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METD vs. GUSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

METD vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily META Bear 1X ETF (METD) 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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METD vs. GUSH - Yearly Performance Comparison


2026 (YTD)20252024
METD
Direxion Daily META Bear 1X ETF
12.25%-17.33%-15.84%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
102.61%-19.39%-20.38%

Returns By Period

In the year-to-date period, METD achieves a 12.25% return, which is significantly lower than GUSH's 102.61% return.


METD

1D
-6.54%
1M
11.62%
YTD
12.25%
6M
23.48%
1Y
-7.90%
3Y*
5Y*
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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METD vs. GUSH - Expense Ratio Comparison

METD has a 1.00% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Return for Risk

METD vs. GUSH — Risk / Return Rank

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

METD
METD Risk / Return Rank: 99
Overall Rank
METD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
METD Sortino Ratio Rank: 99
Sortino Ratio Rank
METD Omega Ratio Rank: 99
Omega Ratio Rank
METD Calmar Ratio Rank: 99
Calmar Ratio Rank
METD Martin Ratio Rank: 1010
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 6060
Overall Rank
GUSH Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 6464
Sortino Ratio Rank
GUSH Omega Ratio Rank: 6363
Omega Ratio Rank
GUSH Calmar Ratio Rank: 6767
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4545
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.

METD vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily META Bear 1X ETF (METD) 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.


METDGUSHDifference

Sharpe ratio

Return per unit of total volatility

-0.20

1.02

-1.22

Sortino ratio

Return per unit of downside risk

0.00

1.55

-1.55

Omega ratio

Gain probability vs. loss probability

1.00

1.22

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.19

1.61

-1.81

Martin ratio

Return relative to average drawdown

-0.27

4.01

-4.28

METD vs. GUSH - Sharpe Ratio Comparison

The current METD Sharpe Ratio is -0.20, which is lower than the GUSH Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of METD and GUSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


METDGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

1.02

-1.22

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

-0.35

-0.43

+0.08

Correlation

The correlation between METD and GUSH is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

METD vs. GUSH - Dividend Comparison

METD's dividend yield for the trailing twelve months is around 2.43%, more than GUSH's 1.23% yield.


TTM2025202420232022202120202019201820172016
METD
Direxion Daily META Bear 1X ETF
2.43%3.35%2.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

METD vs. GUSH - Drawdown Comparison

The maximum METD drawdown since its inception was -46.03%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for METD and GUSH.


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Drawdown Indicators


METDGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-46.03%

-99.98%

+53.95%

Max Drawdown (1Y)

Largest decline over 1 year

-39.89%

-43.67%

+3.78%

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

-27.85%

-99.75%

+71.90%

Average Drawdown

Average peak-to-trough decline

-28.04%

-92.81%

+64.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.13%

17.54%

+11.59%

Volatility

METD vs. GUSH - Volatility Comparison

Direxion Daily META Bear 1X ETF (METD) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) have volatilities of 13.49% and 14.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


METDGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.49%

14.01%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

26.76%

38.39%

-11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

40.30%

67.12%

-26.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.27%

68.80%

-32.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.27%

94.28%

-58.01%