INTW vs. LLII

Last updated Jun 24, 2026

INTW (GraniteShares 2x Long INTC Daily ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - INTW is a Leveraged Equities fund actively managed by GraniteShares, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.08 correlation, their price movements are largely independent. INTW charges 1.50%/yr vs 0.99%/yr for LLII.

Performance

INTW vs. LLII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long INTC Daily ETF (INTW) and REX LLY Growth & Income ETF (LLII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTW achieves a 750.22% return, which is significantly higher than LLII's 2.07% return.

INTW

• 1D: -12.49%
• 1M: 12.21%
• YTD: 750.22%
• 6M: 775.58%
• 1Y: 1,964.55%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLII

• 1D: 0.00%
• 1M: 6.03%
• YTD: 2.07%
• 6M: 3.04%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

INTW vs. LLII - Yearly Performance Comparison

	2026 (YTD)	2025
INTW GraniteShares 2x Long INTC Daily ETF	750.22%	-17.89%
LLII REX LLY Growth & Income ETF	2.07%	19.74%

Correlation

The correlation between INTW and LLII 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 Nov 4, 2025	0.08

Return for Risk

INTW vs. LLII — Risk / Return Rank

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

INTW

INTW Risk / Return Rank: 98
INTW Sharpe Ratio Rank: 100
INTW Sortino Ratio Rank: 96
INTW Omega Ratio Rank: 94
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 99

LLII

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

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.

INTW vs. LLII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long INTC Daily ETF (INTW) and REX LLY Growth & Income ETF (LLII). 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.

	INTW	LLII	Difference
Sharpe ratio: Return per unit of total volatility	13.25	—	—
Sortino ratio: Return per unit of downside risk	5.13	—	—
Omega ratio: Gain probability vs. loss probability	1.65	—	—
Calmar ratio: Return relative to maximum drawdown	40.32	—	—
Martin ratio: Return relative to average drawdown	91.49	—	—

Drawdowns

INTW vs. LLII - Drawdown Comparison

The maximum INTW drawdown since its inception was -60.58%, which is greater than LLII's maximum drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for INTW and LLII.

Drawdown Indicators

	INTW	LLII	Difference
Max Drawdown Largest peak-to-trough decline	-60.58%	-23.96%	-36.62%
Max Drawdown (1Y) Largest decline over 1 year	-49.34%	—	—
Current Drawdown Current decline from peak	-12.49%	-0.71%	-11.78%
Average Drawdown Average peak-to-trough decline	-29.66%	-8.63%	-21.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.70%	—	—

Volatility

Volatility by Period

	INTW	LLII	Difference
Volatility (1M) Calculated over the trailing 1-month period	55.81%	—	—
Volatility (6M) Calculated over the trailing 6-month period	119.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	150.14%	35.58%	+114.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.88%	35.58%	+113.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.88%	35.58%	+113.30%

INTW vs. LLII - Expense Ratio Comparison

INTW has a 1.50% expense ratio, which is higher than LLII's 0.99% expense ratio.

Dividends

INTW vs. LLII - Dividend Comparison

INTW has not paid dividends to shareholders, while LLII's dividend yield for the trailing twelve months is around 25.62%.

Position	TTM	2025
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%
LLII REX LLY Growth & Income ETF	25.62%	5.13%

Frequently Asked Questions

Can I hold both INTW and LLII in my portfolio?

INTW and LLII 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, INTW or LLII?

On fees, LLII is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, INTW or LLII?

LLII is cheaper with a 0.99% expense ratio, compared with 1.50% for INTW.

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

LLII has the higher dividend yield at 25.62%, compared with 0.00% for INTW.

What is the main difference between INTW and LLII?

INTW is categorized as Leveraged Equities, while LLII is Derivative Income. They also come from different issuers: GraniteShares and REX. Their fees differ too: 1.50% for INTW and 0.99% for LLII.