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GUSH vs. FMUB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUSH vs. FMUB - 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 Fidelity Municipal Bond Opportunities ETF (FMUB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GUSH achieves a 84.27% return, which is significantly higher than FMUB's 0.94% return.


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%

FMUB

1D
-0.13%
1M
-1.59%
6M
0.32%
YTD
0.94%
1Y
4.81%
3Y*
5Y*
10Y*
ALL TIME*
4.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.86M$2.43M$1.70M
$34.81M$32.68M$31.93M

GUSH vs. FMUB - Yearly Performance Comparison


Correlation

The correlation between GUSH and FMUB is -0.33, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.33

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2025

-0.23

The correlation between GUSH and FMUB shifts across timeframes, from -0.33 (1 year) to -0.23 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

GUSH vs. FMUB — Risk / Return Rank

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

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

FMUB
FMUB Risk / Return Rank: 7676
Overall Rank
FMUB Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FMUB Sortino Ratio Rank: 8484
Sortino Ratio Rank
FMUB Omega Ratio Rank: 8888
Omega Ratio Rank
FMUB Calmar Ratio Rank: 6161
Calmar Ratio Rank
FMUB Martin Ratio Rank: 6565
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.

GUSH vs. FMUB - Risk-Adjusted Trends 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 Fidelity Municipal Bond Opportunities ETF (FMUB). 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.


GUSHFMUBDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.22

1.40

-0.17

Calmar ratioReturn relative to maximum drawdown

2.07

2.14

-0.07

Martin ratioReturn relative to average drawdown

4.68

7.91

-3.23

GUSH vs. FMUB - Sharpe Ratio Comparison

The current GUSH Sharpe Ratio is 1.32, which is lower than the FMUB Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of GUSH and FMUB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GUSH vs. FMUB - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, which is greater than FMUB's maximum drawdown of -2.74%. Use the drawdown chart below to compare losses from any high point for GUSH and FMUB.


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Drawdown Indicators


GUSHFMUBDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-2.74%

-97.24%

Max Drawdown (1Y)

Largest decline over 1 year

-36.18%

-2.49%

-33.69%

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

-99.77%

-1.62%

-98.15%

Average Drawdown

Average peak-to-trough decline

-92.98%

-0.48%

-92.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.04%

0.67%

+15.37%

Volatility

GUSH vs. FMUB - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a higher volatility of 16.40% compared to Fidelity Municipal Bond Opportunities ETF (FMUB) at 0.86%. This indicates that GUSH's price experiences larger fluctuations and is considered to be riskier than FMUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUSHFMUBDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

0.86%

+15.54%

Volatility (6M)

Calculated over the trailing 6-month period

45.15%

2.19%

+42.96%

Volatility (1Y)

Calculated over the trailing 1-year period

56.92%

2.75%

+54.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.48%

3.59%

+63.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.83%

3.59%

+89.24%

GUSH vs. FMUB - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is higher than FMUB's 0.30% expense ratio.


Dividends

GUSH vs. FMUB - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 1.18%, less than FMUB's 3.55% yield.


PositionTTM2025202420232022202120202019201820172016
FMUB
Fidelity Municipal Bond Opportunities ETF
3.55%2.63%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


GUSH and FMUB have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (16.40%) compared to FMUB (0.86%). In terms of maximum drawdown, GUSH dropped -99.98% vs FMUB's -2.74%.

On 1-year performance, GUSH leads with 87.82% vs 4.81% for FMUB. On fees, FMUB is cheaper at 0.30% per year. On volatility, FMUB has been the lower-risk option at 0.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GUSH has performed better with a 87.82% return vs 4.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FMUB is cheaper with a 0.30% expense ratio, compared with 1.17% for GUSH.

FMUB has the higher dividend yield at 3.55%, compared with 1.18% for GUSH.

GUSH is categorized as Leveraged Equities, while FMUB is Municipal Bonds. They also come from different issuers: Direxion and Fidelity. Their fees differ too: 1.17% for GUSH and 0.30% for FMUB.

FMUB currently has the higher Sharpe Ratio (1.96 vs 1.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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