BAIG vs. INTW

Last updated Jun 4, 2026

BAIG (Leverage Shares 2X Long BBAI Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.16 correlation, their price movements are largely independent. BAIG charges 0.78%/yr vs 1.50%/yr for INTW.

Performance

BAIG vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long BBAI Daily ETF (BAIG) 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, BAIG achieves a -45.00% return, which is significantly lower than INTW's 562.71% return.

BAIG

• 1D: -9.47%
• 1M: 26.28%
• YTD: -45.00%
• 6M: -59.78%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

INTW

• 1D: 8.89%
• 1M: 29.41%
• YTD: 562.71%
• 6M: 361.23%
• 1Y: 1,617.48%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BAIG vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
BAIG Leverage Shares 2X Long BBAI Daily ETF	-45.00%	-36.35%
INTW GraniteShares 2x Long INTC Daily ETF	562.71%	110.28%

Correlation

The correlation between BAIG and INTW is 0.16, 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 Aug 22, 2025	0.16

Return for Risk

BAIG vs. INTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INTW

INTW Risk / Return Rank: 97
INTW Sharpe Ratio Rank: 99
INTW Sortino Ratio Rank: 95
INTW Omega Ratio Rank: 93
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 98

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAIG vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BBAI Daily ETF (BAIG) 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.

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

Sharpe Ratios by Period

	BAIG	INTW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	11.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	3.39	-3.80

Drawdowns

BAIG vs. INTW - Drawdown Comparison

The maximum BAIG drawdown since its inception was -92.86%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BAIG and INTW.

Drawdown Indicators

	BAIG	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-92.86%	-60.58%	-32.28%
Max Drawdown (1Y) Largest decline over 1 year	—	-49.34%	—
Current Drawdown Current decline from peak	-84.60%	-26.69%	-57.91%
Average Drawdown Average peak-to-trough decline	-62.89%	-30.07%	-32.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.05%	—

Volatility

Volatility by Period

	BAIG	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	48.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	111.40%	—
Volatility (1Y) Calculated over the trailing 1-year period	180.47%	143.36%	+37.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	180.47%	145.22%	+35.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	180.47%	145.22%	+35.25%

BAIG vs. INTW - Expense Ratio Comparison

BAIG has a 0.78% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

BAIG vs. INTW - Dividend Comparison

BAIG's dividend yield for the trailing twelve months is around 9.93%, while INTW has not paid dividends to shareholders.

Position	TTM	2025
BAIG Leverage Shares 2X Long BBAI Daily ETF	9.93%	5.46%
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BAIG and INTW in my portfolio?

BAIG and INTW have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BAIG or INTW?

On fees, BAIG is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BAIG or INTW?

BAIG is cheaper with a 0.78% expense ratio, compared with 1.50% for INTW.

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

BAIG has the higher dividend yield at 9.93%, compared with 0.00% for INTW.

What is the main difference between BAIG and INTW?

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.78% for BAIG and 1.50% for INTW.