LINT vs. ISCMF

Last updated Jun 4, 2026

LINT (Direxion Daily INTC Bull 2X Shares) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - LINT is a Leveraged Equities fund actively managed by Direxion, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. LINT is actively managed, while ISCMF is passively managed. At a correlation of -0.20, they often move in opposite directions. LINT charges 0.97%/yr vs 0.19%/yr for ISCMF.

Performance

LINT vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily INTC Bull 2X Shares (LINT) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LINT achieves a 562.84% return, which is significantly higher than ISCMF's 22.87% return.

LINT

• 1D: 9.00%
• 1M: 30.35%
• YTD: 562.84%
• 6M: 362.73%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ISCMF

• 1D: 0.00%
• 1M: -0.67%
• YTD: 22.87%
• 6M: 27.76%
• 1Y: 37.85%
• 3Y*: 15.20%
• 5Y*: —
• 10Y*: —

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

LINT vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025
LINT Direxion Daily INTC Bull 2X Shares	562.84%	5.79%
ISCMF iShares Diversified Commodity Swap UCITS ETF	22.87%	7.57%

Correlation

The correlation between LINT and ISCMF is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025	-0.20

Return for Risk

LINT vs. ISCMF — Risk / Return Rank

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

ISCMF

ISCMF Risk / Return Rank: 83
ISCMF Sharpe Ratio Rank: 61
ISCMF Sortino Ratio Rank: 83
ISCMF Omega Ratio Rank: 99
ISCMF Calmar Ratio Rank: 93
ISCMF Martin Ratio Rank: 80

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. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily INTC Bull 2X Shares (LINT) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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.

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

Sharpe Ratios by Period

	LINT	ISCMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.05	—
Sharpe Ratio (All Time) Calculated using the full available price history	24.05	0.45	+23.59

Drawdowns

LINT vs. ISCMF - Drawdown Comparison

The maximum LINT drawdown since its inception was -49.54%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for LINT and ISCMF.

Drawdown Indicators

	LINT	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-49.54%	-25.42%	-24.12%
Max Drawdown (1Y) Largest decline over 1 year	—	-5.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-7.62%	—
Current Drawdown Current decline from peak	-26.55%	-5.26%	-21.29%
Average Drawdown Average peak-to-trough decline	-20.51%	-13.43%	-7.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.42%	—

Volatility

Volatility by Period

	LINT	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.14%	—
Volatility (6M) Calculated over the trailing 6-month period	—	15.90%	—
Volatility (1Y) Calculated over the trailing 1-year period	163.04%	18.53%	+144.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	163.04%	14.38%	+148.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	163.04%	14.38%	+148.66%

LINT vs. ISCMF - Expense Ratio Comparison

LINT has a 0.97% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

LINT vs. ISCMF - Dividend Comparison

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

Position	TTM	2025
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%
LINT Direxion Daily INTC Bull 2X Shares	0.13%	0.25%

Frequently Asked Questions

Can I hold both LINT and ISCMF in my portfolio?

LINT and ISCMF have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LINT or ISCMF?

On fees, ISCMF is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LINT or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 0.97% for LINT.

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

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

What is the main difference between LINT and ISCMF?

LINT is categorized as Leveraged Equities, while ISCMF is Commodities. They also come from different issuers: Direxion and iShares. Their fees differ too: 0.97% for LINT and 0.19% for ISCMF.