I am not sure about the profitability comparison so maybe others could help you with that. The main difference for me is that in order to lend the coins for 6 months you have to send your private keys to the exchange and they will hold them during those 6 months so you have no control of the money and are running the risk of the exchanged being hacked, closed down, etc.

In the case of running a node you would be in control of your private keys the whole time, soon you will even be able to keep them in a hardware wallet (Trezor or Keepkey) and collect masternode payments during that period.  

So consider that risk factor too, lending makes more sense if you dont have the full 1000 DASH for the masternode, if you do then the return from lending should be a lot higher than the node returns to justify the extra risk. In my case I would not feel comfortable parking my coins in an exchange for an extended period of time. Just my 2 duffs.