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WEBS vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEBS vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Daily Dow Jones Internet Bear 3X Shares (WEBS) 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, WEBS achieves a -16.82% return, which is significantly lower than GUSH's 73.56% return.


WEBS

1D
5.89%
1M
-13.46%
YTD
-16.82%
6M
-14.14%
1Y
-30.71%
3Y*
-49.47%
5Y*
-36.70%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEBS vs. GUSH - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WEBS
Daily Dow Jones Internet Bear 3X Shares
-16.82%-40.66%-56.62%-75.58%117.15%-39.82%-87.18%-13.16%
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%10.99%

Correlation

The correlation between WEBS and GUSH is 0.11, 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

-0.12

Correlation (5Y)
Calculated over the trailing 5-year period

-0.24

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2019

-0.23

The correlation between WEBS and GUSH shifts across timeframes, from -0.24 (5 years) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

WEBS vs. GUSH — Risk / Return Rank

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

WEBS
WEBS Risk / Return Rank: 44
Overall Rank
WEBS Sharpe Ratio Rank: 44
Sharpe Ratio Rank
WEBS Sortino Ratio Rank: 55
Sortino Ratio Rank
WEBS Omega Ratio Rank: 55
Omega Ratio Rank
WEBS Calmar Ratio Rank: 44
Calmar Ratio Rank
WEBS Martin Ratio Rank: 22
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 3939
Overall Rank
GUSH Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 3434
Sortino Ratio Rank
GUSH Omega Ratio Rank: 3434
Omega Ratio Rank
GUSH Calmar Ratio Rank: 5252
Calmar Ratio Rank
GUSH Martin Ratio Rank: 3838
Martin Ratio Rank
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.

WEBS vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Daily Dow Jones Internet Bear 3X Shares (WEBS) 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.


WEBSGUSHDifference
Sharpe ratioReturn per unit of total volatility

-1.90

Sortino ratioReturn per unit of downside risk

-2.35

Omega ratioGain probability vs. loss probability

0.94

1.23

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.58

2.62

-3.20

Martin ratioReturn relative to average drawdown

-1.33

6.06

-7.38

WEBS vs. GUSH - Sharpe Ratio Comparison

The current WEBS Sharpe Ratio is -0.54, which is lower than the GUSH Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of WEBS 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.


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Sharpe Ratios by Period


WEBSGUSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

1.37

-1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

0.17

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

-0.44

-0.15

Drawdowns

WEBS vs. GUSH - Drawdown Comparison

The maximum WEBS drawdown since its inception was -99.63%, roughly equal to the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for WEBS and GUSH.


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Drawdown Indicators


WEBSGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-99.63%

-99.98%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-53.54%

-28.94%

-24.60%

Max Drawdown (3Y)

Largest decline over 3 years

-90.33%

-63.59%

-26.74%

Max Drawdown (5Y)

Largest decline over 5 years

-97.09%

-73.64%

-23.45%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-99.60%

-99.79%

+0.19%

Average Drawdown

Average peak-to-trough decline

-91.09%

-92.92%

+1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.19%

12.52%

+10.67%

Volatility

WEBS vs. GUSH - Volatility Comparison

The current volatility for Daily Dow Jones Internet Bear 3X Shares (WEBS) is 15.72%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 20.17%. This indicates that WEBS 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


WEBSGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.72%

20.17%

-4.45%

Volatility (6M)

Calculated over the trailing 6-month period

43.46%

43.47%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

57.60%

55.62%

+1.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.81%

68.21%

+13.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

89.84%

93.72%

-3.88%

WEBS vs. GUSH - Expense Ratio Comparison

WEBS has a 1.07% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

WEBS vs. GUSH - Dividend Comparison

WEBS's dividend yield for the trailing twelve months is around 3.92%, more than GUSH's 1.44% yield.


PositionTTM2025202420232022202120202019201820172016
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%
WEBS
Daily Dow Jones Internet Bear 3X Shares
3.92%3.77%8.02%8.51%0.20%0.00%1.11%0.11%0.00%0.00%0.00%

Frequently Asked Questions


WEBS and GUSH have a correlation of 0.11, 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 WEBS (15.72%). In terms of maximum drawdown, WEBS dropped -99.63% vs GUSH's -99.98%.

On 5-year performance, GUSH leads with 11.54% vs -36.70% for WEBS. On fees, WEBS is cheaper at 1.07% per year. On volatility, WEBS has been the lower-risk option at 15.72%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GUSH has performed better with a 11.54% return vs -36.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WEBS is cheaper with a 1.07% expense ratio, compared with 1.17% for GUSH.

WEBS has the higher dividend yield at 3.92%, compared with 1.44% for GUSH.

WEBS tracks Dow Jones Internet Composite Index (300%), while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). Their fees differ too: 1.07% for WEBS and 1.17% for GUSH.

GUSH currently has the higher Sharpe Ratio (1.37 vs -0.54), 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

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