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LULG vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LULG vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long LULU Daily ETF (LULG) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LULG achieves a -78.27% return, which is significantly lower than GUSH's 42.86% return.


LULG

1D
-11.57%
1M
-33.75%
YTD
-78.27%
6M
-79.36%
1Y
3Y*
5Y*
10Y*

GUSH

1D
3.14%
1M
-18.97%
YTD
42.86%
6M
44.72%
1Y
22.58%
3Y*
6.96%
5Y*
7.01%
10Y*
-37.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LULG vs. GUSH - Yearly Performance Comparison


Correlation

The correlation between LULG and GUSH is -0.17, 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 Nov 5, 2025

-0.17

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Return for Risk

LULG vs. GUSH — Risk / Return Rank

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

LULG

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


GUSH
GUSH Risk / Return Rank: 1616
Overall Rank
GUSH Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 1616
Sortino Ratio Rank
GUSH Omega Ratio Rank: 1616
Omega Ratio Rank
GUSH Calmar Ratio Rank: 1616
Calmar Ratio Rank
GUSH Martin Ratio Rank: 1616
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.

LULG vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long LULU Daily ETF (LULG) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


LULGGUSHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.11

Calmar ratioReturn relative to maximum drawdown

0.63

Martin ratioReturn relative to average drawdown

1.67

LULG vs. GUSH - Sharpe Ratio Comparison


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Drawdowns

LULG vs. GUSH - Drawdown Comparison

The maximum LULG drawdown since its inception was -79.88%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for LULG and GUSH.


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Drawdown Indicators


LULGGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-79.88%

-99.98%

+20.10%

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

-79.88%

-99.83%

+19.95%

Average Drawdown

Average peak-to-trough decline

-36.43%

-92.91%

+56.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.92%

Volatility

LULG vs. GUSH - Volatility Comparison


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Volatility by Period


LULGGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.38%

Volatility (6M)

Calculated over the trailing 6-month period

44.33%

Volatility (1Y)

Calculated over the trailing 1-year period

88.07%

56.70%

+31.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.07%

68.20%

+19.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.07%

93.57%

-5.50%

LULG vs. GUSH - Expense Ratio Comparison

LULG has a 0.75% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

LULG vs. GUSH - Dividend Comparison

LULG has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 1.75%.


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%
LULG
Leverage Shares 2X Long LULU Daily ETF
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


LULG and GUSH have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LULG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LULG is cheaper with a 0.75% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.75%, compared with 0.00% for LULG.

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for LULG and 1.17% for GUSH.

Portfolio Optimizer

Find the right allocation for LULG and GUSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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