CIFU vs. INTW
CIFU (T-REX 2X Long CIFR Daily Target ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.24 correlation, their price movements are largely independent. Both charge a 1.50% expense ratio.
Performance
CIFU vs. INTW - Performance Comparison
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Returns By Period
In the year-to-date period, CIFU achieves a 90.91% return, which is significantly lower than INTW's 562.71% return.
CIFU
- 1D
- 0.89%
- 1M
- 94.18%
- YTD
- 90.91%
- 6M
- 10.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTW
- 1D
- 8.89%
- 1M
- 29.41%
- YTD
- 562.71%
- 6M
- 361.23%
- 1Y
- 1,617.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CIFU vs. INTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CIFU T-REX 2X Long CIFR Daily Target ETF | 90.91% | -6.67% |
INTW GraniteShares 2x Long INTC Daily ETF | 562.71% | 10.05% |
Correlation
The correlation between CIFU and INTW is 0.24, 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 Nov 24, 2025 | 0.24 |
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Return for Risk
CIFU vs. INTW — Risk / Return Rank
CIFU
INTW
CIFU vs. INTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long CIFR Daily Target ETF (CIFU) 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.
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Sharpe Ratios by Period
| CIFU | 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 | 0.99 | 3.39 | -2.40 |
Drawdowns
CIFU vs. INTW - Drawdown Comparison
The maximum CIFU drawdown since its inception was -77.20%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for CIFU and INTW.
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Drawdown Indicators
| CIFU | INTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.20% | -60.58% | -16.62% |
Max Drawdown (1Y)Largest decline over 1 year | — | -49.34% | — |
Current DrawdownCurrent decline from peak | -9.09% | -26.69% | +17.60% |
Average DrawdownAverage peak-to-trough decline | -45.35% | -30.07% | -15.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 21.05% | — |
Volatility
CIFU vs. INTW - Volatility Comparison
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Volatility by Period
| CIFU | 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 | 206.19% | 143.36% | +62.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 206.19% | 145.22% | +60.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 206.19% | 145.22% | +60.97% |
CIFU vs. INTW - Expense Ratio Comparison
Both CIFU and INTW have an expense ratio of 1.50%.
Dividends
CIFU vs. INTW - Dividend Comparison
Neither CIFU nor INTW has paid dividends to shareholders.
Frequently Asked Questions
CIFU 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.
Both ETFs have the same 1.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
CIFU and INTW have the same expense ratio: 1.50% per year.
CIFU and INTW have nearly identical dividend yields, around 0.00%.
They also come from different issuers: REX and GraniteShares.
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