PortfoliosLab logoPortfoliosLab logo
RAVI vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAVI vs. GUSH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, RAVI achieves a 2.16% return, which is significantly lower than GUSH's 84.27% return. Over the past 10 years, RAVI has outperformed GUSH with an annualized return of 2.71%, while GUSH has yielded a comparatively lower -34.13% annualized return.


RAVI

1D
0.09%
1M
0.31%
6M
1.81%
YTD
2.16%
1Y
4.19%
3Y*
5.11%
5Y*
3.62%
10Y*
2.71%
ALL TIME*
2.66%

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
$4.50M$6.77M$5.93M

RAVI vs. GUSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RAVI
FlexShares Ultra-Short Income ETF
2.16%4.98%5.67%5.55%0.15%-0.04%2.06%3.49%1.65%1.22%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
84.27%-19.39%-12.73%-7.23%66.47%129.94%-97.38%-52.68%-74.28%-40.21%

Correlation

The correlation between RAVI and GUSH is -0.24, 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.

-0.24

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

-0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.03

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.03

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

-0.04

The correlation between RAVI and GUSH shifts across timeframes, from -0.24 (1 year) to -0.03 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RAVI vs. GUSH — Risk / Return Rank

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

RAVI
RAVI Risk / Return Rank: 9999
Overall Rank
RAVI Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
RAVI Sortino Ratio Rank: 9999
Sortino Ratio Rank
RAVI Omega Ratio Rank: 9999
Omega Ratio Rank
RAVI Calmar Ratio Rank: 9999
Calmar Ratio Rank
RAVI Martin Ratio Rank: 9999
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.

RAVI vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares Ultra-Short Income ETF (RAVI) 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.


RAVIGUSHDifference
Sharpe ratioReturn per unit of total volatility

+9.02

Sortino ratioReturn per unit of downside risk

+20.93

Omega ratioGain probability vs. loss probability

5.05

1.22

+3.82

Calmar ratioReturn relative to maximum drawdown

36.97

2.07

+34.91

Martin ratioReturn relative to average drawdown

208.35

4.68

+203.66

RAVI vs. GUSH - Sharpe Ratio Comparison

The current RAVI Sharpe Ratio is 10.33, which is higher than the GUSH Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of RAVI 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.


Loading charts...

Drawdowns

RAVI vs. GUSH - Drawdown Comparison

The maximum RAVI drawdown since its inception was -3.72%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for RAVI and GUSH.


Loading charts...

Drawdown Indicators


RAVIGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-3.72%

-99.98%

+96.26%

Max Drawdown (1Y)

Largest decline over 1 year

-0.12%

-36.18%

+36.06%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-63.59%

+63.23%

Max Drawdown (5Y)

Largest decline over 5 years

-3.28%

-73.64%

+70.36%

Max Drawdown (10Y)

Largest decline over 10 years

-3.72%

-99.94%

+96.22%

Current Drawdown

Current decline from peak

0.00%

-99.77%

+99.77%

Average Drawdown

Average peak-to-trough decline

-0.17%

-92.98%

+92.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.02%

16.04%

-16.02%

Volatility

RAVI vs. GUSH - Volatility Comparison

The current volatility for FlexShares Ultra-Short Income ETF (RAVI) is 0.13%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 16.40%. This indicates that RAVI 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.


Loading charts...

Volatility by Period


RAVIGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.13%

16.40%

-16.27%

Volatility (6M)

Calculated over the trailing 6-month period

0.32%

45.15%

-44.83%

Volatility (1Y)

Calculated over the trailing 1-year period

0.42%

56.92%

-56.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.41%

67.48%

-66.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.28%

92.83%

-91.55%

RAVI vs. GUSH - Expense Ratio Comparison

RAVI has a 0.25% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

RAVI vs. GUSH - Dividend Comparison

RAVI's dividend yield for the trailing twelve months is around 4.32%, 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%
RAVI
FlexShares Ultra-Short Income ETF
3.94%4.59%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%

Frequently Asked Questions


RAVI and GUSH have a correlation of -0.24, 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 RAVI (0.13%). In terms of maximum drawdown, RAVI dropped -3.72% vs GUSH's -99.98%.

On 10-year performance, RAVI leads with 2.71% vs -34.13% for GUSH. On fees, RAVI is cheaper at 0.25% per year. On volatility, RAVI has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, RAVI has performed better with a 2.71% return vs -34.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RAVI is cheaper with a 0.25% expense ratio, compared with 1.17% for GUSH.

RAVI has the higher dividend yield at 3.94%, compared with 1.18% for GUSH.

RAVI is categorized as Ultrashort Bond, while GUSH is Leveraged Equities. They also come from different issuers: FlexShares and Direxion. Their fees differ too: 0.25% for RAVI and 1.17% for GUSH.

RAVI currently has the higher Sharpe Ratio (10.33 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

Find the right allocation for RAVI 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.

Open Portfolio Optimizer