IWFL vs. LINT

Last updated Jun 24, 2026

IWFL (ETRACS 2x Leveraged US Growth Factor TR ETN) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. IWFL is passively managed, while LINT is actively managed. At a 0.38 correlation, their price movements are largely independent. IWFL charges 0.95%/yr vs 0.97%/yr for LINT.

Performance

IWFL vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) 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, IWFL achieves a -0.55% return, which is significantly lower than LINT's 744.89% return.

IWFL

• 1D: -2.52%
• 1M: -7.42%
• YTD: -0.55%
• 6M: -3.20%
• 1Y: 27.71%
• 3Y*: 32.31%
• 5Y*: 14.74%
• 10Y*: —

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)

IWFL vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
IWFL ETRACS 2x Leveraged US Growth Factor TR ETN	-0.55%	5.00%
LINT Direxion Daily INTC Bull 2X Shares	744.89%	5.81%

Correlation

The correlation between IWFL and LINT is 0.38, 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 19, 2025	0.38

Return for Risk

IWFL vs. LINT — Risk / Return Rank

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

IWFL

IWFL Risk / Return Rank: 23
IWFL Sharpe Ratio Rank: 25
IWFL Sortino Ratio Rank: 24
IWFL Omega Ratio Rank: 25
IWFL Calmar Ratio Rank: 20
IWFL Martin Ratio Rank: 22

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.

IWFL vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETRACS 2x Leveraged US Growth Factor TR ETN (IWFL) 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.

	IWFL	LINT	Difference
Sharpe ratio: Return per unit of total volatility	0.84	—	—
Sortino ratio: Return per unit of downside risk	1.27	—	—
Omega ratio: Gain probability vs. loss probability	1.16	—	—
Calmar ratio: Return relative to maximum drawdown	0.85	—	—
Martin ratio: Return relative to average drawdown	2.65	—	—

Drawdowns

IWFL vs. LINT - Drawdown Comparison

The maximum IWFL drawdown since its inception was -59.29%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for IWFL and LINT.

Drawdown Indicators

	IWFL	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-59.29%	-49.54%	-9.75%
Max Drawdown (1Y) Largest decline over 1 year	-32.80%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-46.84%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-59.29%	—	—
Current Drawdown Current decline from peak	-12.34%	-12.86%	+0.52%
Average Drawdown Average peak-to-trough decline	-19.82%	-20.48%	+0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.49%	—	—

Volatility

Volatility by Period

	IWFL	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.92%	—	—
Volatility (6M) Calculated over the trailing 6-month period	26.51%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	33.32%	168.83%	-135.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.86%	168.83%	-121.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.25%	168.83%	-122.58%

IWFL vs. LINT - Expense Ratio Comparison

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

Dividends

IWFL vs. LINT - Dividend Comparison

IWFL has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.10%.

Position	TTM	2025
IWFL ETRACS 2x Leveraged US Growth Factor TR ETN	0.00%	0.00%
LINT Direxion Daily INTC Bull 2X Shares	0.10%	0.25%

Frequently Asked Questions

Can I hold both IWFL and LINT in my portfolio?

IWFL and LINT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, IWFL or LINT?

On fees, IWFL 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, IWFL or LINT?

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

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

LINT has the higher dividend yield at 0.10%, compared with 0.00% for IWFL.

What is the main difference between IWFL and LINT?

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