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GUSH vs. BRZU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GUSH and BRZU is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

GUSH vs. BRZU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) and Direxion Daily Brazil Bull 2X Shares (BRZU). The values are adjusted to include any dividend payments, if applicable.

-100.00%-99.00%-98.00%-97.00%-96.00%NovemberDecember2025FebruaryMarchApril
-99.89%
-96.05%
GUSH
BRZU

Key characteristics

Sharpe Ratio

GUSH:

-0.83

BRZU:

-0.48

Sortino Ratio

GUSH:

-1.07

BRZU:

-0.41

Omega Ratio

GUSH:

0.85

BRZU:

0.95

Calmar Ratio

GUSH:

-0.53

BRZU:

-0.24

Martin Ratio

GUSH:

-1.78

BRZU:

-0.82

Ulcer Index

GUSH:

29.80%

BRZU:

29.04%

Daily Std Dev

GUSH:

64.44%

BRZU:

49.28%

Max Drawdown

GUSH:

-99.98%

BRZU:

-99.71%

Current Drawdown

GUSH:

-99.90%

BRZU:

-99.50%

Returns By Period

In the year-to-date period, GUSH achieves a -32.14% return, which is significantly lower than BRZU's 36.95% return.


GUSH

YTD

-32.14%

1M

-31.63%

6M

-34.90%

1Y

-54.06%

5Y*

21.08%

10Y*

N/A

BRZU

YTD

36.95%

1M

2.64%

6M

-6.85%

1Y

-21.82%

5Y*

8.95%

10Y*

-30.62%

*Annualized

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GUSH vs. BRZU - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is lower than BRZU's 1.29% expense ratio.


Expense ratio chart for BRZU: current value is 1.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BRZU: 1.29%
Expense ratio chart for GUSH: current value is 1.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GUSH: 1.17%

Risk-Adjusted Performance

GUSH vs. BRZU — Risk-Adjusted Performance Rank

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

GUSH
The Risk-Adjusted Performance Rank of GUSH is 11
Overall Rank
The Sharpe Ratio Rank of GUSH is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of GUSH is 11
Sortino Ratio Rank
The Omega Ratio Rank of GUSH is 11
Omega Ratio Rank
The Calmar Ratio Rank of GUSH is 22
Calmar Ratio Rank
The Martin Ratio Rank of GUSH is 11
Martin Ratio Rank

BRZU
The Risk-Adjusted Performance Rank of BRZU is 77
Overall Rank
The Sharpe Ratio Rank of BRZU is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of BRZU is 66
Sortino Ratio Rank
The Omega Ratio Rank of BRZU is 66
Omega Ratio Rank
The Calmar Ratio Rank of BRZU is 88
Calmar Ratio Rank
The Martin Ratio Rank of BRZU is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GUSH vs. BRZU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) and Direxion Daily Brazil Bull 2X Shares (BRZU). 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.


The chart of Sharpe ratio for GUSH, currently valued at -0.83, compared to the broader market-1.000.001.002.003.004.00
GUSH: -0.83
BRZU: -0.48
The chart of Sortino ratio for GUSH, currently valued at -1.07, compared to the broader market-2.000.002.004.006.008.00
GUSH: -1.07
BRZU: -0.41
The chart of Omega ratio for GUSH, currently valued at 0.85, compared to the broader market0.501.001.502.002.50
GUSH: 0.85
BRZU: 0.95
The chart of Calmar ratio for GUSH, currently valued at -0.53, compared to the broader market0.002.004.006.008.0010.0012.00
GUSH: -0.53
BRZU: -0.24
The chart of Martin ratio for GUSH, currently valued at -1.78, compared to the broader market0.0020.0040.0060.00
GUSH: -1.78
BRZU: -0.82

The current GUSH Sharpe Ratio is -0.83, which is lower than the BRZU Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of GUSH and BRZU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.83
-0.48
GUSH
BRZU

Dividends

GUSH vs. BRZU - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 4.07%, less than BRZU's 5.85% yield.


TTM202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
4.07%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
BRZU
Direxion Daily Brazil Bull 2X Shares
5.85%8.73%3.24%4.70%6.29%0.79%0.95%1.04%0.73%0.00%

Drawdowns

GUSH vs. BRZU - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, roughly equal to the maximum BRZU drawdown of -99.71%. Use the drawdown chart below to compare losses from any high point for GUSH and BRZU. For additional features, visit the drawdowns tool.


-100.00%-99.00%-98.00%-97.00%-96.00%NovemberDecember2025FebruaryMarchApril
-99.90%
-96.74%
GUSH
BRZU

Volatility

GUSH vs. BRZU - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a higher volatility of 46.88% compared to Direxion Daily Brazil Bull 2X Shares (BRZU) at 22.83%. This indicates that GUSH's price experiences larger fluctuations and is considered to be riskier than BRZU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
46.88%
22.83%
GUSH
BRZU