CEGX vs. INTW

Last updated Aug 1, 2026

CEGX (Tradr 2X Long CEG Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, CEGX returned -56.20% vs 991.22% for INTW. Their 0.23 correlation means their historical movements had little consistent relationship. CEGX charges 1.30%/yr vs 1.50%/yr for INTW.

Performance

CEGX vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long CEG Daily ETF (CEGX) 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, CEGX achieves a -54.27% return, which is significantly lower than INTW's 259.86% return.

CEGX

• 1D: -0.16%
• 1M: 18.98%
• 6M: -24.94%
• YTD: -54.27%
• 1Y: -56.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -46.40%

INTW

• 1D: -2.27%
• 1M: -47.68%
• 6M: 152.57%
• YTD: 259.86%
• 1Y: 991.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 233.14%

*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)
CEGX Tradr 2X Long CEG Daily ETF	$1.18M	$1.36M	$2.92M
INTW GraniteShares 2x Long INTC Daily ETF	$147.32M	$136.96M	$217.62M

CEGX vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
CEGX Tradr 2X Long CEG Daily ETF	-54.27%	13.33%
INTW GraniteShares 2x Long INTC Daily ETF	259.86%	95.16%

Correlation

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

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.24
Correlation (All Time) Calculated using the full available price history since Jul 11, 2025	0.23

Return for Risk

CEGX vs. INTW — Risk / Return Rank

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

CEGX

CEGX Risk / Return Rank: 4
CEGX Sharpe Ratio Rank: 4
CEGX Sortino Ratio Rank: 5
CEGX Omega Ratio Rank: 5
CEGX Calmar Ratio Rank: 3
CEGX Martin Ratio Rank: 2

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) 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.

CEGX vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long CEG Daily ETF (CEGX) 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.

	CEGX	INTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.62	5.98	-6.61
Sortino ratio: Return per unit of downside risk	-0.64	4.00	-4.64
Omega ratio: Gain probability vs. loss probability	0.93	1.49	-0.56
Calmar ratio: Return relative to maximum drawdown	-0.80	13.60	-14.40
Martin ratio: Return relative to average drawdown	-1.28	36.74	-38.02

CEGX vs. INTW - Sharpe Ratio Comparison

The current CEGX Sharpe Ratio is -0.62, which is lower than the INTW Sharpe Ratio of 5.98. The chart below compares the historical Sharpe Ratios of CEGX and INTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CEGX vs. INTW - Drawdown Comparison

The maximum CEGX drawdown since its inception was -72.88%, which is greater than INTW's maximum drawdown of -69.16%. Use the drawdown chart below to compare losses from any high point for CEGX and INTW.

Drawdown Indicators

	CEGX	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-72.88%	-69.16%	-3.72%
Max Drawdown (1Y) Largest decline over 1 year	-72.88%	-69.16%	-3.72%
Current Drawdown Current decline from peak	-67.12%	-62.96%	-4.16%
Average Drawdown Average peak-to-trough decline	-38.26%	-30.60%	-7.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.51%	25.56%	+19.95%

Volatility

CEGX vs. INTW - Volatility Comparison

The current volatility for Tradr 2X Long CEG Daily ETF (CEGX) is 19.09%, while GraniteShares 2x Long INTC Daily ETF (INTW) has a volatility of 48.12%. This indicates that CEGX experiences smaller price fluctuations and is considered to be less risky than INTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CEGX	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.09%	48.12%	-29.03%
Volatility (6M) Calculated over the trailing 6-month period	68.78%	117.12%	-48.34%
Volatility (1Y) Calculated over the trailing 1-year period	93.47%	157.38%	-63.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.59%	150.65%	-58.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	92.59%	150.65%	-58.06%

CEGX vs. INTW - Expense Ratio Comparison

CEGX has a 1.30% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

CEGX vs. INTW - Dividend Comparison

Neither CEGX nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both CEGX and INTW in my portfolio?

CEGX 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 is riskier, CEGX or INTW?

INTW has higher volatility (48.12%) compared to CEGX (19.09%). In terms of maximum drawdown, CEGX dropped -72.88% vs INTW's -69.16%.

Which ETF is better, CEGX or INTW?

On 1-year performance, INTW leads with 991.22% vs -56.20% for CEGX. On fees, CEGX is cheaper at 1.30% per year. On volatility, CEGX has been the lower-risk option at 19.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CEGX or INTW?

Over the 1-year period, INTW has performed better with a 991.22% return vs -56.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CEGX or INTW?

CEGX is cheaper with a 1.30% expense ratio, compared with 1.50% for INTW.

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

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

What is the main difference between CEGX and INTW?

They also come from different issuers: Tradr and GraniteShares. Their fees differ too: 1.30% for CEGX and 1.50% for INTW.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (5.98 vs -0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.