PortfoliosLab logoPortfoliosLab logo
CRWU vs. INTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRWU vs. INTW - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CRWU achieves a 48.91% return, which is significantly lower than INTW's 552.98% return.


CRWU

1D
-5.07%
1M
-33.95%
YTD
48.91%
6M
-4.96%
1Y
3Y*
5Y*
10Y*

INTW

1D
-1.47%
1M
1.09%
YTD
552.98%
6M
433.74%
1Y
1,596.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRWU vs. INTW - Yearly Performance Comparison


2026 (YTD)2025
CRWU
T-REX 2X Long CRWV Daily Target ETF
48.91%-76.87%
INTW
GraniteShares 2x Long INTC Daily ETF
552.98%161.99%

Correlation

The correlation between CRWU and INTW is 0.22, 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 28, 2025

0.22

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

CRWU vs. INTW — Risk / Return Rank

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

CRWU

INTW
INTW Risk / Return Rank: 9797
Overall Rank
INTW Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
INTW Sortino Ratio Rank: 9595
Sortino Ratio Rank
INTW Omega Ratio Rank: 9393
Omega Ratio Rank
INTW Calmar Ratio Rank: 9999
Calmar Ratio Rank
INTW Martin Ratio Rank: 9898
Martin Ratio Rank
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.

CRWU vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long CRWV Daily Target ETF (CRWU) 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.

CRWU vs. INTW - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


CRWUINTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

11.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.37

3.33

-3.70

Drawdowns

CRWU vs. INTW - Drawdown Comparison

The maximum CRWU drawdown since its inception was -89.37%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for CRWU and INTW.


Loading charts...

Drawdown Indicators


CRWUINTWDifference

Max Drawdown

Largest peak-to-trough decline

-89.37%

-60.58%

-28.79%

Max Drawdown (1Y)

Largest decline over 1 year

-49.34%

Current Drawdown

Current decline from peak

-77.77%

-27.77%

-50.00%

Average Drawdown

Average peak-to-trough decline

-65.57%

-30.06%

-35.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.12%

Volatility

CRWU vs. INTW - Volatility Comparison


Loading charts...

Volatility by Period


CRWUINTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

42.92%

Volatility (6M)

Calculated over the trailing 6-month period

110.50%

Volatility (1Y)

Calculated over the trailing 1-year period

191.93%

143.34%

+48.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

191.93%

145.01%

+46.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

191.93%

145.01%

+46.92%

CRWU vs. INTW - Expense Ratio Comparison

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


Dividends

CRWU vs. INTW - Dividend Comparison

CRWU's dividend yield for the trailing twelve months is around 5.71%, while INTW has not paid dividends to shareholders.


Frequently Asked Questions


CRWU and INTW have a correlation of 0.22, 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.

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

CRWU has the higher dividend yield at 5.71%, compared with 0.00% for INTW.

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

Portfolio Optimizer

Find the right allocation for CRWU 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