TSII vs. GUSH

Last updated Apr 1, 2026

Compare and contrast key facts about REX TSLA Growth & Income ETF (TSII) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH).

TSII and GUSH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSII is an actively managed fund by REX. It was launched on Jun 4, 2025. GUSH is a passively managed fund by Direxion that tracks the performance of the S&P Oil & Gas Exploration & Production Select Industry Index (300%). It was launched on Apr 1, 2020.

Performance

TSII vs. GUSH - Performance Comparison

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

TSII vs. GUSH - Yearly Performance Comparison

	2026 (YTD)	2025
TSII REX TSLA Growth & Income ETF	-14.56%	43.72%
GUSH Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares	102.61%	6.31%

Returns By Period

In the year-to-date period, TSII achieves a -14.56% return, which is significantly lower than GUSH's 102.61% return.

TSII

• 1D: 5.67%
• 1M: -6.20%
• YTD: -14.56%
• 6M: -10.85%
• 1Y: —
• 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)

TSII vs. GUSH - Expense Ratio Comparison

TSII has a 0.99% expense ratio, which is lower than GUSH's 1.17% expense ratio.

GUSH

Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares

TSII

REX TSLA Growth & Income ETF

Return for Risk

TSII vs. GUSH — Risk / Return Rank

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

GUSH

GUSH Risk / Return Rank: 60
GUSH Sharpe Ratio Rank: 60
GUSH Sortino Ratio Rank: 64
GUSH Omega Ratio Rank: 63
GUSH Calmar Ratio Rank: 67
GUSH Martin Ratio Rank: 45

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.

TSII vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX TSLA Growth & Income ETF (TSII) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	TSII	GUSH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.02	—
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	0.60	-0.43	+1.03

Correlation

The correlation between TSII and GUSH is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TSII vs. GUSH - Dividend Comparison

TSII's dividend yield for the trailing twelve months is around 59.25%, more than GUSH's 1.23% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
TSII REX TSLA Growth & Income ETF	59.25%	32.17%	0.00%	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

TSII vs. GUSH - Drawdown Comparison

The maximum TSII drawdown since its inception was -26.12%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for TSII and GUSH.

Drawdown Indicators

	TSII	GUSH	Difference
Max Drawdown Largest peak-to-trough decline	-26.12%	-99.98%	+73.86%
Max Drawdown (1Y) Largest decline over 1 year	—	-43.67%	—
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	-21.92%	-99.75%	+77.83%
Average Drawdown Average peak-to-trough decline	-7.18%	-92.81%	+85.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	17.54%	—

Volatility

Volatility by Period

	TSII	GUSH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.01%	—
Volatility (6M) Calculated over the trailing 6-month period	—	38.39%	—
Volatility (1Y) Calculated over the trailing 1-year period	47.37%	67.12%	-19.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.37%	68.80%	-21.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.37%	94.28%	-46.91%