MSTP vs. INTW
MSTP (GraniteShares 2x Long MSTR Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds from GraniteShares. Both are actively managed. Over the past year, MSTP returned -97.82% vs 998.82% for INTW. At a 0.19 correlation, their price movements are largely independent. Both charge a 1.50% expense ratio.
Performance
MSTP vs. INTW - Performance Comparison
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Returns By Period
In the year-to-date period, MSTP achieves a -74.79% return, which is significantly lower than INTW's 438.59% return.
MSTP
- 1D
- 11.40%
- 1M
- -43.12%
- 6M
- -80.15%
- YTD
- -74.79%
- 1Y
- -97.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTW
- 1D
- 8.88%
- 1M
- -30.74%
- 6M
- 237.35%
- YTD
- 438.59%
- 1Y
- 998.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MSTP vs. INTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
MSTP GraniteShares 2x Long MSTR Daily ETF | -74.79% | -89.07% |
INTW GraniteShares 2x Long INTC Daily ETF | 438.59% | 155.17% |
Correlation
The correlation between MSTP and INTW is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2025 | 0.19 |
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Return for Risk
MSTP vs. INTW — Risk / Return Rank
MSTP
INTW
MSTP vs. INTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long MSTR Daily ETF (MSTP) and GraniteShares 2x Long INTC Daily ETF (INTW). 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.
| MSTP | INTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -7.25 | ||
| Sortino ratioReturn per unit of downside risk | -6.64 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.52 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | 20.46 | -21.45 |
| Martin ratioReturn relative to average drawdown | -1.21 | 44.31 | -45.52 |
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Drawdowns
MSTP vs. INTW - Drawdown Comparison
The maximum MSTP drawdown since its inception was -98.40%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MSTP and INTW.
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Drawdown Indicators
| MSTP | INTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.40% | -60.58% | -37.82% |
Max Drawdown (1Y)Largest decline over 1 year | -98.40% | -49.34% | -49.06% |
Current DrawdownCurrent decline from peak | -97.85% | -44.57% | -53.28% |
Average DrawdownAverage peak-to-trough decline | -71.17% | -29.60% | -41.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 80.80% | 22.74% | +58.06% |
Volatility
MSTP vs. INTW - Volatility Comparison
GraniteShares 2x Long MSTR Daily ETF (MSTP) and GraniteShares 2x Long INTC Daily ETF (INTW) have volatilities of 53.99% and 53.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTP | INTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 53.99% | 53.00% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 122.47% | 123.09% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 148.74% | 153.27% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.44% | 149.36% | -3.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.44% | 149.36% | -3.92% |
MSTP vs. INTW - Expense Ratio Comparison
Both MSTP and INTW have an expense ratio of 1.50%.
Dividends
MSTP vs. INTW - Dividend Comparison
Neither MSTP nor INTW has paid dividends to shareholders.
Frequently Asked Questions
MSTP and INTW have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTP has higher volatility (53.99%) compared to INTW (53.00%). In terms of maximum drawdown, MSTP dropped -98.40% vs INTW's -60.58%.
On 1-year performance, INTW leads with 998.82% vs -97.82% for MSTP. Both ETFs have the same 1.50% expense ratio. On volatility, INTW has been the lower-risk option at 53.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, INTW has performed better with a 998.82% return vs -97.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
MSTP and INTW have the same expense ratio: 1.50% per year.
MSTP and INTW have nearly identical dividend yields, around 0.00%.
INTW currently has the higher Sharpe Ratio (6.59 vs -0.66), 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.
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