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GUSH vs. TMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GUSH vs. TMF - 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 20+ Year Treasury Bull 3X ETF (TMF). 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 higher than TMF's -4.67% return. Over the past 10 years, GUSH has underperformed TMF with an annualized return of -37.01%, while TMF has yielded a comparatively higher -16.87% annualized 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%

TMF

1D
-0.62%
1M
4.96%
YTD
-4.67%
6M
-5.95%
1Y
-2.80%
3Y*
-21.07%
5Y*
-31.33%
10Y*
-16.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GUSH vs. TMF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
42.54%-19.39%-12.73%-7.23%66.47%129.94%-97.38%-52.68%-74.28%-40.21%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
-4.67%-2.94%-35.95%-13.01%-72.60%-19.80%39.02%34.75%-11.01%22.72%

Correlation

The correlation between GUSH and TMF is -0.27, 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 (1Y)
Calculated over the trailing 1-year period

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

-0.15

Correlation (10Y)
Calculated over the trailing 10-year period

-0.23

Correlation (All Time)
Calculated using the full available price history since May 29, 2015

-0.25

The correlation between GUSH and TMF shifts across timeframes, from -0.27 (1 year) to -0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

GUSH vs. TMF — 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

TMF
TMF Risk / Return Rank: 88
Overall Rank
TMF Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TMF Sortino Ratio Rank: 88
Sortino Ratio Rank
TMF Omega Ratio Rank: 88
Omega Ratio Rank
TMF Calmar Ratio Rank: 88
Calmar Ratio Rank
TMF Martin Ratio Rank: 88
Martin Ratio Rank
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. TMF - 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 20+ Year Treasury Bull 3X ETF (TMF). 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.


GUSHTMFDifference
Sharpe ratioReturn per unit of total volatility

+0.67

Sortino ratioReturn per unit of downside risk

+1.03

Omega ratioGain probability vs. loss probability

1.13

1.01

+0.13

Calmar ratioReturn relative to maximum drawdown

0.88

-0.11

+0.99

Martin ratioReturn relative to average drawdown

2.32

-0.23

+2.55

GUSH vs. TMF - Sharpe Ratio Comparison

The current GUSH Sharpe Ratio is 0.57, which is higher than the TMF Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of GUSH and TMF, 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. TMF - Drawdown Comparison

The maximum GUSH drawdown since its inception was -99.98%, which is greater than TMF's maximum drawdown of -92.89%. Use the drawdown chart below to compare losses from any high point for GUSH and TMF.


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Drawdown Indicators


GUSHTMFDifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-92.89%

-7.09%

Max Drawdown (1Y)

Largest decline over 1 year

-36.18%

-26.51%

-9.67%

Max Drawdown (3Y)

Largest decline over 3 years

-63.59%

-56.09%

-7.50%

Max Drawdown (5Y)

Largest decline over 5 years

-73.64%

-88.81%

+15.17%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

-92.89%

-7.05%

Current Drawdown

Current decline from peak

-99.83%

-92.11%

-7.72%

Average Drawdown

Average peak-to-trough decline

-92.92%

-43.76%

-49.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.77%

12.26%

+1.51%

Volatility

GUSH vs. TMF - Volatility Comparison

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a higher volatility of 18.01% compared to Direxion Daily 20+ Year Treasury Bull 3X ETF (TMF) at 6.50%. This indicates that GUSH's price experiences larger fluctuations and is considered to be riskier than TMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GUSHTMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.01%

6.50%

+11.51%

Volatility (6M)

Calculated over the trailing 6-month period

44.07%

19.35%

+24.72%

Volatility (1Y)

Calculated over the trailing 1-year period

56.58%

27.91%

+28.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.20%

46.59%

+21.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.43%

43.86%

+49.57%

GUSH vs. TMF - Expense Ratio Comparison

GUSH has a 1.17% expense ratio, which is higher than TMF's 1.01% expense ratio.


Dividends

GUSH vs. TMF - Dividend Comparison

GUSH's dividend yield for the trailing twelve months is around 1.75%, less than TMF's 4.09% 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%
TMF
Direxion Daily 20+ Year Treasury Bull 3X ETF
4.09%4.06%4.29%2.82%1.62%0.13%2.23%0.94%1.49%0.41%0.00%

Frequently Asked Questions


GUSH and TMF have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (18.01%) compared to TMF (6.50%). In terms of maximum drawdown, GUSH dropped -99.98% vs TMF's -92.89%.

On 10-year performance, TMF leads with -16.87% vs -37.01% for GUSH. On fees, TMF is cheaper at 1.01% per year. On volatility, TMF has been the lower-risk option at 6.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TMF has performed better with a -16.87% return vs -37.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TMF is cheaper with a 1.01% expense ratio, compared with 1.17% for GUSH.

TMF has the higher dividend yield at 4.09%, compared with 1.75% for GUSH.

GUSH is categorized as Leveraged Equities, while TMF is Leveraged Bonds. GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%), while TMF tracks ICE U.S. Treasury 20+ Year Bond Index (300%). Their fees differ too: 1.17% for GUSH and 1.01% for TMF.

GUSH currently has the higher Sharpe Ratio (0.57 vs -0.10), 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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