RTXG vs. LINT

Last updated Jun 24, 2026

RTXG (Leverage Shares 2X Long RTX Daily ETF) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. At a 0.01 correlation, their price movements are largely independent. RTXG charges 0.75%/yr vs 0.97%/yr for LINT.

Performance

RTXG vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long RTX Daily ETF (RTXG) 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, RTXG achieves a -4.29% return, which is significantly lower than LINT's 744.89% return.

RTXG

• 1D: 5.07%
• 1M: 9.01%
• YTD: -4.29%
• 6M: -6.71%
• 1Y: 41.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LINT

• 1D: -12.86%
• 1M: 11.99%
• YTD: 744.89%
• 6M: 773.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RTXG vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
RTXG Leverage Shares 2X Long RTX Daily ETF	-4.29%	9.28%
LINT Direxion Daily INTC Bull 2X Shares	744.89%	5.81%

Correlation

The correlation between RTXG and LINT is 0.01, 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	0.01

Return for Risk

RTXG vs. LINT — Risk / Return Rank

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

RTXG

RTXG Risk / Return Rank: 26
RTXG Sharpe Ratio Rank: 25
RTXG Sortino Ratio Rank: 28
RTXG Omega Ratio Rank: 27
RTXG Calmar Ratio Rank: 25
RTXG Martin Ratio Rank: 23

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.

RTXG vs. LINT - Risk-Adjusted Trends Comparison

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

	RTXG	LINT	Difference
Sharpe ratio: Return per unit of total volatility	0.84	—	—
Sortino ratio: Return per unit of downside risk	1.46	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.11	—	—
Martin ratio: Return relative to average drawdown	2.78	—	—

Drawdowns

RTXG vs. LINT - Drawdown Comparison

The maximum RTXG drawdown since its inception was -37.49%, smaller than the maximum LINT drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for RTXG and LINT.

Drawdown Indicators

	RTXG	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-37.49%	-49.54%	+12.05%
Max Drawdown (1Y) Largest decline over 1 year	-37.49%	—	—
Current Drawdown Current decline from peak	-26.83%	-12.86%	-13.97%
Average Drawdown Average peak-to-trough decline	-9.63%	-20.48%	+10.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.97%	—	—

Volatility

Volatility by Period

	RTXG	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	38.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	50.00%	168.83%	-118.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.19%	168.83%	-118.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.19%	168.83%	-118.64%

RTXG vs. LINT - Expense Ratio Comparison

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

Dividends

RTXG vs. LINT - Dividend Comparison

RTXG's dividend yield for the trailing twelve months is around 6.65%, more than LINT's 0.10% yield.

Position	TTM	2025
LINT Direxion Daily INTC Bull 2X Shares	0.10%	0.25%
RTXG Leverage Shares 2X Long RTX Daily ETF	6.65%	6.36%

Frequently Asked Questions

Can I hold both RTXG and LINT in my portfolio?

RTXG and LINT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RTXG or LINT?

On fees, RTXG 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, RTXG or LINT?

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

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

RTXG has the higher dividend yield at 6.65%, compared with 0.10% for LINT.

What is the main difference between RTXG and LINT?

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