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GUSH vs. LINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

GUSH vs. LINT

Last updated Jun 24, 2026

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 0.00 correlation, their price movements are largely independent. 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 42.54% return, which is significantly lower than LINT's 744.89% return.

GUSH

1D
-0.22%
1M
-19.15%
YTD
42.54%
6M
41.51%
1Y
31.85%
3Y*
6.88%
5Y*
6.25%
10Y*
-37.01%

LINT

1D
-12.86%
1M
11.99%
YTD
744.89%
6M
773.46%
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		42.54%-10.66%
LINT
Direxion Daily INTC Bull 2X Shares		744.89%5.81%

Correlation

The correlation between GUSH and LINT is 0.00, 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

0.00

GUSH vs. LINT - Sectors Allocation Comparison

Sectors
GUSH
LINT

Energy

96.8%

-

Basic Materials

3.2%

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

-

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

100.0%

Utilities

-

-

Energy

GUSH
96.8%
LINT

-

Basic Materials

GUSH
3.2%
LINT

-

Communication Services

GUSH

-

LINT

-

Consumer Cyclical

GUSH

-

LINT

-

Consumer Defensive

GUSH

-

LINT

-

Financial Services

GUSH

-

LINT

-

Healthcare

GUSH

-

LINT

-

Industrials

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. XXXXLINT vs. YINNLINT vs. SOXLLINT vs. SPYQLINT vs. MSTULINT vs. ARMG

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: 2020
Overall Rank
GUSH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 2020
Sortino Ratio Rank
GUSH Omega Ratio Rank: 2020
Omega Ratio Rank
GUSH Calmar Ratio Rank: 2121
Calmar Ratio Rank
GUSH Martin Ratio Rank: 2020
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
0.57

—

—

Sortino ratioReturn per unit of downside risk
1.08

—

—

Omega ratioGain probability vs. loss probability

1.13

—

—

Calmar ratioReturn relative to maximum drawdown

0.88

—

—

Martin ratioReturn relative to average drawdown

2.32

—

—

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

-99.83%

-12.86%

-86.97%

Average Drawdown

Average peak-to-trough decline

-92.92%

-20.48%

-72.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.77%

—

—

Volatility

GUSH vs. LINT - Volatility Comparison

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Volatility by Period

GUSHLINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.01%

—

—

Volatility (6M)

Calculated over the trailing 6-month period

44.07%

—

—

Volatility (1Y)

Calculated over the trailing 1-year period

56.58%

168.83%

-112.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.20%

168.83%

-100.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.43%

168.83%

-75.40%

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 1.75%, more than LINT's 0.10% yield.

PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares		1.75%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		0.10%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 0.00, 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 1.75%, compared with 0.10% for LINT.

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

Portfolio Optimizer

Find the right allocation for GUSH and LINT

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