LINT vs. MULL

Last updated Jun 25, 2026

LINT (Direxion Daily INTC Bull 2X Shares) and MULL (GraniteShares 2x Long MU Daily ETF) are both Leveraged Equities funds. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. LINT charges 0.97%/yr vs 1.50%/yr for MULL.

Performance

LINT vs. MULL - 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 MU Daily ETF (MULL). 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 743.89% return and MULL slightly higher at 769.80%.

LINT

• 1D: -0.31%
• 1M: 11.85%
• YTD: 743.89%
• 6M: 776.05%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MULL

• 1D: -1.17%
• 1M: 67.02%
• YTD: 769.80%
• 6M: 757.79%
• 1Y: 3,263.97%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LINT vs. MULL - Yearly Performance Comparison

	2026 (YTD)	2025
LINT Direxion Daily INTC Bull 2X Shares	743.89%	5.81%
MULL GraniteShares 2x Long MU Daily ETF	769.80%	44.29%

Correlation

The correlation between LINT and MULL is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	0.53

LINT vs. MULL - Sectors Allocation Comparison

Sectors	LINT	MULL
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. MULL — 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.

MULL

MULL Risk / Return Rank: 98
MULL Sharpe Ratio Rank: 100
MULL Sortino Ratio Rank: 97
MULL Omega Ratio Rank: 96
MULL Calmar Ratio Rank: 100
MULL 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. MULL - 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 MU Daily ETF (MULL). 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	MULL	Difference
Sharpe ratio: Return per unit of total volatility	—	22.76	—
Sortino ratio: Return per unit of downside risk	—	5.48	—
Omega ratio: Gain probability vs. loss probability	—	1.70	—
Calmar ratio: Return relative to maximum drawdown	—	62.37	—
Martin ratio: Return relative to average drawdown	—	200.79	—

Drawdowns

LINT vs. MULL - Drawdown Comparison

The maximum LINT drawdown since its inception was -49.54%, smaller than the maximum MULL drawdown of -72.29%. Use the drawdown chart below to compare losses from any high point for LINT and MULL.

Drawdown Indicators

	LINT	MULL	Difference
Max Drawdown Largest peak-to-trough decline	-49.54%	-72.29%	+22.75%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.09%	—
Current Drawdown Current decline from peak	-12.96%	-27.31%	+14.35%
Average Drawdown Average peak-to-trough decline	-20.43%	-20.53%	+0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	16.67%	—

Volatility

Volatility by Period

	LINT	MULL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	74.81%	—
Volatility (6M) Calculated over the trailing 6-month period	—	119.35%	—
Volatility (1Y) Calculated over the trailing 1-year period	168.25%	145.70%	+22.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	168.25%	142.32%	+25.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	168.25%	142.32%	+25.93%

LINT vs. MULL - Expense Ratio Comparison

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

Dividends

LINT vs. MULL - Dividend Comparison

LINT's dividend yield for the trailing twelve months is around 0.32%, more than MULL's 0.04% yield.

Position	TTM	2025
LINT Direxion Daily INTC Bull 2X Shares	0.32%	0.25%
MULL GraniteShares 2x Long MU Daily ETF	0.04%	0.39%

Frequently Asked Questions

Can I hold both LINT and MULL in my portfolio?

LINT and MULL have a correlation of 0.53, 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 MULL?

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 MULL?

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

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

LINT has the higher dividend yield at 0.32%, compared with 0.04% for MULL.

What is the main difference between LINT and MULL?

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