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GUSH vs. LINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GUSH vs. LINT

Last updated Jul 15, 2026
Documentation

GUSH (Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds from Direxion. GUSH is passively managed, while LINT is actively managed. At a correlation of -0.03, they often move in opposite directions. GUSH charges 1.17%/yr vs 0.97%/yr for LINT.

Performance

GUSH vs. LINT - 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 INTC Bull 2X Shares (LINT). 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 62.18% return, which is significantly lower than LINT's 438.70% return.

GUSH

1D
0.66%
1M
0.61%
6M
54.35%
YTD
62.18%
1Y
44.60%
3Y*
7.58%
5Y*
15.58%
10Y*
-36.10%

LINT

1D
8.83%
1M
-30.57%
6M
238.06%
YTD
438.70%
1Y
—
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUSH vs. LINT - Yearly Performance Comparison

2026 (YTD)2025
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares		62.18%-10.66%
LINT
Direxion Daily INTC Bull 2X Shares		438.70%5.81%

Correlation

The correlation between GUSH and LINT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 19, 2025

-0.03

GUSH vs. LINT - Sectors Allocation Comparison

Sectors
GUSH
LINT

Energy

96.8%

-

Basic Materials

3.2%

-

Industrials

0.7%

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

100.0%

Utilities

-

-

Energy

GUSH
96.8%
LINT

-

Basic Materials

GUSH
3.2%
LINT

-

Industrials

GUSH
0.7%
LINT

-

Communication Services

GUSH

-

LINT

-

Consumer Cyclical

GUSH

-

LINT

-

Consumer Defensive

GUSH

-

LINT

-

Financial Services

GUSH

-

LINT

-

Healthcare

GUSH

-

LINT

-

Real Estate

GUSH

-

LINT

-

Technology

GUSH

-

LINT
100.0%

Utilities

GUSH

-

LINT

-

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Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares

Direxion Daily INTC Bull 2X Shares

Often compared with GUSH:
GUSH vs. DRIPGUSH vs. ERXGUSH vs. XOPGUSH vs. OILKGUSH vs. XLEGUSH vs. UCOGUSH vs. BRZU
Often compared with LINT:
LINT vs. INTWLINT vs. SOXLLINT vs. XXXXLINT vs. YINNLINT vs. SPYQLINT vs. ARMGLINT vs. MSTU

Return for Risk

GUSH vs. LINT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GUSH
GUSH Risk / Return Rank: 2828
Overall Rank
GUSH Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 2929
Sortino Ratio Rank
GUSH Omega Ratio Rank: 2828
Omega Ratio Rank
GUSH Calmar Ratio Rank: 3030
Calmar Ratio Rank
GUSH Martin Ratio Rank: 2727
Martin Ratio Rank
LINT

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

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.

GUSH vs. LINT - 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 Direxion Daily INTC Bull 2X Shares (LINT). 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.

GUSHLINTDifference
Sharpe ratioReturn per unit of total volatility
0.79

—

—

Sortino ratioReturn per unit of downside risk
1.32

—

—

Omega ratioGain probability vs. loss probability

1.16

—

—

Calmar ratioReturn relative to maximum drawdown

1.24

—

—

Martin ratioReturn relative to average drawdown

2.88

—

—

GUSH vs. LINT - Sharpe Ratio Comparison

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Drawdowns

GUSH vs. LINT - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for GUSH and LINT.

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Drawdown Indicators

GUSHLINTDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-49.54%

-50.44%

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

-99.80%

-44.44%

-55.36%

Average Drawdown

Average peak-to-trough decline

-92.95%

-21.13%

-71.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.62%

—

—

Volatility

GUSH vs. LINT - Volatility Comparison

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Volatility by Period

GUSHLINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.95%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

44.34%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

56.53%

168.31%

-111.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.86%

168.31%

-100.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

92.98%

168.31%

-75.33%

GUSH vs. LINT - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is higher than LINT's 0.97% expense ratio.

Dividends

GUSH vs. LINT - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 1.34%, more than LINT's 0.51% yield.

PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares		1.34%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
LINT
Direxion Daily INTC Bull 2X Shares		0.51%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

GUSH and LINT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LINT is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LINT is cheaper with a 0.97% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.34%, compared with 0.51% for LINT.

Their fees differ too: 1.17% for GUSH and 0.97% for LINT.

Portfolio Optimizer

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