GEVX vs. INTW

Last updated Jun 23, 2026

GEVX (Tradr 2X Long GEV Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.30 correlation, their price movements are largely independent. GEVX charges 1.30%/yr vs 1.50%/yr for INTW.

Performance

GEVX vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long GEV Daily ETF (GEVX) 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, GEVX achieves a 160.12% return, which is significantly lower than INTW's 871.59% return.

GEVX

• 1D: 3.19%
• 1M: 14.45%
• YTD: 160.12%
• 6M: 152.22%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

INTW

• 1D: 10.59%
• 1M: 28.23%
• YTD: 871.59%
• 6M: 897.00%
• 1Y: 2,279.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GEVX vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
GEVX Tradr 2X Long GEV Daily ETF	160.12%	23.96%
INTW GraniteShares 2x Long INTC Daily ETF	871.59%	95.16%

Correlation

The correlation between GEVX and INTW is 0.30, 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 11, 2025	0.30

Return for Risk

GEVX vs. INTW — Risk / Return Rank

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

GEVX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

INTW

INTW Risk / Return Rank: 98
INTW Sharpe Ratio Rank: 100
INTW Sortino Ratio Rank: 96
INTW Omega Ratio Rank: 95
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 99

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.

GEVX vs. INTW - Risk-Adjusted Trends Comparison

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

	GEVX	INTW	Difference
Sharpe ratio: Return per unit of total volatility	—	15.45	—
Sortino ratio: Return per unit of downside risk	—	5.37	—
Omega ratio: Gain probability vs. loss probability	—	1.68	—
Calmar ratio: Return relative to maximum drawdown	—	46.81	—
Martin ratio: Return relative to average drawdown	—	106.28	—

Drawdowns

GEVX vs. INTW - Drawdown Comparison

The maximum GEVX drawdown since its inception was -45.03%, smaller than the maximum INTW drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for GEVX and INTW.

Drawdown Indicators

	GEVX	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-45.03%	-60.58%	+15.55%
Max Drawdown (1Y) Largest decline over 1 year	—	-49.34%	—
Current Drawdown Current decline from peak	-8.37%	0.00%	-8.37%
Average Drawdown Average peak-to-trough decline	-15.04%	-29.71%	+14.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	21.69%	—

Volatility

Volatility by Period

	GEVX	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	53.88%	—
Volatility (6M) Calculated over the trailing 6-month period	—	118.13%	—
Volatility (1Y) Calculated over the trailing 1-year period	101.40%	149.77%	-48.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	101.40%	148.63%	-47.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	101.40%	148.63%	-47.23%

GEVX vs. INTW - Expense Ratio Comparison

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

Dividends

GEVX vs. INTW - Dividend Comparison

Neither GEVX nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GEVX and INTW in my portfolio?

GEVX and INTW have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GEVX or INTW?

On fees, GEVX is cheaper at 1.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GEVX or INTW?

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

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

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

What is the main difference between GEVX and INTW?

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