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EFU vs. LINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFU vs. LINT - Performance Comparison

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

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Returns By Period

In the year-to-date period, EFU achieves a -15.95% return, which is significantly lower than LINT's 744.89% return.


EFU

1D
3.98%
1M
-0.13%
YTD
-15.95%
6M
-15.28%
1Y
-31.13%
3Y*
-24.16%
5Y*
-15.34%
10Y*
-20.39%

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)

EFU vs. LINT - Yearly Performance Comparison


2026 (YTD)2025
EFU
ProShares UltraShort MSCI EAFE
-15.95%-9.03%
LINT
Direxion Daily INTC Bull 2X Shares
744.89%5.81%

Correlation

The correlation between EFU and LINT is -0.40, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.40

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Return for Risk

EFU vs. LINT — Risk / Return Rank

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

EFU
EFU Risk / Return Rank: 11
Overall Rank
EFU Sharpe Ratio Rank: 11
Sharpe Ratio Rank
EFU Sortino Ratio Rank: 22
Sortino Ratio Rank
EFU Omega Ratio Rank: 22
Omega Ratio Rank
EFU Calmar Ratio Rank: 11
Calmar Ratio Rank
EFU Martin Ratio Rank: 11
Martin Ratio Rank

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.

EFU vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort MSCI EAFE (EFU) 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.


EFULINTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.93

Martin ratioReturn relative to average drawdown

-1.53

EFU vs. LINT - Sharpe Ratio Comparison


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Drawdowns

EFU vs. LINT - Drawdown Comparison

The maximum EFU drawdown since its inception was -99.37%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for EFU and LINT.


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Drawdown Indicators


EFULINTDifference

Max Drawdown

Largest peak-to-trough decline

-99.37%

-49.54%

-49.83%

Max Drawdown (1Y)

Largest decline over 1 year

-33.76%

Max Drawdown (3Y)

Largest decline over 3 years

-64.63%

Max Drawdown (5Y)

Largest decline over 5 years

-75.65%

Max Drawdown (10Y)

Largest decline over 10 years

-90.50%

Current Drawdown

Current decline from peak

-99.35%

-12.86%

-86.49%

Average Drawdown

Average peak-to-trough decline

-87.14%

-20.48%

-66.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.36%

Volatility

EFU vs. LINT - Volatility Comparison


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Volatility by Period


EFULINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.55%

Volatility (6M)

Calculated over the trailing 6-month period

27.96%

Volatility (1Y)

Calculated over the trailing 1-year period

32.36%

168.83%

-136.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.60%

168.83%

-135.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

168.83%

-135.17%

EFU vs. LINT - Expense Ratio Comparison

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


Dividends

EFU vs. LINT - Dividend Comparison

EFU's dividend yield for the trailing twelve months is around 5.37%, more than LINT's 0.10% yield.


PositionTTM20252024202320222021202020192018
EFU
ProShares UltraShort MSCI EAFE
5.37%5.57%3.87%6.41%1.47%0.00%0.06%0.95%0.17%
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


EFU and LINT have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

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

EFU has the higher dividend yield at 5.37%, compared with 0.10% for LINT.

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

Portfolio Optimizer

Find the right allocation for EFU and LINT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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