Korean stocks inverse ETFs dominated performance rankings during a month-long market correction from June 17 to July 16, with RISE 200 Futures Inverse 2X delivering 41.10% returns. The surge in inverse ETF performance occurred as the KOSPI index fell 21.8% from 8,726.60 to 6,820.60 and KOSPI 200 futures dropped from 1,403.10 to 1,096.35 over the same period. The market correction triggered significant gains for funds designed to profit from index declines, while individual investors concentrated purchases in leveraged semiconductor stock ETFs. Korean stocks experienced broad-based selling pressure, with benchmark indices surrendering gains accumulated earlier in the year.
RISE 200 Futures Inverse 2X Records 41.10% Return During Market Decline
RISE 200 Futures Inverse 2X topped the ETF performance rankings with a 41.10% return from June 17 to July 16, according to ETF Check data. The fund invests in KOSPI 200 futures and generates returns equal to twice the daily decline rate of the index. KODEX 200 Futures Inverse 2X and TIGER 200 Futures Inverse 2X posted returns of 40.85% and 38.96% respectively, with inverse 2X products occupying the top five performance positions.
PLUS Samsung Electronics Futures Single Stock Inverse 2X ranked sixth with a 36.07% return as Samsung Electronics stock declined from 343,000 won to 279,500 won during the period. Four KOSDAQ 150 Futures Inverse products (TIGER, KIWOOM, KODEX, RISE) achieved returns around 25%, placing seventh through tenth.
China Biotech ETFs and AI Cybersecurity Funds Lead Non-Inverse Returns
TIGER China Biotech SOLACTIVE recorded the highest return among non-inverse ETFs at 20.62%, focusing on Chinese biotechnology companies. KoAct China Bio Healthcare Active delivered an 18.81% return, with China biotech-focused ETFs generating substantial gains despite the broader market correction.
TIGER Global AI Cybersecurity achieved a 17.09% return, investing in artificial intelligence security and cybersecurity companies worldwide.
Individual Investors Purchase 2.48 Trillion Won in KODEX SK Hynix Leverage ETF
Individual investors concentrated net purchases in KODEX SK Hynix Single Stock Leverage, totaling 2.48 trillion won from June 17 to July 16. TIGER SK Hynix Single Stock Leverage and KODEX Samsung Electronics Single Stock Leverage attracted 1.20 trillion won and 1.14 trillion won in individual net purchases respectively. KODEX KOSDAQ 150 Leverage received 1.08 trillion won in retail inflows, while SOL AI Semiconductor TOP2 Plus and KODEX AI Semiconductor TOP2 Plus drew 750.6 billion won and 625.7 billion won.
Foreign investors purchased 654.5 billion won in TIGER MSCI KOREA TR, which invests in 100 large-cap Korean stocks. Foreign buyers also acquired 403.6 billion won in TIGER Samsung Electronics Single Stock Leverage, 335.3 billion won in KODEX Samsung Electronics Single Stock Leverage, and 254.9 billion won in TIGER SK Hynix Single Stock Leverage.
FAQ
What caused Korean stocks inverse 2X ETFs to gain over 40% from June 17 to July 16?
Inverse 2X ETFs gained over 40% because the KOSPI index fell 21.8% from 8,726.60 to 6,820.60 and KOSPI 200 futures dropped from 1,403.10 to 1,096.35 during the same period. These funds are designed to deliver twice the daily decline rate of their underlying indices.
Which non-inverse ETF had the highest return during the Korean stocks market correction?
TIGER China Biotech SOLACTIVE recorded the highest non-inverse ETF return at 20.62% from June 17 to July 16, investing in Chinese biotechnology companies. KoAct China Bio Healthcare Active followed with an 18.81% return.
How much did individual investors purchase in KODEX SK Hynix Single Stock Leverage during the market decline?
Individual investors net purchased 2.48 trillion won in KODEX SK Hynix Single Stock Leverage from June 17 to July 16, making it the most heavily bought ETF by retail investors during the period.
