PortfoliosLab logoPortfoliosLab logo
WTMU vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WTMU vs. GUSH - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, WTMU achieves a -0.52% return, which is significantly lower than GUSH's 78.07% return.


WTMU

1D
0.22%
1M
-1.07%
6M
-1.35%
YTD
-0.52%
1Y
3.23%
3Y*
5Y*
10Y*
ALL TIME*
3.32%

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
$17.49K$9.91K$38.76K

WTMU vs. GUSH - Yearly Performance Comparison


Correlation

The correlation between WTMU and GUSH is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2025

-0.14

Compare stocks, funds, or ETFs

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


Return for Risk

WTMU vs. GUSH — Risk / Return Rank

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

WTMU
WTMU Risk / Return Rank: 4242
Overall Rank
WTMU Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
WTMU Sortino Ratio Rank: 4545
Sortino Ratio Rank
WTMU Omega Ratio Rank: 5555
Omega Ratio Rank
WTMU Calmar Ratio Rank: 3131
Calmar Ratio Rank
WTMU Martin Ratio Rank: 3030
Martin Ratio Rank

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.

WTMU vs. GUSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Core Laddered Municipal ETF (WTMU) 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.


WTMUGUSHDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.27

1.24

+0.04

Calmar ratioReturn relative to maximum drawdown

1.13

2.26

-1.13

Martin ratioReturn relative to average drawdown

2.72

5.11

-2.39

WTMU vs. GUSH - Sharpe Ratio Comparison

The current WTMU Sharpe Ratio is 1.35, which is comparable to the GUSH Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WTMU 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.


Loading charts...

Drawdowns

WTMU vs. GUSH - Drawdown Comparison

The maximum WTMU drawdown since its inception was -4.24%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for WTMU and GUSH.


Loading charts...

Drawdown Indicators


WTMUGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-4.24%

-99.98%

+95.74%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-36.18%

+33.32%

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

-2.46%

-99.78%

+97.32%

Average Drawdown

Average peak-to-trough decline

-0.77%

-92.98%

+92.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

15.99%

-14.80%

Volatility

WTMU vs. GUSH - Volatility Comparison

The current volatility for WisdomTree Core Laddered Municipal ETF (WTMU) is 1.12%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 17.07%. This indicates that WTMU 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.


Loading charts...

Volatility by Period


WTMUGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.12%

17.07%

-15.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.08%

45.28%

-43.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.41%

56.62%

-54.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.58%

67.48%

-62.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.58%

92.80%

-88.22%

WTMU vs. GUSH - Expense Ratio Comparison

WTMU has a 0.25% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

WTMU vs. GUSH - Dividend Comparison

WTMU's dividend yield for the trailing twelve months is around 3.23%, more 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%
WTMU
WisdomTree Core Laddered Municipal ETF
3.23%2.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WTMU and GUSH have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (17.07%) compared to WTMU (1.12%). In terms of maximum drawdown, WTMU dropped -4.24% vs GUSH's -99.98%.

On 1-year performance, GUSH leads with 81.50% vs 3.23% for WTMU. On fees, WTMU is cheaper at 0.25% per year. On volatility, WTMU has been the lower-risk option at 1.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GUSH has performed better with a 81.50% return vs 3.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTMU is cheaper with a 0.25% expense ratio, compared with 1.17% for GUSH.

WTMU has the higher dividend yield at 3.23%, compared with 1.22% for GUSH.

WTMU is categorized as Municipal Bonds, while GUSH is Leveraged Equities. They also come from different issuers: WisdomTree and Direxion. Their fees differ too: 0.25% for WTMU and 1.17% for GUSH.

GUSH currently has the higher Sharpe Ratio (1.45 vs 1.35), 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

Find the right allocation for WTMU 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.

Open Portfolio Optimizer