matlab corr (correlation) function is slow?

I am trying to compute the correlation between two matrices X and Y. X is of size 680x22000, and Y is 680x600. The calculation occurs by columns, so the resulting matrix containing correlation coefficiencies is 22000x600.

Now the problem is that I have to calculate this type of data quite a number of times. In matlab, it takes roughly 30 minutes to calculate. I did the same thing in R, which only took ~ 1 to 2 minutes with the same CPU usage as matlab.

Does anyone know why matlab is so much slower with corr than R, and how to make it faster?