All-GaN integrated cascode heterojunction field effect transistors were designed and fabricated for power switching applications. A threshold voltage of +2 V was achieved using a fluorine treatment and a metal-insulator-semiconductor gate structure on the enhancement mode part. The cascode device exhibited an output current of 300 mA/mm by matching the current drivability of both enhancement and depletion mode parts. The optimisation was achieved by shifting the threshold voltage of the depletion mode section to a more negative value with the addition of a dielectric layer under the gate. The switching performance of the cascode was compared to the equivalent GaN enhancement-mode-only device by measuring the hard switching speed at 200 V under an inductive load in a double pulse tester. For the first time, we demonstrate the switching speed advantage of the cascode over equivalent GaN enhancement-mode-only devices, due to the reduced Miller-effect and the unique switching mechanisms. These observations suggest that practical power switches at high power and high switching frequency will benefit as part of an integrated cascode configuration.