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WTIU vs. GUSH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WTIU and GUSH is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

WTIU vs. GUSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Energy 3X Leveraged ETN (WTIU) and Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-39.86%
-27.59%
WTIU
GUSH

Key characteristics

Sharpe Ratio

WTIU:

-0.59

GUSH:

-0.56

Sortino Ratio

WTIU:

-0.56

GUSH:

-0.55

Omega Ratio

WTIU:

0.93

GUSH:

0.93

Calmar Ratio

WTIU:

-0.58

GUSH:

-0.25

Martin Ratio

WTIU:

-1.09

GUSH:

-1.13

Ulcer Index

WTIU:

31.22%

GUSH:

22.04%

Daily Std Dev

WTIU:

57.83%

GUSH:

44.98%

Max Drawdown

WTIU:

-58.82%

GUSH:

-99.98%

Current Drawdown

WTIU:

-58.82%

GUSH:

-99.86%

Returns By Period

In the year-to-date period, WTIU achieves a -32.25% return, which is significantly lower than GUSH's -22.26% return.


WTIU

YTD

-32.25%

1M

-31.92%

6M

-36.51%

1Y

-36.66%

5Y*

N/A

10Y*

N/A

GUSH

YTD

-22.26%

1M

-23.37%

6M

-27.60%

1Y

-22.60%

5Y*

-40.21%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WTIU vs. GUSH - Expense Ratio Comparison

WTIU has a 0.95% expense ratio, which is lower than GUSH's 1.17% expense ratio.


GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
Expense ratio chart for GUSH: current value at 1.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.17%
Expense ratio chart for WTIU: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%

Risk-Adjusted Performance

WTIU vs. GUSH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Energy 3X Leveraged ETN (WTIU) 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.


Sharpe ratio
The chart of Sharpe ratio for WTIU, currently valued at -0.64, compared to the broader market0.002.004.00-0.64-0.56
The chart of Sortino ratio for WTIU, currently valued at -0.66, compared to the broader market-2.000.002.004.006.008.0010.00-0.66-0.55
The chart of Omega ratio for WTIU, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.920.93
The chart of Calmar ratio for WTIU, currently valued at -0.62, compared to the broader market0.005.0010.0015.00-0.62-0.59
The chart of Martin ratio for WTIU, currently valued at -1.17, compared to the broader market0.0020.0040.0060.0080.00100.00-1.17-1.13
WTIU
GUSH

The current WTIU Sharpe Ratio is -0.59, which is comparable to the GUSH Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of WTIU and GUSH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.64
-0.56
WTIU
GUSH

Dividends

WTIU vs. GUSH - Dividend Comparison

WTIU has not paid dividends to shareholders, while GUSH's dividend yield for the trailing twelve months is around 3.40%.


TTM20232022202120202019201820172016
WTIU
MicroSectors Energy 3X Leveraged ETN
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
3.40%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%

Drawdowns

WTIU vs. GUSH - Drawdown Comparison

The maximum WTIU drawdown since its inception was -58.82%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for WTIU and GUSH. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-58.82%
-42.61%
WTIU
GUSH

Volatility

WTIU vs. GUSH - Volatility Comparison

MicroSectors Energy 3X Leveraged ETN (WTIU) has a higher volatility of 21.02% compared to Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) at 14.15%. This indicates that WTIU's price experiences larger fluctuations and is considered to be riskier than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.02%
14.15%
WTIU
GUSH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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