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MBNE vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MBNE vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Nuveen Municipal Bond ESG ETF (MBNE) 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, MBNE achieves a 0.84% return, which is significantly lower than GUSH's 84.27% return.


MBNE

1D
0.00%
1M
0.00%
6M
0.21%
YTD
0.84%
1Y
4.38%
3Y*
2.76%
5Y*
10Y*
ALL TIME*
2.19%

GUSH

1D
2.66%
1M
29.75%
6M
50.64%
YTD
84.27%
1Y
87.82%
3Y*
5.22%
5Y*
20.49%
10Y*
-34.13%
ALL TIME*
-41.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$34.81M$32.68M$31.93M
$0.00$0.00$17.11K

MBNE vs. GUSH - Yearly Performance Comparison


2026 (YTD)2025202420232022
MBNE
SPDR Nuveen Municipal Bond ESG ETF
0.84%2.45%1.27%5.82%-0.83%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
84.27%-19.39%-12.73%-7.23%-18.01%

Correlation

The correlation between MBNE and GUSH is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (3Y)
Balances recent behavior with more history.

-0.07

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2022

-0.03

The correlation between MBNE and GUSH shifts across timeframes, from -0.21 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MBNE vs. GUSH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MBNE
MBNE Risk / Return Rank: 7676
Overall Rank
MBNE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
MBNE Sortino Ratio Rank: 8383
Sortino Ratio Rank
MBNE Omega Ratio Rank: 9393
Omega Ratio Rank
MBNE Calmar Ratio Rank: 6868
Calmar Ratio Rank
MBNE Martin Ratio Rank: 5454
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 5252
Overall Rank
GUSH Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 5151
Sortino Ratio Rank
GUSH Omega Ratio Rank: 5050
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5959
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MBNE vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Nuveen Municipal Bond ESG ETF (MBNE) 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.


MBNEGUSHDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.48

1.22

+0.25

Calmar ratioReturn relative to maximum drawdown

2.40

2.07

+0.33

Martin ratioReturn relative to average drawdown

6.52

4.68

+1.84

MBNE vs. GUSH - Sharpe Ratio Comparison

The current MBNE Sharpe Ratio is 1.94, which is higher than the GUSH Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of MBNE and GUSH, 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

MBNE vs. GUSH - Drawdown Comparison

The maximum MBNE drawdown since its inception was -6.19%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for MBNE and GUSH.


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Drawdown Indicators


MBNEGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-6.19%

-99.98%

+93.79%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-36.18%

+34.16%

Max Drawdown (3Y)

Largest decline over 3 years

-4.98%

-63.59%

+58.61%

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

-1.04%

-99.77%

+98.73%

Average Drawdown

Average peak-to-trough decline

-1.39%

-92.98%

+91.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

16.04%

-15.30%

Volatility

MBNE vs. GUSH - Volatility Comparison

The current volatility for SPDR Nuveen Municipal Bond ESG ETF (MBNE) is 0.00%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 16.40%. This indicates that MBNE experiences smaller price fluctuations and is considered to be less risky than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBNEGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

16.40%

-16.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.79%

45.15%

-43.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

56.92%

-54.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.63%

67.48%

-63.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.63%

92.83%

-89.20%

MBNE vs. GUSH - Expense Ratio Comparison

MBNE has a 0.43% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

MBNE vs. GUSH - Dividend Comparison

MBNE's dividend yield for the trailing twelve months is around 2.84%, more than GUSH's 1.18% yield.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.18%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
MBNE
SPDR Nuveen Municipal Bond ESG ETF
2.54%3.63%3.32%3.01%1.81%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MBNE and GUSH have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (16.40%) compared to MBNE (0.00%). In terms of maximum drawdown, MBNE dropped -6.19% vs GUSH's -99.98%.

On 3-year performance, GUSH leads with 5.22% vs 2.76% for MBNE. On fees, MBNE is cheaper at 0.43% per year. On volatility, MBNE has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GUSH has performed better with a 5.22% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MBNE is cheaper with a 0.43% expense ratio, compared with 1.17% for GUSH.

MBNE has the higher dividend yield at 2.54%, compared with 1.18% for GUSH.

MBNE is categorized as Municipal Bonds, while GUSH is Leveraged Equities. They also come from different issuers: State Street and Direxion. Their fees differ too: 0.43% for MBNE and 1.17% for GUSH.

MBNE currently has the higher Sharpe Ratio (1.94 vs 1.32), 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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