DRIP vs. LINT

Last updated Jun 24, 2026

DRIP (Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds from Direxion. DRIP is passively managed, while LINT is actively managed. At a correlation of -0.01, they often move in opposite directions. DRIP charges 1.07%/yr vs 0.97%/yr for LINT.

Performance

DRIP vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) 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, DRIP achieves a -41.20% return, which is significantly lower than LINT's 744.89% return.

DRIP

• 1D: -0.94%
• 1M: 18.92%
• YTD: -41.20%
• 6M: -40.68%
• 1Y: -42.23%
• 3Y*: -27.26%
• 5Y*: -38.71%
• 10Y*: -42.06%

LINT

• 1D: -12.86%
• 1M: 11.99%
• YTD: 744.89%
• 6M: 773.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DRIP vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
DRIP Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares	-41.20%	9.95%
LINT Direxion Daily INTC Bull 2X Shares	744.89%	5.81%

Correlation

The correlation between DRIP and LINT is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	-0.01

Return for Risk

DRIP vs. LINT — Risk / Return Rank

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

DRIP

DRIP Risk / Return Rank: 3
DRIP Sharpe Ratio Rank: 3
DRIP Sortino Ratio Rank: 3
DRIP Omega Ratio Rank: 4
DRIP Calmar Ratio Rank: 3
DRIP Martin Ratio Rank: 3

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.

DRIP vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares (DRIP) 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.

	DRIP	LINT	Difference
Sharpe ratio: Return per unit of total volatility	-0.75	—	—
Sortino ratio: Return per unit of downside risk	-1.01	—	—
Omega ratio: Gain probability vs. loss probability	0.90	—	—
Calmar ratio: Return relative to maximum drawdown	-0.68	—	—
Martin ratio: Return relative to average drawdown	-1.25	—	—

Drawdowns

DRIP vs. LINT - Drawdown Comparison

The maximum DRIP drawdown since its inception was -99.95%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for DRIP and LINT.

Drawdown Indicators

	DRIP	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-99.95%	-49.54%	-50.41%
Max Drawdown (1Y) Largest decline over 1 year	-62.18%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-76.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-96.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.92%	—	—
Current Drawdown Current decline from peak	-99.93%	-12.86%	-87.07%
Average Drawdown Average peak-to-trough decline	-90.46%	-20.48%	-69.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.75%	—	—

Volatility

Volatility by Period

	DRIP	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.04%	—	—
Volatility (6M) Calculated over the trailing 6-month period	43.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	56.75%	168.83%	-112.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.37%	168.83%	-100.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	96.33%	168.83%	-72.50%

DRIP vs. LINT - Expense Ratio Comparison

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

Dividends

DRIP vs. LINT - Dividend Comparison

DRIP's dividend yield for the trailing twelve months is around 3.36%, more than LINT's 0.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DRIP Direxion Daily S&P Oil & Gas Exploration & Production Bear 2x Shares	3.36%	2.86%	4.38%	5.09%	0.00%	0.00%	0.01%	0.96%	0.58%
LINT Direxion Daily INTC Bull 2X Shares	0.10%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DRIP and LINT in my portfolio?

DRIP and LINT have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DRIP 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, DRIP or LINT?

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

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

DRIP has the higher dividend yield at 3.36%, compared with 0.10% for LINT.

What is the main difference between DRIP and LINT?

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