XYZG has a 0.75% expense ratio, which is lower than KORU's 1.29% expense ratio.


Return for Risk

XYZG vs. KORU — Risk / Return Rank

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

XYZG

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.

XYZG vs. KORU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long XYZ Daily ETF (XYZG) 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.

XYZG vs. KORU - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XYZGKORUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

-0.02

-0.08

Correlation

The correlation between XYZG and KORU is 0.25, 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

XYZG vs. KORU - Dividend Comparison

XYZG's dividend yield for the trailing twelve months is around 9.08%, more than KORU's 0.55% yield.


TTM202520242023202220212020201920182017
XYZG
Leverage Shares 2X Long XYZ Daily ETF
9.08%6.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KORU
Direxion Daily South Korea Bull 3X Shares
0.55%0.89%4.10%2.55%0.48%0.76%0.01%0.93%1.40%3.59%

Drawdowns

XYZG vs. KORU - Drawdown Comparison

The maximum XYZG drawdown since its inception was -69.40%, smaller than the maximum KORU drawdown of -95.79%. Use the drawdown chart below to compare losses from any high point for XYZG and KORU.


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Drawdown Indicators


XYZGKORUDifference

Max Drawdown

Largest peak-to-trough decline

-69.40%

-95.79%

+26.39%

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

-58.10%

-53.60%

-4.50%

Average Drawdown

Average peak-to-trough decline

-26.46%

-58.03%

+31.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.13%

Volatility

XYZG vs. KORU - Volatility Comparison


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Volatility by Period


XYZGKORUDifference

Volatility (1M)

Calculated over the trailing 1-month period

59.12%

Volatility (6M)

Calculated over the trailing 6-month period

93.35%

Volatility (1Y)

Calculated over the trailing 1-year period

107.14%

106.33%

+0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.14%

78.49%

+28.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.14%

76.33%

+30.81%