Expectation of $\int_0^t X(r) \, dW(r)$ where $dX=\mu \, dt+\sigma \, dW$

Question

I have a questionlike: if $dX=\mu \, dt+\sigma \, dW$, where $W$ is a standard B.m. Then, is this expectation still o,$\int_0^t X(r) \, dW(r)$ ? Thank you all.