GUSH vs. TSLL
Compare and contrast key facts about Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) and Direxion Daily TSLA Bull 1.5X Shares (TSLL).
GUSH and TSLL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GUSH is a passively managed fund by Direxion that tracks the performance of the S&P Oil & Gas Exploration & Production Select Industry Index (300%). It was launched on Apr 1, 2020. TSLL is an actively managed fund by Direxion. It was launched on Jun 9, 2022.
Performance
GUSH vs. TSLL - Performance Comparison
Loading graphics...
GUSH vs. TSLL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 102.61% | -19.39% | -12.73% | -7.23% | 0.73% |
TSLL Direxion Daily TSLA Bull 1.5X Shares | -35.93% | -26.80% | 99.63% | 139.86% | -73.85% |
Returns By Period
In the year-to-date period, GUSH achieves a 102.61% return, which is significantly higher than TSLL's -35.93% return.
GUSH
- 1D
- -3.93%
- 1M
- 39.57%
- YTD
- 102.61%
- 6M
- 81.38%
- 1Y
- 68.02%
- 3Y*
- 15.69%
- 5Y*
- 19.89%
- 10Y*
- -32.37%
TSLL
- 1D
- 9.16%
- 1M
- -16.71%
- YTD
- -35.93%
- 6M
- -39.94%
- 1Y
- 34.59%
- 3Y*
- 3.01%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GUSH vs. TSLL - Expense Ratio Comparison
GUSH has a 1.17% expense ratio, which is higher than TSLL's 1.08% expense ratio.
Return for Risk
GUSH vs. TSLL — Risk / Return Rank
GUSH
TSLL
GUSH vs. TSLL - 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 TSLA Bull 1.5X Shares (TSLL). 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.
| GUSH | TSLL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.31 | +0.70 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.25 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.15 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.61 | 0.59 | +1.02 |
Martin ratioReturn relative to average drawdown | 4.01 | 1.26 | +2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| GUSH | TSLL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.31 | +0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.34 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | -0.13 | -0.30 |
Correlation
The correlation between GUSH and TSLL is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
GUSH vs. TSLL - Dividend Comparison
GUSH's dividend yield for the trailing twelve months is around 1.23%, less than TSLL's 7.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 1.23% | 2.60% | 2.96% | 3.00% | 0.47% | 0.00% | 0.20% | 1.68% | 0.17% | 0.00% | 3.26% |
TSLL Direxion Daily TSLA Bull 1.5X Shares | 7.98% | 5.00% | 2.47% | 4.44% | 1.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
GUSH vs. TSLL - Drawdown Comparison
The maximum GUSH drawdown since its inception was -99.98%, which is greater than TSLL's maximum drawdown of -82.88%. Use the drawdown chart below to compare losses from any high point for GUSH and TSLL.
Loading graphics...
Drawdown Indicators
| GUSH | TSLL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -82.88% | -17.10% |
Max Drawdown (1Y)Largest decline over 1 year | -43.67% | -51.06% | +7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -73.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -99.94% | — | — |
Current DrawdownCurrent decline from peak | -99.75% | -67.65% | -32.10% |
Average DrawdownAverage peak-to-trough decline | -92.81% | -53.34% | -39.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.54% | 23.92% | -6.38% |
Volatility
GUSH vs. TSLL - Volatility Comparison
The current volatility for Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) is 14.01%, while Direxion Daily TSLA Bull 1.5X Shares (TSLL) has a volatility of 22.31%. This indicates that GUSH experiences smaller price fluctuations and is considered to be less risky than TSLL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| GUSH | TSLL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.01% | 22.31% | -8.30% |
Volatility (6M)Calculated over the trailing 6-month period | 38.39% | 59.24% | -20.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.12% | 110.51% | -43.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.80% | 107.90% | -39.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.28% | 107.90% | -13.62% |