LINT vs. INTW

Last updated Jun 23, 2026

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

Performance

LINT vs. INTW - Performance Comparison

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

Returns By Period

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

LINT

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

INTW

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

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

LINT vs. INTW - Yearly Performance Comparison

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

Correlation

The correlation between LINT and INTW 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

LINT vs. INTW - Sectors Allocation Comparison

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

Return for Risk

LINT vs. INTW — Risk / Return Rank

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

LINT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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

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.

LINT vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily INTC Bull 2X Shares (LINT) and GraniteShares 2x Long INTC Daily ETF (INTW). 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.

	LINT	INTW	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

LINT vs. INTW - Drawdown Comparison

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

Drawdown Indicators

	LINT	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-49.54%	-60.58%	+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	-20.53%	-29.71%	+9.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.69%	—

Volatility

Volatility by Period

	LINT	INTW	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	168.26%	149.77%	+18.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	168.26%	148.63%	+19.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	168.26%	148.63%	+19.63%

LINT vs. INTW - Expense Ratio Comparison

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

Dividends

LINT vs. INTW - Dividend Comparison

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

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 LINT and INTW in my portfolio?

With a correlation of 1.00, LINT and INTW 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, LINT or INTW?

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, LINT or INTW?

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

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

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

What is the main difference between LINT and INTW?

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