PYPG vs. LINT

Last updated Jul 17, 2026

PYPG (Leverage Shares 2X Long PYPL Daily ETF) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. At a correlation of -0.05, they often move in opposite directions. PYPG charges 0.75%/yr vs 0.97%/yr for LINT.

Performance

PYPG vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long PYPL Daily ETF (PYPG) 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, PYPG achieves a -23.41% return, which is significantly lower than LINT's 332.54% return.

PYPG

• 1D: 4.02%
• 1M: 61.13%
• 6M: -18.36%
• YTD: -23.41%
• 1Y: -56.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LINT

• 1D: -11.97%
• 1M: -36.08%
• 6M: 161.32%
• YTD: 332.54%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PYPG vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
PYPG Leverage Shares 2X Long PYPL Daily ETF	-23.41%	-8.89%
LINT Direxion Daily INTC Bull 2X Shares	332.54%	5.81%

Correlation

The correlation between PYPG and LINT is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	-0.05

Return for Risk

PYPG vs. LINT — Risk / Return Rank

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

PYPG

PYPG Risk / Return Rank: 4
PYPG Sharpe Ratio Rank: 4
PYPG Sortino Ratio Rank: 5
PYPG Omega Ratio Rank: 4
PYPG Calmar Ratio Rank: 4
PYPG Martin Ratio Rank: 5

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.

PYPG vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PYPL Daily ETF (PYPG) 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.

	PYPG	LINT	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	—	—
Sortino ratio: Return per unit of downside risk	-0.67	—	—
Omega ratio: Gain probability vs. loss probability	0.91	—	—
Calmar ratio: Return relative to maximum drawdown	-0.71	—	—
Martin ratio: Return relative to average drawdown	-1.00	—	—

Drawdowns

PYPG vs. LINT - Drawdown Comparison

The maximum PYPG drawdown since its inception was -79.52%, which is greater than LINT's maximum drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for PYPG and LINT.

Drawdown Indicators

	PYPG	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-79.52%	-55.39%	-24.13%
Max Drawdown (1Y) Largest decline over 1 year	-79.52%	—	—
Current Drawdown Current decline from peak	-61.72%	-55.39%	-6.33%
Average Drawdown Average peak-to-trough decline	-41.31%	-21.52%	-19.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	56.30%	—	—

Volatility

Volatility by Period

	PYPG	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	34.53%	—	—
Volatility (6M) Calculated over the trailing 6-month period	77.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	85.35%	168.61%	-83.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	83.28%	168.61%	-85.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.28%	168.61%	-85.33%

PYPG vs. LINT - Expense Ratio Comparison

PYPG has a 0.75% expense ratio, which is lower than LINT's 0.97% expense ratio.

Dividends

PYPG vs. LINT - Dividend Comparison

PYPG has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.63%.

Position	TTM	2025
LINT Direxion Daily INTC Bull 2X Shares	0.63%	0.25%
PYPG Leverage Shares 2X Long PYPL Daily ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both PYPG and LINT in my portfolio?

PYPG and LINT have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PYPG or LINT?

On fees, PYPG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PYPG or LINT?

PYPG is cheaper with a 0.75% expense ratio, compared with 0.97% for LINT.

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

LINT has the higher dividend yield at 0.63%, compared with 0.00% for PYPG.

What is the main difference between PYPG and LINT?

They also come from different issuers: Leverage Shares and Direxion. Their fees differ too: 0.75% for PYPG and 0.97% for LINT.