AFRU vs. INTW

Last updated Aug 4, 2026

AFRU (T-REX 2X Long AFRM Daily Target ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.24 correlation means their historical movements had little consistent relationship. Both charge a 1.50% expense ratio.

Performance

AFRU vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long AFRM Daily Target ETF (AFRU) and GraniteShares 2x Long INTC Daily ETF (INTW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AFRU achieves a -25.77% return, which is significantly lower than INTW's 265.05% return.

AFRU

• 1D: 12.30%
• 1M: -23.10%
• 6M: 12.07%
• YTD: -25.77%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

INTW

• 1D: 1.44%
• 1M: -46.93%
• 6M: 132.81%
• YTD: 265.05%
• 1Y: 1,006.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 234.15%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AFRU T-REX 2X Long AFRM Daily Target ETF	$104.61K	$177.04K	$503.55K
INTW GraniteShares 2x Long INTC Daily ETF	$147.89M	$130.41M	$215.01M

AFRU vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
AFRU T-REX 2X Long AFRM Daily Target ETF	-25.77%	-38.81%
INTW GraniteShares 2x Long INTC Daily ETF	265.05%	91.44%

Correlation

The correlation between AFRU and INTW is 0.24, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 16, 2025	0.24

Return for Risk

AFRU vs. INTW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AFRU

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

INTW

INTW Risk / Return Rank: 97
INTW Sharpe Ratio Rank: 99
INTW Sortino Ratio Rank: 95
INTW Omega Ratio Rank: 94
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AFRU vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long AFRM Daily Target ETF (AFRU) and GraniteShares 2x Long INTC Daily ETF (INTW). 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.

	AFRU	INTW	Difference
Sharpe ratio: Return per unit of total volatility	—	6.48	—
Sortino ratio: Return per unit of downside risk	—	4.09	—
Omega ratio: Gain probability vs. loss probability	—	1.50	—
Calmar ratio: Return relative to maximum drawdown	—	14.71	—
Martin ratio: Return relative to average drawdown	—	39.28	—

Drawdowns

AFRU vs. INTW - Drawdown Comparison

The maximum AFRU drawdown since its inception was -84.44%, which is greater than INTW's maximum drawdown of -69.16%. Use the drawdown chart below to compare losses from any high point for AFRU and INTW.

Drawdown Indicators

	AFRU	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-84.44%	-69.16%	-15.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-69.16%	—
Current Drawdown Current decline from peak	-58.74%	-62.43%	+3.69%
Average Drawdown Average peak-to-trough decline	-56.03%	-30.68%	-25.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	25.85%	—

Volatility

Volatility by Period

	AFRU	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	47.63%	—
Volatility (6M) Calculated over the trailing 6-month period	—	116.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	120.68%	157.41%	-36.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	120.68%	150.45%	-29.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	120.68%	150.45%	-29.77%

AFRU vs. INTW - Expense Ratio Comparison

Both AFRU and INTW have an expense ratio of 1.50%.

Dividends

AFRU vs. INTW - Dividend Comparison

Neither AFRU nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AFRU and INTW in my portfolio?

AFRU and INTW have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AFRU or INTW?

Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AFRU or INTW?

AFRU and INTW have the same expense ratio: 1.50% per year.

Which ETF pays a higher dividend yield, AFRU or INTW?

AFRU and INTW have nearly identical dividend yields, around 0.00%.

What is the main difference between AFRU and INTW?

They also come from different issuers: T-Rex and GraniteShares.