INTW vs. VALG
INTW (GraniteShares 2x Long INTC Daily ETF) and VALG (Leverage Shares 2X Long VALE Daily ETF) are both Leveraged Equities funds. INTW is actively managed, while VALG is passively managed. At a 0.35 correlation, their price movements are largely independent. INTW charges 1.50%/yr vs 0.75%/yr for VALG.
Performance
INTW vs. VALG - Performance Comparison
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Returns By Period
In the year-to-date period, INTW achieves a 438.59% return, which is significantly higher than VALG's 9.11% return.
INTW
- 1D
- 8.88%
- 1M
- -30.74%
- 6M
- 237.35%
- YTD
- 438.59%
- 1Y
- 998.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VALG
- 1D
- 6.09%
- 1M
- -15.01%
- 6M
- -6.08%
- YTD
- 9.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTW vs. VALG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
INTW GraniteShares 2x Long INTC Daily ETF | 438.59% | 4.05% |
VALG Leverage Shares 2X Long VALE Daily ETF | 9.11% | 1.57% |
Correlation
The correlation between INTW and VALG is 0.35, 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 Dec 18, 2025 | 0.35 |
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Return for Risk
INTW vs. VALG — Risk / Return Rank
INTW
VALG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INTW vs. VALG - 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 VALE Daily ETF (VALG). 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 | VALG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.52 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 20.46 | — | — |
| Martin ratioReturn relative to average drawdown | 44.31 | — | — |
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Drawdowns
INTW vs. VALG - Drawdown Comparison
The maximum INTW drawdown since its inception was -60.58%, which is greater than VALG's maximum drawdown of -41.01%. Use the drawdown chart below to compare losses from any high point for INTW and VALG.
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Drawdown Indicators
| INTW | VALG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -41.01% | -19.57% |
Max Drawdown (1Y)Largest decline over 1 year | -49.34% | — | — |
Current DrawdownCurrent decline from peak | -44.57% | -36.85% | -7.72% |
Average DrawdownAverage peak-to-trough decline | -29.60% | -15.47% | -14.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.74% | — | — |
Volatility
INTW vs. VALG - Volatility Comparison
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Volatility by Period
| INTW | VALG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 53.00% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 123.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 153.27% | 73.64% | +79.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 149.36% | 73.64% | +75.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.36% | 73.64% | +75.72% |
INTW vs. VALG - Expense Ratio Comparison
INTW has a 1.50% expense ratio, which is higher than VALG's 0.75% expense ratio.
Dividends
INTW vs. VALG - Dividend Comparison
Neither INTW nor VALG has paid dividends to shareholders.
Frequently Asked Questions
INTW and VALG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VALG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VALG is cheaper with a 0.75% expense ratio, compared with 1.50% for INTW.
INTW and VALG 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 VALG.
Find the right allocation for INTW and VALG
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