PLTU vs. INTW

Last updated Aug 6, 2026

PLTU (Direxion Daily PLTR Bull 2X ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, PLTU returned -45.63% vs 1134.92% for INTW. Their 0.14 correlation means their historical movements had little consistent relationship. PLTU charges 0.86%/yr vs 1.50%/yr for INTW.

Performance

PLTU vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily PLTR Bull 2X ETF (PLTU) 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, PLTU achieves a -41.29% return, which is significantly lower than INTW's 345.89% return.

PLTU

• 1D: -5.09%
• 1M: 31.95%
• 6M: 0.05%
• YTD: -41.29%
• 1Y: -45.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 60.34%

INTW

• 1D: 0.17%
• 1M: -37.16%
• 6M: 187.29%
• YTD: 345.89%
• 1Y: 1,134.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 281.04%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
INTW GraniteShares 2x Long INTC Daily ETF	$150.68M	$131.12M	$207.99M
PLTU Direxion Daily PLTR Bull 2X ETF	$128.32M	$105.18M	$113.60M

PLTU vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
PLTU Direxion Daily PLTR Bull 2X ETF	-41.29%	47.62%
INTW GraniteShares 2x Long INTC Daily ETF	345.89%	60.89%

Correlation

The correlation between PLTU and INTW is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.14

PLTU vs. INTW - Sectors Allocation Comparison

Sectors	PLTU	INTW
Technology	100.0%	66.6%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

PLTU vs. INTW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PLTU

PLTU Risk / Return Rank: 7
PLTU Sharpe Ratio Rank: 6
PLTU Sortino Ratio Rank: 9
PLTU Omega Ratio Rank: 9
PLTU Calmar Ratio Rank: 5
PLTU Martin Ratio Rank: 5

INTW

INTW Risk / Return Rank: 97
INTW Sharpe Ratio Rank: 99
INTW Sortino Ratio Rank: 95
INTW Omega Ratio Rank: 94
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 98

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PLTU vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily PLTR Bull 2X ETF (PLTU) 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.

	PLTU	INTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.39	7.25	-7.63
Sortino ratio: Return per unit of downside risk	0.07	4.24	-4.17
Omega ratio: Gain probability vs. loss probability	1.01	1.52	-0.51
Calmar ratio: Return relative to maximum drawdown	-0.58	16.59	-17.17
Martin ratio: Return relative to average drawdown	-0.93	43.54	-44.47

PLTU vs. INTW - Sharpe Ratio Comparison

The current PLTU Sharpe Ratio is -0.39, which is lower than the INTW Sharpe Ratio of 7.25. The chart below compares the historical Sharpe Ratios of PLTU 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

PLTU vs. INTW - Drawdown Comparison

The maximum PLTU drawdown since its inception was -79.43%, which is greater than INTW's maximum drawdown of -69.16%. Use the drawdown chart below to compare losses from any high point for PLTU and INTW.

Drawdown Indicators

	PLTU	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-79.43%	-69.16%	-10.27%
Max Drawdown (1Y) Largest decline over 1 year	-79.43%	-69.16%	-10.27%
Current Drawdown Current decline from peak	-59.18%	-54.11%	-5.07%
Average Drawdown Average peak-to-trough decline	-35.85%	-30.81%	-5.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.98%	26.30%	+22.68%

Volatility

PLTU vs. INTW - Volatility Comparison

Direxion Daily PLTR Bull 2X ETF (PLTU) has a higher volatility of 53.82% compared to GraniteShares 2x Long INTC Daily ETF (INTW) at 48.62%. This indicates that PLTU's price experiences larger fluctuations and is considered to be riskier than INTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTU	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	53.82%	48.62%	+5.20%
Volatility (6M) Calculated over the trailing 6-month period	92.81%	117.90%	-25.09%
Volatility (1Y) Calculated over the trailing 1-year period	119.30%	158.43%	-39.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	132.75%	151.04%	-18.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	132.75%	151.04%	-18.29%

PLTU vs. INTW - Expense Ratio Comparison

PLTU has a 0.86% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

PLTU vs. INTW - Dividend Comparison

PLTU's dividend yield for the trailing twelve months is around 40.61%, while INTW has not paid dividends to shareholders.

Position	TTM	2025	2024
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%	0.00%
PLTU Direxion Daily PLTR Bull 2X ETF	40.61%	23.29%	0.12%

Frequently Asked Questions

Can I hold both PLTU and INTW in my portfolio?

PLTU and INTW have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLTU or INTW?

PLTU has higher volatility (53.82%) compared to INTW (48.62%). In terms of maximum drawdown, PLTU dropped -79.43% vs INTW's -69.16%.

Which ETF is better, PLTU or INTW?

On 1-year performance, INTW leads with 1134.92% vs -45.63% for PLTU. On fees, PLTU is cheaper at 0.86% per year. On volatility, INTW has been the lower-risk option at 48.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTU or INTW?

Over the 1-year period, INTW has performed better with a 1134.92% return vs -45.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTU or INTW?

PLTU is cheaper with a 0.86% expense ratio, compared with 1.50% for INTW.

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

PLTU has the higher dividend yield at 40.61%, compared with 0.00% for INTW.

What is the main difference between PLTU and INTW?

They also come from different issuers: Direxion and GraniteShares. Their fees differ too: 0.86% for PLTU and 1.50% for INTW.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (7.25 vs -0.39), 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.