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 -24.95%/yr vs -37.01%/yr for GUSH. At a correlation of -0.26, 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 8.21% return, which is significantly lower than GUSH's 42.54% return. Over the past 10 years, SCC has outperformed GUSH with an annualized return of -24.95%, while GUSH has yielded a comparatively lower -37.01% annualized return.
SCC
- 1D
- 2.43%
- 1M
- 8.97%
- YTD
- 8.21%
- 6M
- 13.36%
- 1Y
- -12.48%
- 3Y*
- -21.64%
- 5Y*
- -14.17%
- 10Y*
- -24.95%
GUSH
- 1D
- -0.22%
- 1M
- -19.15%
- YTD
- 42.54%
- 6M
- 41.51%
- 1Y
- 31.85%
- 3Y*
- 6.88%
- 5Y*
- 6.25%
- 10Y*
- -37.01%
SCC vs. GUSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCC ProShares UltraShort Consumer Services | 8.21% | -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 | 42.54% | -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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.26 |
Correlation (All Time) Calculated using the full available price history since May 29, 2015 | -0.26 |
The correlation between SCC and GUSH shifts across timeframes, from -0.26 (10 years) to 0.12 (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.
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.
| SCC | GUSH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.33 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.13 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 0.88 | -1.36 |
| Martin ratioReturn relative to average drawdown | -0.72 | 2.32 | -3.04 |
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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 | -26.45% | -36.18% | +9.73% |
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% | -99.83% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -85.97% | -92.92% | +6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.30% | 13.77% | +3.53% |
Volatility
SCC vs. GUSH - Volatility Comparison
The current volatility for ProShares UltraShort Consumer Services (SCC) is 12.97%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 18.01%. 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 | 12.97% | 18.01% | -5.04% |
Volatility (6M)Calculated over the trailing 6-month period | 27.84% | 44.07% | -16.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.09% | 56.58% | -19.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.20% | 68.20% | -24.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.67% | 93.43% | -53.76% |
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 4.35%, more than GUSH's 1.75% 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 | 1.75% | 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 | 4.35% | 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 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GUSH has higher volatility (18.01%) compared to SCC (12.97%). In terms of maximum drawdown, SCC dropped -99.92% vs GUSH's -99.98%.
On 10-year performance, SCC leads with -24.95% vs -37.01% for GUSH. On fees, SCC is cheaper at 0.95% per year. On volatility, SCC has been the lower-risk option at 12.97%. 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 -24.95% return vs -37.01%. 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 4.35%, compared with 1.75% 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 (0.57 vs -0.34), 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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