SCC vs. GUSH
SCC (ProShares UltraShort Consumer Services) and GUSH (Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares) are both Leveraged Equities funds - SCC tracks the DJ Global United States (All) / Consumer Services -IND (-200%) while GUSH tracks the S&P Oil & Gas Exploration & Production Select Industry Index (300%). Both are passively managed. Over the past 10 years, SCC returned -25.08%/yr vs -36.44%/yr for GUSH. At a correlation of -0.27, they often move in opposite directions. SCC charges 0.95%/yr vs 1.17%/yr for GUSH.
Performance
SCC vs. GUSH - Performance Comparison
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Returns By Period
In the year-to-date period, SCC achieves a 3.99% return, which is significantly lower than GUSH's 73.56% return. Over the past 10 years, SCC has outperformed GUSH with an annualized return of -25.08%, while GUSH has yielded a comparatively lower -36.44% annualized return.
SCC
- 1D
- 1.71%
- 1M
- 1.88%
- YTD
- 3.99%
- 6M
- 4.09%
- 1Y
- -15.43%
- 3Y*
- -25.44%
- 5Y*
- -15.79%
- 10Y*
- -25.08%
GUSH
- 1D
- 2.27%
- 1M
- -12.07%
- YTD
- 73.56%
- 6M
- 49.07%
- 1Y
- 75.56%
- 3Y*
- 13.02%
- 5Y*
- 11.54%
- 10Y*
- -36.44%
SCC vs. GUSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 3.99% | -18.97% | -36.01% | -44.34% | 64.09% | -25.84% | -54.75% | -38.94% | -8.53% | -31.58% |
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 73.56% | -19.39% | -12.73% | -7.23% | 66.47% | 129.94% | -97.38% | -52.68% | -74.28% | -40.21% |
Correlation
The correlation between SCC and GUSH is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2015 | -0.27 |
The correlation between SCC and GUSH shifts across timeframes, from -0.27 (10 years) to 0.10 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCC vs. GUSH — Risk / Return Rank
SCC
GUSH
SCC vs. GUSH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Consumer Services (SCC) 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.
| SCC | GUSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.23 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.53 | 2.62 | -3.16 |
| Martin ratioReturn relative to average drawdown | -0.80 | 6.06 | -6.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCC | GUSH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.43 | 1.37 | -1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.36 | 0.17 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.64 | -0.39 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.64 | -0.44 | -0.20 |
Drawdowns
SCC vs. GUSH - Drawdown Comparison
The maximum SCC drawdown since its inception was -99.92%, roughly equal to the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for SCC and GUSH.
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Drawdown Indicators
| SCC | GUSH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -99.98% | +0.06% |
Max Drawdown (1Y)Largest decline over 1 year | -29.02% | -28.94% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -67.10% | -63.59% | -3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -77.34% | -73.64% | -3.70% |
Max Drawdown (10Y)Largest decline over 10 years | -95.55% | -99.94% | +4.39% |
Current DrawdownCurrent decline from peak | -99.90% | -99.79% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -85.95% | -92.92% | +6.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.21% | 12.52% | +6.69% |
Volatility
SCC vs. GUSH - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 10.71%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 20.17%. This indicates that SCC 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
| SCC | GUSH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.71% | 20.17% | -9.46% |
Volatility (6M)Calculated over the trailing 6-month period | 26.41% | 43.47% | -17.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.34% | 55.62% | -19.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.94% | 68.21% | -24.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.52% | 93.72% | -54.20% |
SCC vs. GUSH - Expense Ratio Comparison
SCC has a 0.95% expense ratio, which is lower than GUSH's 1.17% expense ratio.
Dividends
SCC vs. GUSH - Dividend Comparison
SCC's dividend yield for the trailing twelve months is around 4.53%, more than GUSH's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares | 1.44% | 2.60% | 2.96% | 3.00% | 0.47% | 0.00% | 0.20% | 1.68% | 0.17% | 0.00% | 3.26% |
SCC ProShares UltraShort Consumer Services | 4.53% | 4.87% | 7.46% | 4.53% | 0.53% | 0.00% | 0.06% | 2.67% | 0.86% | 0.00% | 0.00% |
Frequently Asked Questions
SCC and GUSH have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GUSH has higher volatility (20.17%) compared to SCC (10.71%). In terms of maximum drawdown, SCC dropped -99.92% vs GUSH's -99.98%.
On 10-year performance, SCC leads with -25.08% vs -36.44% for GUSH. On fees, SCC is cheaper at 0.95% per year. On volatility, SCC has been the lower-risk option at 10.71%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SCC has performed better with a -25.08% return vs -36.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCC is cheaper with a 0.95% expense ratio, compared with 1.17% for GUSH.
SCC has the higher dividend yield at 4.53%, compared with 1.44% for GUSH.
SCC tracks DJ Global United States (All) / Consumer Services -IND (-200%), while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SCC and 1.17% for GUSH.
GUSH currently has the higher Sharpe Ratio (1.37 vs -0.43), 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.
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