LCDL vs. LINT

Last updated Jul 12, 2026

LCDL (GraniteShares 2x Long LCID Daily ETF) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. At a 0.27 correlation, their price movements are largely independent. LCDL charges 1.15%/yr vs 0.97%/yr for LINT.

Performance

LCDL vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long LCID Daily ETF (LCDL) 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, LCDL achieves a -81.40% return, which is significantly lower than LINT's 464.60% return.

LCDL

• 1D: -8.59%
• 1M: 7.71%
• 6M: -83.58%
• YTD: -81.40%
• 1Y: -97.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LINT

• 1D: -4.85%
• 1M: -17.59%
• 6M: 279.62%
• YTD: 464.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LCDL vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
LCDL GraniteShares 2x Long LCID Daily ETF	-81.40%	-37.55%
LINT Direxion Daily INTC Bull 2X Shares	464.60%	5.81%

Correlation

The correlation between LCDL and LINT is 0.27, 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	0.27

LCDL vs. LINT - Sectors Allocation Comparison

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

Return for Risk

LCDL vs. LINT — Risk / Return Rank

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

LCDL

LCDL Risk / Return Rank: 2
LCDL Sharpe Ratio Rank: 4
LCDL Sortino Ratio Rank: 0
LCDL Omega Ratio Rank: 1
LCDL Calmar Ratio Rank: 0
LCDL Martin Ratio Rank: 3

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.

LCDL vs. LINT - Risk-Adjusted Trends Comparison

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

	LCDL	LINT	Difference
Sharpe ratio: Return per unit of total volatility	-0.61	—	—
Sortino ratio: Return per unit of downside risk	-2.27	—	—
Omega ratio: Gain probability vs. loss probability	0.76	—	—
Calmar ratio: Return relative to maximum drawdown	-0.99	—	—
Martin ratio: Return relative to average drawdown	-1.18	—	—

Drawdowns

LCDL vs. LINT - Drawdown Comparison

The maximum LCDL drawdown since its inception was -98.76%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for LCDL and LINT.

Drawdown Indicators

	LCDL	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-98.76%	-49.54%	-49.22%
Max Drawdown (1Y) Largest decline over 1 year	-98.73%	—	—
Current Drawdown Current decline from peak	-98.43%	-41.77%	-56.66%
Average Drawdown Average peak-to-trough decline	-71.09%	-20.81%	-50.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	82.36%	—	—

Volatility

Volatility by Period

	LCDL	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	58.95%	—	—
Volatility (6M) Calculated over the trailing 6-month period	109.44%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	160.21%	168.20%	-7.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	153.57%	168.20%	-14.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	153.57%	168.20%	-14.63%

LCDL vs. LINT - Expense Ratio Comparison

LCDL has a 1.15% expense ratio, which is higher than LINT's 0.97% expense ratio.

Dividends

LCDL vs. LINT - Dividend Comparison

LCDL has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.48%.

Position	TTM	2025
LCDL GraniteShares 2x Long LCID Daily ETF	0.00%	0.00%
LINT Direxion Daily INTC Bull 2X Shares	0.48%	0.25%

Frequently Asked Questions

Can I hold both LCDL and LINT in my portfolio?

LCDL and LINT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LCDL 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, LCDL or LINT?

LINT is cheaper with a 0.97% expense ratio, compared with 1.15% for LCDL.

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

LINT has the higher dividend yield at 0.48%, compared with 0.00% for LCDL.

What is the main difference between LCDL and LINT?

They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.15% for LCDL and 0.97% for LINT.