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SDP vs. LINT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDP vs. LINT - Performance Comparison

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

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Returns By Period

In the year-to-date period, SDP achieves a -5.56% return, which is significantly lower than LINT's 562.84% return.


SDP

1D
0.71%
1M
11.99%
YTD
-5.56%
6M
-1.63%
1Y
-12.04%
3Y*
-19.38%
5Y*
-16.33%
10Y*
-20.69%

LINT

1D
9.00%
1M
30.35%
YTD
562.84%
6M
362.73%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDP vs. LINT - Yearly Performance Comparison


2026 (YTD)2025
SDP
ProShares UltraShort Utilities
-5.56%6.44%
LINT
Direxion Daily INTC Bull 2X Shares
562.84%5.79%

Correlation

The correlation between SDP and LINT is -0.13, 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

-0.13

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Return for Risk

SDP vs. LINT — Risk / Return Rank

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

SDP
SDP Risk / Return Rank: 55
Overall Rank
SDP Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SDP Sortino Ratio Rank: 55
Sortino Ratio Rank
SDP Omega Ratio Rank: 55
Omega Ratio Rank
SDP Calmar Ratio Rank: 55
Calmar Ratio Rank
SDP Martin Ratio Rank: 66
Martin Ratio Rank

LINT
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.

SDP vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Utilities (SDP) 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.


SDPLINTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.42

Martin ratioReturn relative to average drawdown

-0.69

SDP vs. LINT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SDPLINTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

24.05

-24.61

Drawdowns

SDP vs. LINT - Drawdown Comparison

The maximum SDP drawdown since its inception was -99.56%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for SDP and LINT.


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Drawdown Indicators


SDPLINTDifference

Max Drawdown

Largest peak-to-trough decline

-99.56%

-49.54%

-50.02%

Max Drawdown (1Y)

Largest decline over 1 year

-29.01%

Max Drawdown (3Y)

Largest decline over 3 years

-66.17%

Max Drawdown (5Y)

Largest decline over 5 years

-66.61%

Max Drawdown (10Y)

Largest decline over 10 years

-92.43%

Current Drawdown

Current decline from peak

-99.49%

-26.55%

-72.94%

Average Drawdown

Average peak-to-trough decline

-82.12%

-20.51%

-61.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.38%

Volatility

SDP vs. LINT - Volatility Comparison


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Volatility by Period


SDPLINTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.86%

Volatility (6M)

Calculated over the trailing 6-month period

23.05%

Volatility (1Y)

Calculated over the trailing 1-year period

29.23%

163.04%

-133.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.37%

163.04%

-128.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.51%

163.04%

-125.53%

SDP vs. LINT - Expense Ratio Comparison

SDP has a 0.95% expense ratio, which is lower than LINT's 0.97% expense ratio.


Dividends

SDP vs. LINT - Dividend Comparison

SDP's dividend yield for the trailing twelve months is around 3.87%, more than LINT's 0.13% yield.


PositionTTM20252024202320222021202020192018
LINT
Direxion Daily INTC Bull 2X Shares
0.13%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDP
ProShares UltraShort Utilities
3.87%3.99%4.66%3.04%0.56%0.00%0.13%0.87%0.05%

Frequently Asked Questions


SDP and LINT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDP is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDP is cheaper with a 0.95% expense ratio, compared with 0.97% for LINT.

SDP has the higher dividend yield at 3.87%, compared with 0.13% for LINT.

They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.95% for SDP and 0.97% for LINT.

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