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BTOT vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTOT vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Total USD Fixed Income Market ETF (BTOT) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTOT vs. GUSH - Yearly Performance Comparison


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

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

BTOT

GUSH
GUSH Risk / Return Rank: 3939
Overall Rank
GUSH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 3434
Sortino Ratio Rank
GUSH Omega Ratio Rank: 3434
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5252
Calmar Ratio Rank
GUSH Martin Ratio Rank: 3838
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.

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.

BTOT vs. GUSH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BTOTGUSHDifference

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


BTOTGUSHDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.18%

-99.79%

+98.61%

Average Drawdown

Average peak-to-trough decline

-0.77%

-92.92%

+92.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.52%

Volatility

BTOT vs. GUSH - Volatility Comparison


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Volatility by Period


BTOTGUSHDifference

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.


PositionTTM2025202420232022202120202019201820172016
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.

Portfolio Optimizer

Find the right allocation for BTOT and GUSH

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