ISUL vs. PTIR

Last updated Jul 17, 2026

ISUL (GraniteShares 2X Long ISRG Daily ETF) and PTIR (GraniteShares 2x Long PLTR Daily ETF) are both Leveraged Equities funds from GraniteShares. ISUL is actively managed, while PTIR is passively managed. At a 0.35 correlation, their price movements are largely independent. ISUL charges 1.50%/yr vs 1.04%/yr for PTIR.

Performance

ISUL vs. PTIR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2X Long ISRG Daily ETF (ISUL) and GraniteShares 2x Long PLTR Daily ETF (PTIR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ISUL having a -54.46% return and PTIR slightly higher at -53.98%.

ISUL

• 1D: 7.11%
• 1M: -8.67%
• 6M: -49.59%
• YTD: -54.46%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PTIR

• 1D: 0.99%
• 1M: -1.36%
• 6M: -53.13%
• YTD: -53.98%
• 1Y: -45.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ISUL vs. PTIR - Yearly Performance Comparison

	2026 (YTD)	2025
ISUL GraniteShares 2X Long ISRG Daily ETF	-54.46%	55.46%
PTIR GraniteShares 2x Long PLTR Daily ETF	-53.98%	-9.72%

Correlation

The correlation between ISUL and PTIR 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 Oct 7, 2025	0.35

Return for Risk

ISUL vs. PTIR — Risk / Return Rank

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

ISUL

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

PTIR

PTIR Risk / Return Rank: 6
PTIR Sharpe Ratio Rank: 6
PTIR Sortino Ratio Rank: 7
PTIR Omega Ratio Rank: 7
PTIR Calmar Ratio Rank: 5
PTIR Martin Ratio Rank: 5

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.

ISUL vs. PTIR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2X Long ISRG Daily ETF (ISUL) and GraniteShares 2x Long PLTR Daily ETF (PTIR). 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.

	ISUL	PTIR	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.44	—
Sortino ratio: Return per unit of downside risk	—	-0.09	—
Omega ratio: Gain probability vs. loss probability	—	0.99	—
Calmar ratio: Return relative to maximum drawdown	—	-0.57	—
Martin ratio: Return relative to average drawdown	—	-0.98	—

Drawdowns

ISUL vs. PTIR - Drawdown Comparison

The maximum ISUL drawdown since its inception was -62.78%, smaller than the maximum PTIR drawdown of -79.40%. Use the drawdown chart below to compare losses from any high point for ISUL and PTIR.

Drawdown Indicators

	ISUL	PTIR	Difference
Max Drawdown Largest peak-to-trough decline	-62.78%	-79.40%	+16.62%
Max Drawdown (1Y) Largest decline over 1 year	—	-79.40%	—
Current Drawdown Current decline from peak	-58.26%	-68.29%	+10.03%
Average Drawdown Average peak-to-trough decline	-28.76%	-30.09%	+1.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	46.17%	—

Volatility

Volatility by Period

	ISUL	PTIR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	31.47%	—
Volatility (6M) Calculated over the trailing 6-month period	—	79.66%	—
Volatility (1Y) Calculated over the trailing 1-year period	67.90%	102.55%	-34.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.90%	127.96%	-60.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.90%	127.96%	-60.06%

ISUL vs. PTIR - Expense Ratio Comparison

ISUL has a 1.50% expense ratio, which is higher than PTIR's 1.04% expense ratio.

Dividends

ISUL vs. PTIR - Dividend Comparison

ISUL has not paid dividends to shareholders, while PTIR's dividend yield for the trailing twelve months is around 12.63%.

Position	TTM	2025
ISUL GraniteShares 2X Long ISRG Daily ETF	0.00%	0.00%
PTIR GraniteShares 2x Long PLTR Daily ETF	12.63%	5.81%

Frequently Asked Questions

Can I hold both ISUL and PTIR in my portfolio?

ISUL and PTIR 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.

Which ETF is better, ISUL or PTIR?

On fees, PTIR is cheaper at 1.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, ISUL or PTIR?

PTIR is cheaper with a 1.04% expense ratio, compared with 1.50% for ISUL.

Which ETF pays a higher dividend yield, ISUL or PTIR?

PTIR has the higher dividend yield at 12.63%, compared with 0.00% for ISUL.

What is the main difference between ISUL and PTIR?

Their fees differ too: 1.50% for ISUL and 1.04% for PTIR.