INTW vs. SELV

Last updated Aug 4, 2026

INTW (GraniteShares 2x Long INTC Daily ETF) and SELV (SEI Enhanced Low Volatility US Large Cap ETF) are both exchange-traded funds - INTW is a Leveraged Equities fund actively managed by GraniteShares, while SELV is a Low Volatility fund actively managed by SEI. Both are actively managed. Over the past year, INTW returned 1006.96% vs 14.38% for SELV. Their -0.03 correlation means they have often moved in opposite directions in the past. INTW charges 1.50%/yr vs 0.15%/yr for SELV.

Performance

INTW vs. SELV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long INTC Daily ETF (INTW) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTW achieves a 265.05% return, which is significantly higher than SELV's 7.06% return.

INTW

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

SELV

• 1D: 0.15%
• 1M: 2.96%
• 6M: 3.20%
• YTD: 7.06%
• 1Y: 14.38%
• 3Y*: 12.82%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 9.55%

*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)
INTW GraniteShares 2x Long INTC Daily ETF	$147.89M	$130.41M	$215.01M
SELV SEI Enhanced Low Volatility US Large Cap ETF	$599.62K	$501.58K	$529.11K

INTW vs. SELV - Yearly Performance Comparison

	2026 (YTD)	2025
INTW GraniteShares 2x Long INTC Daily ETF	265.05%	60.89%
SELV SEI Enhanced Low Volatility US Large Cap ETF	7.06%	9.70%

Correlation

The correlation between INTW and SELV is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.20
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	-0.03

The correlation between INTW and SELV shifts across timeframes, from -0.20 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

INTW vs. SELV - Sectors Allocation Comparison

Sectors	INTW	SELV
Technology	66.6%	29.3%
Basic Materials	-	0.4%
Communication Services	-	11.4%
Consumer Cyclical	-	2.4%
Consumer Defensive	-	12.2%
Energy	-	2.5%
Financial Services	-	10.5%
Healthcare	-	18.3%
Industrials	-	7.8%
Real Estate	-	0.1%
Utilities	-	5.1%

Return for Risk

INTW vs. SELV — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 94
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 98

SELV

SELV Risk / Return Rank: 59
SELV Sharpe Ratio Rank: 59
SELV Sortino Ratio Rank: 62
SELV Omega Ratio Rank: 57
SELV Calmar Ratio Rank: 66
SELV Martin Ratio Rank: 53

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.

INTW vs. SELV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long INTC Daily ETF (INTW) and SEI Enhanced Low Volatility US Large Cap ETF (SELV). 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	SELV	Difference
Sharpe ratio: Return per unit of total volatility	6.48	1.47	+5.01
Sortino ratio: Return per unit of downside risk	4.09	2.18	+1.91
Omega ratio: Gain probability vs. loss probability	1.50	1.26	+0.24
Calmar ratio: Return relative to maximum drawdown	14.71	2.44	+12.28
Martin ratio: Return relative to average drawdown	39.28	6.53	+32.76

INTW vs. SELV - Sharpe Ratio Comparison

The current INTW Sharpe Ratio is 6.48, which is higher than the SELV Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of INTW and SELV, 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

INTW vs. SELV - Drawdown Comparison

The maximum INTW drawdown since its inception was -69.16%, which is greater than SELV's maximum drawdown of -13.73%. Use the drawdown chart below to compare losses from any high point for INTW and SELV.

Drawdown Indicators

	INTW	SELV	Difference
Max Drawdown Largest peak-to-trough decline	-69.16%	-13.73%	-55.43%
Max Drawdown (1Y) Largest decline over 1 year	-69.16%	-5.92%	-63.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-8.94%	—
Current Drawdown Current decline from peak	-62.43%	-0.76%	-61.67%
Average Drawdown Average peak-to-trough decline	-30.68%	-2.35%	-28.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.85%	2.21%	+23.64%

Volatility

INTW vs. SELV - Volatility Comparison

GraniteShares 2x Long INTC Daily ETF (INTW) has a higher volatility of 47.63% compared to SEI Enhanced Low Volatility US Large Cap ETF (SELV) at 4.34%. This indicates that INTW's price experiences larger fluctuations and is considered to be riskier than SELV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTW	SELV	Difference
Volatility (1M) Calculated over the trailing 1-month period	47.63%	4.34%	+43.29%
Volatility (6M) Calculated over the trailing 6-month period	116.67%	7.98%	+108.69%
Volatility (1Y) Calculated over the trailing 1-year period	157.41%	9.85%	+147.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	150.45%	11.97%	+138.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	150.45%	11.97%	+138.48%

INTW vs. SELV - Expense Ratio Comparison

INTW has a 1.50% expense ratio, which is higher than SELV's 0.15% expense ratio.

Dividends

INTW vs. SELV - Dividend Comparison

INTW has not paid dividends to shareholders, while SELV's dividend yield for the trailing twelve months is around 1.67%.

Position	TTM	2025	2024	2023	2022
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%
SELV SEI Enhanced Low Volatility US Large Cap ETF	1.67%	1.74%	1.77%	2.06%	1.26%

Frequently Asked Questions

Can I hold both INTW and SELV in my portfolio?

INTW and SELV have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, INTW or SELV?

INTW has higher volatility (47.63%) compared to SELV (4.34%). In terms of maximum drawdown, INTW dropped -69.16% vs SELV's -13.73%.

Which ETF is better, INTW or SELV?

On 1-year performance, INTW leads with 1006.96% vs 14.38% for SELV. On fees, SELV is cheaper at 0.15% per year. On volatility, SELV has been the lower-risk option at 4.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, INTW or SELV?

Over the 1-year period, INTW has performed better with a 1006.96% return vs 14.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, INTW or SELV?

SELV is cheaper with a 0.15% expense ratio, compared with 1.50% for INTW.

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

SELV has the higher dividend yield at 1.67%, compared with 0.00% for INTW.

What is the main difference between INTW and SELV?

INTW is categorized as Leveraged Equities, while SELV is Low Volatility. They also come from different issuers: GraniteShares and SEI. Their fees differ too: 1.50% for INTW and 0.15% for SELV.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (6.48 vs 1.47), 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.