BTOT vs. GUSH
BTOT (iShares Total USD Fixed Income Market ETF) and GUSH (Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares) are both exchange-traded funds - BTOT is a Total Bond Market fund tracking the Bloomberg US Total Fixed Income Market Index, while GUSH is a Leveraged Equities fund tracking the S&P Oil & Gas Exploration & Production Select Industry Index (300%). Both are passively managed. At a correlation of -0.46, they often move in opposite directions. BTOT charges 0.09%/yr vs 1.17%/yr for GUSH.
Performance
BTOT vs. GUSH - Performance Comparison
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Returns By Period
In the year-to-date period, BTOT achieves a 0.39% return, which is significantly lower than GUSH's 73.56% return.
BTOT
- 1D
- -0.21%
- 1M
- 0.29%
- YTD
- 0.39%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GUSH
- 1D
- 2.27%
- 1M
- -12.07%
- YTD
- 73.56%
- 6M
- 49.07%
- 1Y
- 75.56%
- 3Y*
- 13.02%
- 5Y*
- 11.54%
- 10Y*
- -36.44%
BTOT vs. GUSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BTOT iShares Total USD Fixed Income Market ETF | 0.39% | 0.31% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 73.56% | -9.30% |
Correlation
The correlation between BTOT and GUSH is -0.46, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 12, 2025 | -0.46 |
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Return for Risk
BTOT vs. GUSH — Risk / Return Rank
BTOT
GUSH
BTOT vs. GUSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Total USD Fixed Income Market ETF (BTOT) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.
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Sharpe Ratios by Period
| BTOT | GUSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.37 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.17 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.39 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | -0.44 | +0.85 |
Drawdowns
BTOT vs. GUSH - Drawdown Comparison
The maximum BTOT drawdown since its inception was -2.36%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for BTOT and GUSH.
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Drawdown Indicators
| BTOT | GUSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.36% | -99.98% | +97.62% |
Max Drawdown (1Y)Largest decline over 1 year | — | -28.94% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -63.59% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -73.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -99.94% | — |
Current DrawdownCurrent decline from peak | -1.18% | -99.79% | +98.61% |
Average DrawdownAverage peak-to-trough decline | -0.77% | -92.92% | +92.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 12.52% | — |
Volatility
BTOT vs. GUSH - Volatility Comparison
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Volatility by Period
| BTOT | GUSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 20.17% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 43.47% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 55.62% | -51.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.70% | 68.21% | -64.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.70% | 93.72% | -90.02% |
BTOT vs. GUSH - Expense Ratio Comparison
BTOT has a 0.09% expense ratio, which is lower than GUSH's 1.17% expense ratio.
Dividends
BTOT vs. GUSH - Dividend Comparison
BTOT's dividend yield for the trailing twelve months is around 2.13%, more than GUSH's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
BTOT iShares Total USD Fixed Income Market ETF | 2.13% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 1.44% | 2.60% | 2.96% | 3.00% | 0.47% | 0.00% | 0.20% | 1.68% | 0.17% | 0.00% | 3.26% |
Frequently Asked Questions
BTOT and GUSH have a correlation of -0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BTOT is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BTOT is cheaper with a 0.09% expense ratio, compared with 1.17% for GUSH.
BTOT has the higher dividend yield at 2.13%, compared with 1.44% for GUSH.
BTOT is categorized as Total Bond Market, while GUSH is Leveraged Equities. BTOT tracks Bloomberg US Total Fixed Income Market Index, while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: iShares and Direxion. Their fees differ too: 0.09% for BTOT and 1.17% for GUSH.
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