TSL vs. LINT

Last updated Jun 24, 2026

TSL (GraniteShares 1.25x Long Tsla Daily ETF) and LINT (Direxion Daily INTC Bull 2X Shares) are both Leveraged Equities funds. Both are actively managed. At a 0.33 correlation, their price movements are largely independent. TSL charges 1.15%/yr vs 0.97%/yr for LINT.

Performance

TSL vs. LINT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 1.25x Long Tsla Daily ETF (TSL) 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, TSL achieves a -20.75% return, which is significantly lower than LINT's 744.89% return.

TSL

• 1D: -7.14%
• 1M: -13.27%
• YTD: -20.75%
• 6M: -28.13%
• 1Y: 4.88%
• 3Y*: 6.89%
• 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)

TSL vs. LINT - Yearly Performance Comparison

	2026 (YTD)	2025
TSL GraniteShares 1.25x Long Tsla Daily ETF	-20.75%	14.58%
LINT Direxion Daily INTC Bull 2X Shares	744.89%	5.81%

Correlation

The correlation between TSL and LINT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 19, 2025	0.33

TSL vs. LINT - Sectors Allocation Comparison

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

Return for Risk

TSL vs. LINT — Risk / Return Rank

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

TSL

TSL Risk / Return Rank: 11
TSL Sharpe Ratio Rank: 10
TSL Sortino Ratio Rank: 12
TSL Omega Ratio Rank: 12
TSL Calmar Ratio Rank: 10
TSL Martin Ratio Rank: 10

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.

TSL vs. LINT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 1.25x Long Tsla Daily ETF (TSL) 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.

	TSL	LINT	Difference
Sharpe ratio: Return per unit of total volatility	0.09	—	—
Sortino ratio: Return per unit of downside risk	0.52	—	—
Omega ratio: Gain probability vs. loss probability	1.06	—	—
Calmar ratio: Return relative to maximum drawdown	0.13	—	—
Martin ratio: Return relative to average drawdown	0.29	—	—

Drawdowns

TSL vs. LINT - Drawdown Comparison

The maximum TSL drawdown since its inception was -74.52%, which is greater than LINT's maximum drawdown of -49.54%. Use the drawdown chart below to compare losses from any high point for TSL and LINT.

Drawdown Indicators

	TSL	LINT	Difference
Max Drawdown Largest peak-to-trough decline	-74.52%	-49.54%	-24.98%
Max Drawdown (1Y) Largest decline over 1 year	-36.98%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-63.30%	—	—
Current Drawdown Current decline from peak	-34.31%	-12.86%	-21.45%
Average Drawdown Average peak-to-trough decline	-38.56%	-20.48%	-18.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.12%	—	—

Volatility

Volatility by Period

	TSL	LINT	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.76%	—	—
Volatility (6M) Calculated over the trailing 6-month period	35.40%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.77%	168.83%	-113.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.10%	168.83%	-95.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.10%	168.83%	-95.73%

TSL vs. LINT - Expense Ratio Comparison

TSL has a 1.15% expense ratio, which is higher than LINT's 0.97% expense ratio.

Dividends

TSL vs. LINT - Dividend Comparison

TSL has not paid dividends to shareholders, while LINT's dividend yield for the trailing twelve months is around 0.10%.

Position	TTM	2025	2024	2023
LINT Direxion Daily INTC Bull 2X Shares	0.10%	0.25%	0.00%	0.00%
TSL GraniteShares 1.25x Long Tsla Daily ETF	0.00%	0.00%	0.00%	60.47%

Frequently Asked Questions

Can I hold both TSL and LINT in my portfolio?

TSL and LINT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TSL or LINT?

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, TSL or LINT?

LINT is cheaper with a 0.97% expense ratio, compared with 1.15% for TSL.

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

LINT has the higher dividend yield at 0.10%, compared with 0.00% for TSL.

What is the main difference between TSL and LINT?

They also come from different issuers: GraniteShares and Direxion. Their fees differ too: 1.15% for TSL and 0.97% for LINT.