DUG vs. LINT

Last updated Jun 24, 2026

DUG (ProShares UltraShort Oil & Gas) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. DUG is passively managed, while LINT is actively managed. At a 0.04 correlation, their price movements are largely independent. DUG charges 0.95%/yr vs 0.97%/yr for LINT.

Performance

DUG vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Oil & Gas (DUG) 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, DUG achieves a -36.75% return, which is significantly lower than LINT's 744.89% return.

DUG

• 1D: -1.25%
• 1M: 16.78%
• YTD: -36.75%
• 6M: -37.18%
• 1Y: -42.58%
• 3Y*: -26.36%
• 5Y*: -36.37%
• 10Y*: -31.35%

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)

DUG vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
DUG ProShares UltraShort Oil & Gas	-36.75%	1.98%
LINT Direxion Daily INTC Bull 2X Shares	744.89%	5.81%

Correlation

The correlation between DUG and LINT is 0.04, 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	0.04

DUG vs. LINT - Sectors Allocation Comparison

Sectors	DUG	LINT
Financial Services	33.3%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	100.0%
Utilities	-	-

Return for Risk

DUG vs. LINT — Risk / Return Rank

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

DUG

DUG Risk / Return Rank: 2
DUG Sharpe Ratio Rank: 1
DUG Sortino Ratio Rank: 1
DUG Omega Ratio Rank: 2
DUG Calmar Ratio Rank: 3
DUG Martin Ratio Rank: 2

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.

DUG vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Oil & Gas (DUG) 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.

	DUG	LINT	Difference
Sharpe ratio: Return per unit of total volatility	-1.03	—	—
Sortino ratio: Return per unit of downside risk	-1.59	—	—
Omega ratio: Gain probability vs. loss probability	0.84	—	—
Calmar ratio: Return relative to maximum drawdown	-0.75	—	—
Martin ratio: Return relative to average drawdown	-1.34	—	—

Drawdowns

DUG vs. LINT - Drawdown Comparison

The maximum DUG drawdown since its inception was -99.92%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for DUG and LINT.

Drawdown Indicators

	DUG	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-99.92%	-49.54%	-50.38%
Max Drawdown (1Y) Largest decline over 1 year	-57.00%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-68.64%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-94.03%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-99.46%	—	—
Current Drawdown Current decline from peak	-99.90%	-12.86%	-87.04%
Average Drawdown Average peak-to-trough decline	-88.98%	-20.48%	-68.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.81%	—	—

Volatility

Volatility by Period

	DUG	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.09%	—	—
Volatility (6M) Calculated over the trailing 6-month period	33.47%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	41.82%	168.83%	-127.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	51.52%	168.83%	-117.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	58.84%	168.83%	-109.99%

DUG vs. LINT - Expense Ratio Comparison

DUG has a 0.95% expense ratio, which is lower than LINT's 0.97% expense ratio.

Dividends

DUG vs. LINT - Dividend Comparison

DUG's dividend yield for the trailing twelve months is around 4.36%, more than LINT's 0.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DUG ProShares UltraShort Oil & Gas	4.36%	3.21%	5.66%	4.16%	0.28%	0.00%	0.10%	0.56%	0.29%
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 DUG and LINT in my portfolio?

DUG and LINT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DUG or LINT?

On fees, DUG is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DUG or LINT?

DUG is cheaper with a 0.95% expense ratio, compared with 0.97% for LINT.

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

DUG has the higher dividend yield at 4.36%, compared with 0.10% for LINT.

What is the main difference between DUG and LINT?

They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for DUG and 0.97% for LINT.