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GUSH vs. NTSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUSH vs. NTSD - 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 WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


GUSH

1D
1.40%
1M
-9.75%
YTD
69.71%
6M
53.49%
1Y
78.64%
3Y*
12.18%
5Y*
10.98%
10Y*
-36.58%

NTSD

1D
0.35%
1M
6.98%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUSH vs. NTSD - Yearly Performance Comparison


Correlation

The correlation between GUSH and NTSD is -0.67, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Mar 20, 2026

-0.67

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Return for Risk

GUSH vs. NTSD — Risk / Return Rank

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

GUSH
GUSH Risk / Return Rank: 4242
Overall Rank
GUSH Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 3636
Sortino Ratio Rank
GUSH Omega Ratio Rank: 3535
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5757
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4242
Martin Ratio Rank

NTSD
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. NTSD - 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 WisdomTree Efficient U.S. Plus International Equity Fund (NTSD). 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.


GUSHNTSDDifference

Sharpe ratio

Return per unit of total volatility

1.42

Sortino ratio

Return per unit of downside risk

1.88

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

2.88

Martin ratio

Return relative to average drawdown

6.68

GUSH vs. NTSD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GUSHNTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

5.75

-6.19

Drawdowns

GUSH vs. NTSD - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, which is greater than NTSD's maximum drawdown of -5.20%. Use the drawdown chart below to compare losses from any high point for GUSH and NTSD.


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Drawdown Indicators


GUSHNTSDDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-5.20%

-94.78%

Max Drawdown (1Y)

Largest decline over 1 year

-28.94%

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

-99.79%

0.00%

-99.79%

Average Drawdown

Average peak-to-trough decline

-92.91%

-0.84%

-92.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.46%

Volatility

GUSH vs. NTSD - Volatility Comparison


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Volatility by Period


GUSHNTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.72%

Volatility (6M)

Calculated over the trailing 6-month period

43.44%

Volatility (1Y)

Calculated over the trailing 1-year period

55.63%

24.31%

+31.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.20%

24.31%

+43.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.74%

24.31%

+69.43%

GUSH vs. NTSD - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is higher than NTSD's 0.35% expense ratio.


Dividends

GUSH vs. NTSD - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 1.47%, while NTSD has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.47%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
NTSD
WisdomTree Efficient U.S. Plus International Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GUSH and NTSD have a correlation of -0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NTSD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NTSD is cheaper with a 0.35% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.47%, compared with 0.00% for NTSD.

They also come from different issuers: Direxion and WisdomTree. Their fees differ too: 1.17% for GUSH and 0.35% for NTSD.

Portfolio Optimizer

Find the right allocation for GUSH and NTSD

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