EET vs. INTW

Last updated Aug 4, 2026

EET (ProShares Ultra MSCI Emerging Markets) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. EET is passively managed, while INTW is actively managed. Over the past year, EET returned 64.20% vs 1006.96% for INTW. Their 0.46 correlation means their historical movements had little consistent relationship. EET charges 0.95%/yr vs 1.50%/yr for INTW.

Performance

EET vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra MSCI Emerging Markets (EET) 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, EET achieves a 27.71% return, which is significantly lower than INTW's 265.05% return.

EET

• 1D: 0.67%
• 1M: -4.70%
• 6M: 9.73%
• YTD: 27.71%
• 1Y: 64.20%
• 3Y*: 28.06%
• 5Y*: 2.81%
• 10Y*: 7.22%
• ALL TIME*: 4.11%

INTW

• 1D: 1.44%
• 1M: -46.93%
• 6M: 132.81%
• YTD: 265.05%
• 1Y: 1,006.96%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 234.15%

*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)
EET ProShares Ultra MSCI Emerging Markets	$506.00K	$1.40M	$1.55M
INTW GraniteShares 2x Long INTC Daily ETF	$147.89M	$130.41M	$215.01M

EET vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
EET ProShares Ultra MSCI Emerging Markets	27.71%	50.27%
INTW GraniteShares 2x Long INTC Daily ETF	265.05%	60.89%

Correlation

The correlation between EET and INTW is 0.48, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.48
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.46

EET vs. INTW - Sectors Allocation Comparison

Sectors	EET	INTW
Financial Services	57.7%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	66.6%
Utilities	-	-

Return for Risk

EET vs. INTW — Risk / Return Rank

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

EET

EET Risk / Return Rank: 55
EET Sharpe Ratio Rank: 52
EET Sortino Ratio Rank: 49
EET Omega Ratio Rank: 55
EET Calmar Ratio Rank: 64
EET Martin Ratio Rank: 55

INTW

INTW Risk / Return Rank: 97
INTW Sharpe Ratio Rank: 99
INTW Sortino Ratio Rank: 95
INTW Omega Ratio Rank: 94
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.

EET vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra MSCI Emerging Markets (EET) 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.

	EET	INTW	Difference
Sharpe ratio: Return per unit of total volatility	1.31	6.48	-5.16
Sortino ratio: Return per unit of downside risk	1.82	4.09	-2.28
Omega ratio: Gain probability vs. loss probability	1.25	1.50	-0.25
Calmar ratio: Return relative to maximum drawdown	2.35	14.71	-12.36
Martin ratio: Return relative to average drawdown	6.83	39.28	-32.45

EET vs. INTW - Sharpe Ratio Comparison

The current EET Sharpe Ratio is 1.31, which is lower than the INTW Sharpe Ratio of 6.48. The chart below compares the historical Sharpe Ratios of EET 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

EET vs. INTW - Drawdown Comparison

The maximum EET drawdown since its inception was -71.66%, roughly equal to the maximum INTW drawdown of -69.16%. Use the drawdown chart below to compare losses from any high point for EET and INTW.

Drawdown Indicators

	EET	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-71.66%	-69.16%	-2.50%
Max Drawdown (1Y) Largest decline over 1 year	-27.43%	-69.16%	+41.73%
Max Drawdown (3Y) Largest decline over 3 years	-34.89%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-61.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-69.07%	—	—
Current Drawdown Current decline from peak	-19.80%	-62.43%	+42.63%
Average Drawdown Average peak-to-trough decline	-37.04%	-30.68%	-6.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.42%	25.85%	-16.43%

Volatility

EET vs. INTW - Volatility Comparison

The current volatility for ProShares Ultra MSCI Emerging Markets (EET) is 19.37%, while GraniteShares 2x Long INTC Daily ETF (INTW) has a volatility of 47.63%. This indicates that EET 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

	EET	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.37%	47.63%	-28.26%
Volatility (6M) Calculated over the trailing 6-month period	45.06%	116.67%	-71.61%
Volatility (1Y) Calculated over the trailing 1-year period	49.24%	157.41%	-108.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.77%	150.45%	-110.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.30%	150.45%	-109.15%

EET vs. INTW - Expense Ratio Comparison

EET has a 0.95% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

EET vs. INTW - Dividend Comparison

EET's dividend yield for the trailing twelve months is around 1.57%, while INTW has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
EET ProShares Ultra MSCI Emerging Markets	1.57%	1.82%	3.85%	2.14%	0.00%	0.00%	0.01%	1.40%	0.16%
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EET and INTW in my portfolio?

EET and INTW have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EET or INTW?

INTW has higher volatility (47.63%) compared to EET (19.37%). In terms of maximum drawdown, EET dropped -71.66% vs INTW's -69.16%.

Which ETF is better, EET or INTW?

On 1-year performance, INTW leads with 1006.96% vs 64.20% for EET. On fees, EET is cheaper at 0.95% per year. On volatility, EET has been the lower-risk option at 19.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EET or INTW?

Over the 1-year period, INTW has performed better with a 1006.96% return vs 64.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EET or INTW?

EET is cheaper with a 0.95% expense ratio, compared with 1.50% for INTW.

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

EET has the higher dividend yield at 1.57%, compared with 0.00% for INTW.

What is the main difference between EET and INTW?

They also come from different issuers: ProShares and GraniteShares. Their fees differ too: 0.95% for EET and 1.50% for INTW.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (6.48 vs 1.31), 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.