PLTG vs. INTW

Last updated Jun 21, 2026

PLTG (Leverage Shares 2X Long PLTR Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, PLTG returned -42.44% vs 2051.42% for INTW. At a 0.09 correlation, their price movements are largely independent. PLTG charges 0.75%/yr vs 1.50%/yr for INTW.

Performance

PLTG vs. INTW - Performance Comparison

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

Returns By Period

In the year-to-date period, PLTG achieves a -57.51% return, which is significantly lower than INTW's 778.52% return.

PLTG

• 1D: -3.22%
• 1M: -16.01%
• YTD: -57.51%
• 6M: -64.57%
• 1Y: -42.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

INTW

• 1D: 20.68%
• 1M: 18.21%
• YTD: 778.52%
• 6M: 776.49%
• 1Y: 2,051.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTG vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
PLTG Leverage Shares 2X Long PLTR Daily ETF	-57.51%	100.70%
INTW GraniteShares 2x Long INTC Daily ETF	778.52%	124.74%

Correlation

The correlation between PLTG and INTW is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (All Time) Calculated using the full available price history since Apr 25, 2025	0.09

Return for Risk

PLTG vs. INTW — Risk / Return Rank

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

PLTG

PLTG Risk / Return Rank: 5
PLTG Sharpe Ratio Rank: 5
PLTG Sortino Ratio Rank: 7
PLTG Omega Ratio Rank: 7
PLTG Calmar Ratio Rank: 4
PLTG Martin Ratio Rank: 4

INTW

INTW Risk / Return Rank: 98
INTW Sharpe Ratio Rank: 100
INTW Sortino Ratio Rank: 96
INTW Omega Ratio Rank: 94
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 99

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.

PLTG vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PLTR Daily ETF (PLTG) 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.

	PLTG	INTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.44	13.34	-13.78
Sortino ratio: Return per unit of downside risk	-0.08	5.18	-5.25
Omega ratio: Gain probability vs. loss probability	0.99	1.66	-0.67
Calmar ratio: Return relative to maximum drawdown	-0.62	40.37	-41.00
Martin ratio: Return relative to average drawdown	-1.04	91.67	-92.71

PLTG vs. INTW - Sharpe Ratio Comparison

The current PLTG Sharpe Ratio is -0.44, which is lower than the INTW Sharpe Ratio of 13.34. The chart below compares the historical Sharpe Ratios of PLTG and INTW, 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

PLTG vs. INTW - Drawdown Comparison

The maximum PLTG drawdown since its inception was -71.18%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for PLTG and INTW.

Drawdown Indicators

	PLTG	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-71.18%	-60.58%	-10.60%
Max Drawdown (1Y) Largest decline over 1 year	-71.18%	-49.34%	-21.84%
Current Drawdown Current decline from peak	-71.12%	-2.82%	-68.30%
Average Drawdown Average peak-to-trough decline	-31.72%	-29.80%	-1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.63%	21.69%	+20.94%

Volatility

PLTG vs. INTW - Volatility Comparison

The current volatility for Leverage Shares 2X Long PLTR Daily ETF (PLTG) is 35.35%, while GraniteShares 2x Long INTC Daily ETF (INTW) has a volatility of 54.63%. This indicates that PLTG experiences smaller price fluctuations and is considered to be less risky than INTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTG	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.35%	54.63%	-19.28%
Volatility (6M) Calculated over the trailing 6-month period	78.45%	118.15%	-39.70%
Volatility (1Y) Calculated over the trailing 1-year period	101.78%	149.39%	-47.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	105.25%	148.63%	-43.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	105.25%	148.63%	-43.38%

PLTG vs. INTW - Expense Ratio Comparison

PLTG has a 0.75% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

PLTG vs. INTW - Dividend Comparison

PLTG's dividend yield for the trailing twelve months is around 42.69%, while INTW has not paid dividends to shareholders.

Position	TTM	2025
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%
PLTG Leverage Shares 2X Long PLTR Daily ETF	42.69%	18.14%

Frequently Asked Questions

Can I hold both PLTG and INTW in my portfolio?

PLTG and INTW have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLTG or INTW?

INTW has higher volatility (54.63%) compared to PLTG (35.35%). In terms of maximum drawdown, PLTG dropped -71.18% vs INTW's -60.58%.

Which ETF is better, PLTG or INTW?

On 1-year performance, INTW leads with 2051.42% vs -42.44% for PLTG. On fees, PLTG is cheaper at 0.75% per year. On volatility, PLTG has been the lower-risk option at 35.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTG or INTW?

Over the 1-year period, INTW has performed better with a 2051.42% return vs -42.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTG or INTW?

PLTG is cheaper with a 0.75% expense ratio, compared with 1.50% for INTW.

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

PLTG has the higher dividend yield at 42.69%, compared with 0.00% for INTW.

What is the main difference between PLTG and INTW?

They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for PLTG and 1.50% for INTW.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (13.34 vs -0.44), 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.