AVGU vs. INTW
AVGU (GraniteShares 2x Long AVGO Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds from GraniteShares. Both are actively managed. Over the past year, AVGU returned 42.21% vs 998.82% for INTW. At a 0.40 correlation, their price movements are largely independent. Both charge a 1.50% expense ratio.
Performance
AVGU vs. INTW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AVGU achieves a 6.23% return, which is significantly lower than INTW's 438.59% return.
AVGU
- 1D
- 2.51%
- 1M
- 0.70%
- 6M
- 1.90%
- YTD
- 6.23%
- 1Y
- 42.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTW
- 1D
- 8.88%
- 1M
- -30.74%
- 6M
- 237.35%
- YTD
- 438.59%
- 1Y
- 998.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AVGU vs. INTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGU GraniteShares 2x Long AVGO Daily ETF | 6.23% | 33.87% |
INTW GraniteShares 2x Long INTC Daily ETF | 438.59% | 104.02% |
Correlation
The correlation between AVGU and INTW is 0.40, 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 Jul 15, 2025 | 0.40 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AVGU vs. INTW — Risk / Return Rank
AVGU
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INTW
AVGU vs. INTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long AVGO Daily ETF (AVGU) 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.
| AVGU | INTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.52 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 20.46 | — |
| Martin ratioReturn relative to average drawdown | — | 44.31 | — |
Loading charts...
Drawdowns
AVGU vs. INTW - Drawdown Comparison
The maximum AVGU drawdown since its inception was -53.30%, smaller than the maximum INTW drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for AVGU and INTW.
Loading charts...
Drawdown Indicators
| AVGU | INTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.30% | -60.58% | +7.28% |
Max Drawdown (1Y)Largest decline over 1 year | -53.30% | -49.34% | -3.96% |
Current DrawdownCurrent decline from peak | -39.05% | -44.57% | +5.52% |
Average DrawdownAverage peak-to-trough decline | -21.88% | -29.60% | +7.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 22.74% | — |
Volatility
AVGU vs. INTW - Volatility Comparison
Loading charts...
Volatility by Period
| AVGU | INTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 53.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 123.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 94.18% | 153.27% | -59.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.18% | 149.36% | -55.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.18% | 149.36% | -55.18% |
AVGU vs. INTW - Expense Ratio Comparison
Both AVGU and INTW have an expense ratio of 1.50%.
Dividends
AVGU vs. INTW - Dividend Comparison
Neither AVGU nor INTW has paid dividends to shareholders.
Frequently Asked Questions
AVGU and INTW have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On 1-year performance, INTW leads with 998.82% vs 42.21% for AVGU. Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, INTW has performed better with a 998.82% return vs 42.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AVGU and INTW have the same expense ratio: 1.50% per year.
AVGU and INTW have nearly identical dividend yields, around 0.00%.
Find the right allocation for AVGU and INTW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer