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WDAF vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDAF vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Asia Defense Fund (WDAF) 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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Returns By Period

In the year-to-date period, WDAF achieves a 1.82% return, which is significantly lower than GUSH's 78.07% return.


WDAF

1D
1.89%
1M
-7.97%
6M
-12.60%
YTD
1.82%
1Y
3Y*
5Y*
10Y*
ALL TIME*

GUSH

1D
-3.36%
1M
25.39%
6M
55.55%
YTD
78.07%
1Y
81.50%
3Y*
3.21%
5Y*
21.93%
10Y*
-35.47%
ALL TIME*
-42.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$35.17M$33.48M$31.85M
$216.97K$187.82K$494.71K

WDAF vs. GUSH - Yearly Performance Comparison


Correlation

The correlation between WDAF and GUSH is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 12, 2025

-0.03

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Return for Risk

WDAF vs. GUSH — Risk / Return Rank

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

WDAF

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


GUSH
GUSH Risk / Return Rank: 5454
Overall Rank
GUSH Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 5353
Sortino Ratio Rank
GUSH Omega Ratio Rank: 5151
Omega Ratio Rank
GUSH Calmar Ratio Rank: 6363
Calmar Ratio Rank
GUSH Martin Ratio Rank: 4545
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.

WDAF vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Asia Defense Fund (WDAF) 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.


WDAFGUSHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

2.26

Martin ratioReturn relative to average drawdown

5.11

WDAF vs. GUSH - Sharpe Ratio Comparison


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Drawdowns

WDAF vs. GUSH - Drawdown Comparison

The maximum WDAF drawdown since its inception was -28.19%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for WDAF and GUSH.


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Drawdown Indicators


WDAFGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-99.98%

+71.79%

Max Drawdown (1Y)

Largest decline over 1 year

-36.18%

Max Drawdown (3Y)

Largest decline over 3 years

-63.59%

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

-23.59%

-99.78%

+76.19%

Average Drawdown

Average peak-to-trough decline

-8.53%

-92.98%

+84.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.99%

Volatility

WDAF vs. GUSH - Volatility Comparison


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Volatility by Period


WDAFGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.07%

Volatility (6M)

Calculated over the trailing 6-month period

45.28%

Volatility (1Y)

Calculated over the trailing 1-year period

33.45%

56.62%

-23.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.45%

67.48%

-34.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.45%

92.80%

-59.35%

WDAF vs. GUSH - Expense Ratio Comparison

WDAF has a 0.45% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

WDAF vs. GUSH - Dividend Comparison

WDAF's dividend yield for the trailing twelve months is around 0.13%, less than GUSH's 1.22% yield.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.22%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
WDAF
WisdomTree Asia Defense Fund
0.13%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WDAF and GUSH have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WDAF is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WDAF is cheaper with a 0.45% expense ratio, compared with 1.17% for GUSH.

GUSH has the higher dividend yield at 1.22%, compared with 0.13% for WDAF.

WDAF is categorized as Aerospace & Defense, while GUSH is Leveraged Equities. WDAF tracks WisdomTree Asia Defense Index, while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: WisdomTree and Direxion. Their fees differ too: 0.45% for WDAF and 1.17% for GUSH.

Portfolio Optimizer

Find the right allocation for WDAF 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.

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