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CRMU vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRMU vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long CRML Daily ETF (CRMU) 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


CRMU

1D
-3.13%
1M
-69.93%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

GUSH

1D
2.66%
1M
29.75%
6M
50.64%
YTD
84.27%
1Y
87.82%
3Y*
5.22%
5Y*
20.49%
10Y*
-34.13%
ALL TIME*
-41.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$344.04K$316.58K$869.62K
$34.81M$32.68M$31.93M

CRMU vs. GUSH - Yearly Performance Comparison


Correlation

The correlation between CRMU and GUSH is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 10, 2026

-0.23

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Return for Risk

CRMU vs. GUSH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CRMU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


GUSH
GUSH Risk / Return Rank: 5252
Overall Rank
GUSH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 5151
Sortino Ratio Rank
GUSH Omega Ratio Rank: 5050
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5959
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CRMU vs. GUSH - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CRMUGUSHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.22

Calmar ratioReturn relative to maximum drawdown

2.07

Martin ratioReturn relative to average drawdown

4.68

CRMU vs. GUSH - Sharpe Ratio Comparison


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Drawdowns

CRMU vs. GUSH - Drawdown Comparison

The maximum CRMU drawdown since its inception was -91.02%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for CRMU and GUSH.


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Drawdown Indicators


CRMUGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-91.02%

-99.98%

+8.96%

Max Drawdown (1Y)

Largest decline over 1 year

-36.18%

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

-89.89%

-99.77%

+9.88%

Average Drawdown

Average peak-to-trough decline

-53.70%

-92.98%

+39.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.04%

Volatility

CRMU vs. GUSH - Volatility Comparison


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Volatility by Period


CRMUGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

Volatility (6M)

Calculated over the trailing 6-month period

45.15%

Volatility (1Y)

Calculated over the trailing 1-year period

229.81%

56.92%

+172.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

229.81%

67.48%

+162.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

229.81%

92.83%

+136.98%

CRMU vs. GUSH - Expense Ratio Comparison

CRMU has a 0.75% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

CRMU vs. GUSH - Dividend Comparison

CRMU has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 1.18%.


PositionTTM2025202420232022202120202019201820172016
CRMU
Leverage Shares 2X Long CRML Daily ETF
0.00%0.00%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
1.18%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%

Frequently Asked Questions


CRMU and GUSH have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRMU is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRMU is cheaper with a 0.75% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.18%, compared with 0.00% for CRMU.

CRMU tracks Critical Metals Corp. (CRML), while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for CRMU and 1.17% for GUSH.

Portfolio Optimizer

Find the right allocation for CRMU and GUSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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