SKF vs. LINT

Last updated Jul 14, 2026

SKF (ProShares UltraShort Financials) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. SKF is passively managed, while LINT is actively managed. At a correlation of -0.00, they often move in opposite directions. SKF charges 0.95%/yr vs 0.97%/yr for LINT.

Performance

SKF vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Financials (SKF) 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, SKF achieves a -5.00% return, which is significantly lower than LINT's 395.01% return.

SKF

• 1D: -1.22%
• 1M: -9.77%
• 6M: -3.25%
• YTD: -5.00%
• 1Y: -12.40%
• 3Y*: -27.16%
• 5Y*: -18.85%
• 10Y*: -27.13%

LINT

• 1D: -12.33%
• 1M: -36.20%
• 6M: 257.06%
• YTD: 395.01%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SKF vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
SKF ProShares UltraShort Financials	-5.00%	-11.87%
LINT Direxion Daily INTC Bull 2X Shares	395.01%	5.81%

Correlation

The correlation between SKF and LINT is -0.00, 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	-0.00

SKF vs. LINT - Sectors Allocation Comparison

Sectors	SKF	LINT
Financial Services	69.4%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	100.0%
Utilities	-	-

Return for Risk

SKF vs. LINT — Risk / Return Rank

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

SKF

SKF Risk / Return Rank: 5
SKF Sharpe Ratio Rank: 6
SKF Sortino Ratio Rank: 6
SKF Omega Ratio Rank: 6
SKF Calmar Ratio Rank: 5
SKF Martin Ratio Rank: 4

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.

SKF vs. LINT - Risk-Adjusted Trends Comparison

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

	SKF	LINT	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	—	—
Sortino ratio: Return per unit of downside risk	-0.45	—	—
Omega ratio: Gain probability vs. loss probability	0.95	—	—
Calmar ratio: Return relative to maximum drawdown	-0.46	—	—
Martin ratio: Return relative to average drawdown	-1.13	—	—

Drawdowns

SKF vs. LINT - Drawdown Comparison

The maximum SKF drawdown since its inception was -99.96%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for SKF and LINT.

Drawdown Indicators

	SKF	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-99.96%	-49.54%	-50.42%
Max Drawdown (1Y) Largest decline over 1 year	-27.08%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-68.09%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-72.40%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-95.83%	—	—
Current Drawdown Current decline from peak	-99.96%	-48.95%	-51.01%
Average Drawdown Average peak-to-trough decline	-89.30%	-20.99%	-68.31%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.99%	—	—

Volatility

Volatility by Period

	SKF	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.58%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.50%	168.59%	-139.09%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.03%	168.59%	-132.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.76%	168.59%	-127.83%

SKF vs. LINT - Expense Ratio Comparison

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

Dividends

SKF vs. LINT - Dividend Comparison

SKF's dividend yield for the trailing twelve months is around 4.51%, more than LINT's 0.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
LINT Direxion Daily INTC Bull 2X Shares	0.55%	0.25%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SKF ProShares UltraShort Financials	4.51%	5.61%	7.94%	3.93%	0.03%	0.00%	0.11%	1.29%	0.06%

Frequently Asked Questions

Can I hold both SKF and LINT in my portfolio?

SKF and LINT have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SKF or LINT?

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

Which ETF is cheaper, SKF or LINT?

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

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

SKF has the higher dividend yield at 4.51%, compared with 0.55% for LINT.

What is the main difference between SKF and LINT?

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