Is link sharing still worth it?

[ikwilzitzakken.nl]

Hi guys,
As far as I can see a lot of people still are sharing links from A <-> B, my question is: is it better not to use this? Can it possibly cause a penalty? My compeditors are using it and are ranking better.

[BradsDeals]

Do you mean reciprocal linking? If there's a strong contextual reason to do it, go for it. Just like any link building tactic, however, it can be a negative when done to excess.