GMEU vs. LINT

Last updated Jun 5, 2026

GMEU (T-Rex 2X Long GME Daily Target ETF) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. GMEU charges 1.50%/yr vs 0.97%/yr for LINT.

Performance

GMEU vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long GME Daily Target ETF (GMEU) 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, GMEU achieves a -0.34% return, which is significantly lower than LINT's 549.02% return.

GMEU

• 1D: 0.12%
• 1M: -18.73%
• YTD: -0.34%
• 6M: -26.25%
• 1Y: -68.74%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LINT

• 1D: -2.08%
• 1M: 0.88%
• YTD: 549.02%
• 6M: 433.40%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GMEU vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
GMEU T-Rex 2X Long GME Daily Target ETF	-0.34%	-7.93%
LINT Direxion Daily INTC Bull 2X Shares	549.02%	5.79%

Correlation

The correlation between GMEU 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 20, 2025	0.24

Return for Risk

GMEU vs. LINT — Risk / Return Rank

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

GMEU

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

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.

GMEU vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long GME Daily Target ETF (GMEU) 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.

	GMEU	LINT	Difference
Sharpe ratio: Return per unit of total volatility	-0.81	—	—
Sortino ratio: Return per unit of downside risk	-1.12	—	—
Omega ratio: Gain probability vs. loss probability	0.85	—	—
Calmar ratio: Return relative to maximum drawdown	-0.95	—	—
Martin ratio: Return relative to average drawdown	-1.20	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GMEU	LINT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.81	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.70	22.52	-23.21

Drawdowns

GMEU vs. LINT - Drawdown Comparison

The maximum GMEU drawdown since its inception was -80.43%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for GMEU and LINT.

Drawdown Indicators

	GMEU	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-80.43%	-49.54%	-30.89%
Max Drawdown (1Y) Largest decline over 1 year	-72.75%	—	—
Current Drawdown Current decline from peak	-77.91%	-28.08%	-49.83%
Average Drawdown Average peak-to-trough decline	-63.24%	-20.57%	-42.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.19%	—	—

Volatility

Volatility by Period

	GMEU	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	57.61%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	85.15%	162.52%	-77.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.79%	162.52%	-72.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	89.79%	162.52%	-72.73%

GMEU vs. LINT - Expense Ratio Comparison

GMEU has a 1.50% expense ratio, which is higher than LINT's 0.97% expense ratio.

Dividends

GMEU vs. LINT - Dividend Comparison

GMEU has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.13%.

Position	TTM	2025
GMEU T-Rex 2X Long GME Daily Target ETF	0.00%	0.00%
LINT Direxion Daily INTC Bull 2X Shares	0.13%	0.25%

Frequently Asked Questions

Can I hold both GMEU and LINT in my portfolio?

GMEU 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, GMEU 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, GMEU or LINT?

LINT is cheaper with a 0.97% expense ratio, compared with 1.50% for GMEU.

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

LINT has the higher dividend yield at 0.13%, compared with 0.00% for GMEU.

What is the main difference between GMEU and LINT?

They also come from different issuers: T-Rex and Direxion. Their fees differ too: 1.50% for GMEU and 0.97% for LINT.