QTJL vs. INTW

Last updated Jun 25, 2026

QTJL (Innovator Growth Accelerated Plus ETF - July) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, QTJL returned 18.48% vs 1708.42% for INTW. At a 0.40 correlation, their price movements are largely independent. QTJL charges 0.79%/yr vs 1.50%/yr for INTW.

Performance

QTJL vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Growth Accelerated Plus ETF - July (QTJL) 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, QTJL achieves a 7.39% return, which is significantly lower than INTW's 741.14% return.

QTJL

• 1D: 0.01%
• 1M: 0.45%
• YTD: 7.39%
• 6M: 6.98%
• 1Y: 18.48%
• 3Y*: 19.09%
• 5Y*: —
• 10Y*: —

INTW

• 1D: -1.07%
• 1M: 11.01%
• YTD: 741.14%
• 6M: 775.21%
• 1Y: 1,708.42%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

QTJL vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
QTJL Innovator Growth Accelerated Plus ETF - July	7.39%	17.29%
INTW GraniteShares 2x Long INTC Daily ETF	741.14%	60.89%

Correlation

The correlation between QTJL and INTW is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.40

QTJL vs. INTW - Sectors Allocation Comparison

Sectors	QTJL	INTW
Technology	58.0%	66.7%
Communication Services	14.5%	-
Consumer Cyclical	11.6%	-
Consumer Defensive	6.6%	-
Healthcare	3.7%	-
Industrials	2.6%	-
Utilities	1.2%	-
Basic Materials	1.0%	-
Energy	0.5%	-
Financial Services	0.2%	-
Real Estate	0.1%	-

Return for Risk

QTJL vs. INTW — Risk / Return Rank

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

QTJL

QTJL Risk / Return Rank: 71
QTJL Sharpe Ratio Rank: 65
QTJL Sortino Ratio Rank: 67
QTJL Omega Ratio Rank: 75
QTJL Calmar Ratio Rank: 64
QTJL Martin Ratio Rank: 82

INTW

INTW Risk / Return Rank: 98
INTW Sharpe Ratio Rank: 100
INTW Sortino Ratio Rank: 96
INTW Omega Ratio Rank: 95
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.

QTJL vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Growth Accelerated Plus ETF - July (QTJL) 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.

	QTJL	INTW	Difference
Sharpe ratio: Return per unit of total volatility	1.88	11.55	-9.67
Sortino ratio: Return per unit of downside risk	2.69	4.96	-2.27
Omega ratio: Gain probability vs. loss probability	1.39	1.63	-0.24
Calmar ratio: Return relative to maximum drawdown	2.78	35.05	-32.27
Martin ratio: Return relative to average drawdown	14.63	79.47	-64.84

QTJL vs. INTW - Sharpe Ratio Comparison

The current QTJL Sharpe Ratio is 1.88, which is lower than the INTW Sharpe Ratio of 11.55. The chart below compares the historical Sharpe Ratios of QTJL 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

QTJL vs. INTW - Drawdown Comparison

The maximum QTJL drawdown since its inception was -33.40%, smaller than the maximum INTW drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for QTJL and INTW.

Drawdown Indicators

	QTJL	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-33.40%	-60.58%	+27.18%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-49.34%	+42.66%
Max Drawdown (3Y) Largest decline over 3 years	-22.43%	—	—
Current Drawdown Current decline from peak	-0.03%	-13.43%	+13.40%
Average Drawdown Average peak-to-trough decline	-7.84%	-29.61%	+21.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.27%	21.72%	-20.45%

Volatility

QTJL vs. INTW - Volatility Comparison

The current volatility for Innovator Growth Accelerated Plus ETF - July (QTJL) is 0.60%, while GraniteShares 2x Long INTC Daily ETF (INTW) has a volatility of 55.82%. This indicates that QTJL 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

	QTJL	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.60%	55.82%	-55.22%
Volatility (6M) Calculated over the trailing 6-month period	7.39%	119.12%	-111.73%
Volatility (1Y) Calculated over the trailing 1-year period	9.86%	150.16%	-140.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.30%	148.67%	-128.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.30%	148.67%	-128.37%

QTJL vs. INTW - Expense Ratio Comparison

QTJL has a 0.79% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

QTJL vs. INTW - Dividend Comparison

Neither QTJL nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both QTJL and INTW in my portfolio?

QTJL and INTW have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QTJL or INTW?

INTW has higher volatility (55.82%) compared to QTJL (0.60%). In terms of maximum drawdown, QTJL dropped -33.40% vs INTW's -60.58%.

Which ETF is better, QTJL or INTW?

On 1-year performance, INTW leads with 1708.42% vs 18.48% for QTJL. On fees, QTJL is cheaper at 0.79% per year. On volatility, QTJL has been the lower-risk option at 0.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QTJL or INTW?

Over the 1-year period, INTW has performed better with a 1708.42% return vs 18.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QTJL or INTW?

QTJL is cheaper with a 0.79% expense ratio, compared with 1.50% for INTW.

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

QTJL and INTW have nearly identical dividend yields, around 0.00%.

What is the main difference between QTJL and INTW?

They also come from different issuers: Innovator and GraniteShares. Their fees differ too: 0.79% for QTJL and 1.50% for INTW.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (11.55 vs 1.88), 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.