INTW vs. LINT

Last updated Jun 23, 2026

INTW (GraniteShares 2x Long INTC Daily ETF) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. With a 1.00 correlation, they move nearly in lockstep. INTW charges 1.50%/yr vs 0.97%/yr for LINT.

Performance

INTW vs. LINT - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with INTW having a 871.59% return and LINT slightly lower at 869.59%.

INTW

• 1D: 10.59%
• 1M: 28.23%
• YTD: 871.59%
• 6M: 897.00%
• 1Y: 2,279.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LINT

• 1D: 10.62%
• 1M: 28.51%
• YTD: 869.59%
• 6M: 899.07%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

INTW vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
INTW GraniteShares 2x Long INTC Daily ETF	871.59%	10.29%
LINT Direxion Daily INTC Bull 2X Shares	869.59%	5.81%

Correlation

The correlation between INTW and LINT is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	1.00

INTW vs. LINT - Sectors Allocation Comparison

Sectors	INTW	LINT
Technology	66.7%	100.0%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

INTW vs. LINT — Risk / Return Rank

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

INTW

INTW Risk / Return Rank: 98
INTW Sharpe Ratio Rank: 100
INTW Sortino Ratio Rank: 96
INTW Omega Ratio Rank: 95
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 99

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.

INTW vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long INTC Daily ETF (INTW) 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.

	INTW	LINT	Difference
Sharpe ratio: Return per unit of total volatility	15.45	—	—
Sortino ratio: Return per unit of downside risk	5.37	—	—
Omega ratio: Gain probability vs. loss probability	1.68	—	—
Calmar ratio: Return relative to maximum drawdown	46.81	—	—
Martin ratio: Return relative to average drawdown	106.28	—	—

Drawdowns

INTW vs. LINT - Drawdown Comparison

The maximum INTW drawdown since its inception was -60.58%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for INTW and LINT.

Drawdown Indicators

	INTW	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-60.58%	-49.54%	-11.04%
Max Drawdown (1Y) Largest decline over 1 year	-49.34%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-29.71%	-20.53%	-9.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.69%	—	—

Volatility

Volatility by Period

	INTW	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	53.88%	—	—
Volatility (6M) Calculated over the trailing 6-month period	118.13%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	149.77%	168.26%	-18.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.63%	168.26%	-19.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.63%	168.26%	-19.63%

INTW vs. LINT - Expense Ratio Comparison

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

Dividends

INTW vs. LINT - Dividend Comparison

INTW has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.09%.

Position	TTM	2025
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%
LINT Direxion Daily INTC Bull 2X Shares	0.09%	0.25%

Frequently Asked Questions

Can I hold both INTW and LINT in my portfolio?

With a correlation of 1.00, INTW and LINT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, INTW 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, INTW or LINT?

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

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

LINT has the higher dividend yield at 0.09%, compared with 0.00% for INTW.

What is the main difference between INTW and LINT?

They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.50% for INTW and 0.97% for LINT.