INFH vs. INTW

Last updated Jul 8, 2026

INFH (Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a 0.38 correlation, their price movements are largely independent. INFH charges 1.31%/yr vs 1.50%/yr for INTW.

Performance

INFH vs. INTW - Performance Comparison

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

Returns By Period

INFH

• 1D: -10.66%
• 1M: -44.84%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

INTW

• 1D: -19.21%
• 1M: 14.23%
• 6M: 390.79%
• YTD: 473.26%
• 1Y: 1,203.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

INFH vs. INTW - Yearly Performance Comparison

	2026 (YTD)
INFH Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF	-55.31%
INTW GraniteShares 2x Long INTC Daily ETF	-12.21%

Correlation

The correlation between INFH and INTW is 0.38, 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 Jun 5, 2026	0.38

Return for Risk

INFH vs. INTW — Risk / Return Rank

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

INFH

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

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) 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.

INFH vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tidal Trust II - Defiance Daily Target 2X Long INFQ ETF (INFH) 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.

	INFH	INTW	Difference
Sharpe ratio: Return per unit of total volatility	—	7.95	—
Sortino ratio: Return per unit of downside risk	—	4.36	—
Omega ratio: Gain probability vs. loss probability	—	1.55	—
Calmar ratio: Return relative to maximum drawdown	—	24.66	—
Martin ratio: Return relative to average drawdown	—	54.95	—

Drawdowns

INFH vs. INTW - Drawdown Comparison

The maximum INFH drawdown since its inception was -55.31%, smaller than the maximum INTW drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for INFH and INTW.

Drawdown Indicators

	INFH	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-55.31%	-60.58%	+5.27%
Max Drawdown (1Y) Largest decline over 1 year	—	-49.34%	—
Current Drawdown Current decline from peak	-55.31%	-41.00%	-14.31%
Average Drawdown Average peak-to-trough decline	-34.60%	-29.40%	-5.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	22.10%	—

Volatility

Volatility by Period

	INFH	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	63.48%	—
Volatility (6M) Calculated over the trailing 6-month period	—	124.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	210.08%	153.09%	+56.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	210.08%	149.74%	+60.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	210.08%	149.74%	+60.34%

INFH vs. INTW - Expense Ratio Comparison

INFH has a 1.31% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

INFH vs. INTW - Dividend Comparison

Neither INFH nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both INFH and INTW in my portfolio?

INFH and INTW have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, INFH or INTW?

On fees, INFH is cheaper at 1.31% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, INFH or INTW?

INFH is cheaper with a 1.31% expense ratio, compared with 1.50% for INTW.

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

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

What is the main difference between INFH and INTW?

They also come from different issuers: Defiance and GraniteShares. Their fees differ too: 1.31% for INFH and 1.50% for INTW.