CSCL vs. LINT

Last updated Jul 12, 2026

CSCL (Direxion Daily CSCO Bull 2X Shares) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds from Direxion. At a 0.24 correlation, their price movements are largely independent. CSCL charges 1.07%/yr vs 0.97%/yr for LINT.

Performance

CSCL vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily CSCO Bull 2X Shares (CSCL) and Direxion Daily INTC Bull 2X Shares (LINT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CSCL achieves a 122.84% return, which is significantly lower than LINT's 464.60% return.

CSCL

• 1D: 5.31%
• 1M: -1.52%
• 6M: 140.54%
• YTD: 122.84%
• 1Y: 168.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LINT

• 1D: -4.85%
• 1M: -27.23%
• 6M: 279.62%
• YTD: 464.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CSCL vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
CSCL Direxion Daily CSCO Bull 2X Shares	122.84%	-2.75%
LINT Direxion Daily INTC Bull 2X Shares	464.60%	5.81%

Correlation

The correlation between CSCL and LINT is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	0.24

CSCL vs. LINT - Sectors Allocation Comparison

Sectors	CSCL	LINT
Technology	100.0%	100.0%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

CSCL vs. LINT — Risk / Return Rank

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

CSCL

CSCL Risk / Return Rank: 87
CSCL Sharpe Ratio Rank: 92
CSCL Sortino Ratio Rank: 77
CSCL Omega Ratio Rank: 85
CSCL Calmar Ratio Rank: 95
CSCL Martin Ratio Rank: 84

LINT

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

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.

CSCL vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily CSCO Bull 2X Shares (CSCL) and Direxion Daily INTC Bull 2X Shares (LINT). 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.

	CSCL	LINT	Difference
Sharpe ratio: Return per unit of total volatility	2.53	—	—
Sortino ratio: Return per unit of downside risk	2.74	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	5.93	—	—
Martin ratio: Return relative to average drawdown	13.47	—	—

Drawdowns

CSCL vs. LINT - Drawdown Comparison

The maximum CSCL drawdown since its inception was -27.41%, smaller than the maximum LINT drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for CSCL and LINT.

Drawdown Indicators

	CSCL	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-27.41%	-49.54%	+22.13%
Max Drawdown (1Y) Largest decline over 1 year	-27.41%	—	—
Current Drawdown Current decline from peak	-14.47%	-41.77%	+27.30%
Average Drawdown Average peak-to-trough decline	-9.33%	-20.81%	+11.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.07%	—	—

Volatility

Volatility by Period

	CSCL	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.67%	—	—
Volatility (6M) Calculated over the trailing 6-month period	57.74%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	64.27%	168.20%	-103.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	63.26%	168.20%	-104.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	63.26%	168.20%	-104.94%

CSCL vs. LINT - Expense Ratio Comparison

CSCL has a 1.07% expense ratio, which is higher than LINT's 0.97% expense ratio.

Dividends

CSCL vs. LINT - Dividend Comparison

CSCL's dividend yield for the trailing twelve months is around 1.14%, more than LINT's 0.48% yield.

Position	TTM	2025
CSCL Direxion Daily CSCO Bull 2X Shares	1.14%	1.31%
LINT Direxion Daily INTC Bull 2X Shares	0.48%	0.25%

Frequently Asked Questions

Can I hold both CSCL and LINT in my portfolio?

CSCL and LINT have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CSCL or LINT?

On fees, LINT is cheaper at 0.97% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CSCL or LINT?

LINT is cheaper with a 0.97% expense ratio, compared with 1.07% for CSCL.

Which ETF pays a higher dividend yield, CSCL or LINT?

CSCL has the higher dividend yield at 1.14%, compared with 0.48% for LINT.

What is the main difference between CSCL and LINT?

Their fees differ too: 1.07% for CSCL and 0.97% for LINT.