INTW vs. SPOG
INTW (GraniteShares 2x Long INTC Daily ETF) and SPOG (Leverage Shares 2X Long SPOT Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their -0.10 correlation means they have often moved in opposite directions in the past. INTW charges 1.50%/yr vs 0.75%/yr for SPOG.
Performance
INTW vs. SPOG - Performance Comparison
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Returns By Period
In the year-to-date period, INTW achieves a 259.86% return, which is significantly higher than SPOG's -40.53% return.
INTW
- 1D
- -2.27%
- 1M
- -47.68%
- 6M
- 152.57%
- YTD
- 259.86%
- 1Y
- 991.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 233.14%
SPOG
- 1D
- -8.23%
- 1M
- 4.88%
- 6M
- -18.07%
- YTD
- -40.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $147.32M | $136.96M | $217.62M | |
| $166.22K | $181.03K | $420.26K |
INTW vs. SPOG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
INTW GraniteShares 2x Long INTC Daily ETF | 259.86% | 3.35% |
SPOG Leverage Shares 2X Long SPOT Daily ETF | -40.53% | -18.73% |
Correlation
The correlation between INTW and SPOG is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | -0.10 |
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Return for Risk
INTW vs. SPOG — Risk / Return Rank
INTW
SPOG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INTW vs. SPOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long INTC Daily ETF (INTW) and Leverage Shares 2X Long SPOT Daily ETF (SPOG). 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 | SPOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.49 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 13.60 | — | — |
| Martin ratioReturn relative to average drawdown | 36.74 | — | — |
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Drawdowns
INTW vs. SPOG - Drawdown Comparison
The maximum INTW drawdown since its inception was -69.16%, which is greater than SPOG's maximum drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for INTW and SPOG.
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Drawdown Indicators
| INTW | SPOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.16% | -64.41% | -4.75% |
Max Drawdown (1Y)Largest decline over 1 year | -69.16% | — | — |
Current DrawdownCurrent decline from peak | -62.96% | -52.15% | -10.81% |
Average DrawdownAverage peak-to-trough decline | -30.60% | -43.46% | +12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 25.56% | — | — |
Volatility
INTW vs. SPOG - Volatility Comparison
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Volatility by Period
| INTW | SPOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 48.12% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 117.12% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 157.38% | 96.11% | +61.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 150.65% | 96.11% | +54.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 150.65% | 96.11% | +54.54% |
INTW vs. SPOG - Expense Ratio Comparison
INTW has a 1.50% expense ratio, which is higher than SPOG's 0.75% expense ratio.
Dividends
INTW vs. SPOG - Dividend Comparison
Neither INTW nor SPOG has paid dividends to shareholders.
Frequently Asked Questions
INTW and SPOG have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPOG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPOG is cheaper with a 0.75% expense ratio, compared with 1.50% for INTW.
INTW and SPOG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for INTW and 0.75% for SPOG.
Find the right allocation for INTW and SPOG
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