DUOG vs. INTW

Last updated Jun 4, 2026

DUOG (Leverage Shares 2X Long DUOL Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a correlation of -0.08, they often move in opposite directions. DUOG charges 0.75%/yr vs 1.50%/yr for INTW.

Performance

DUOG vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long DUOL Daily ETF (DUOG) 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, DUOG achieves a -70.05% return, which is significantly lower than INTW's 562.71% return.

DUOG

• 1D: -4.87%
• 1M: -9.05%
• YTD: -70.05%
• 6M: —
• 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)

DUOG vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
DUOG Leverage Shares 2X Long DUOL Daily ETF	-70.05%	-24.80%
INTW GraniteShares 2x Long INTC Daily ETF	562.71%	-13.46%

Correlation

The correlation between DUOG and INTW is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 12, 2025	-0.08

Return for Risk

DUOG 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.

DUOG vs. INTW - Risk-Adjusted Trends Comparison

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

	DUOG	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	-0.83	3.39	-4.22

Drawdowns

DUOG vs. INTW - Drawdown Comparison

The maximum DUOG drawdown since its inception was -83.06%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for DUOG and INTW.

Drawdown Indicators

	DUOG	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-83.06%	-60.58%	-22.48%
Max Drawdown (1Y) Largest decline over 1 year	—	-49.34%	—
Current Drawdown Current decline from peak	-77.48%	-26.69%	-50.79%
Average Drawdown Average peak-to-trough decline	-63.60%	-30.07%	-33.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.05%	—

Volatility

Volatility by Period

	DUOG	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	115.53%	143.36%	-27.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	115.53%	145.22%	-29.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	115.53%	145.22%	-29.69%

DUOG vs. INTW - Expense Ratio Comparison

DUOG has a 0.75% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

DUOG vs. INTW - Dividend Comparison

Neither DUOG nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DUOG and INTW in my portfolio?

DUOG and INTW have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DUOG or INTW?

On fees, DUOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DUOG or INTW?

DUOG is cheaper with a 0.75% expense ratio, compared with 1.50% for INTW.

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

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

What is the main difference between DUOG and INTW?

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for DUOG and 1.50% for INTW.