QUBX vs. INTW
QUBX (Tradr 2X Long QUBT Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Over the past year, QUBX returned -91.08% vs 1708.42% for INTW. At a 0.20 correlation, their price movements are largely independent. QUBX charges 1.30%/yr vs 1.50%/yr for INTW.
Performance
QUBX vs. INTW - Performance Comparison
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Returns By Period
In the year-to-date period, QUBX achieves a -48.88% return, which is significantly lower than INTW's 741.14% return.
QUBX
- 1D
- -14.85%
- 1M
- -44.16%
- YTD
- -48.88%
- 6M
- -59.20%
- 1Y
- -91.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
INTW
- 1D
- -1.07%
- 1M
- 11.01%
- YTD
- 741.14%
- 6M
- 775.21%
- 1Y
- 1,708.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
QUBX vs. INTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QUBX Tradr 2X Long QUBT Daily ETF | -48.88% | -83.01% |
INTW GraniteShares 2x Long INTC Daily ETF | 741.14% | 142.82% |
Correlation
The correlation between QUBX and INTW is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025 | 0.20 |
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Return for Risk
QUBX vs. INTW — Risk / Return Rank
QUBX
INTW
QUBX vs. INTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long QUBT Daily ETF (QUBX) 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.
| QUBX | INTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -12.00 | ||
| Sortino ratioReturn per unit of downside risk | -5.34 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.63 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 35.05 | -36.00 |
| Martin ratioReturn relative to average drawdown | -1.20 | 79.47 | -80.67 |
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Drawdowns
QUBX vs. INTW - Drawdown Comparison
The maximum QUBX drawdown since its inception was -96.40%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for QUBX and INTW.
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Drawdown Indicators
| QUBX | INTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.40% | -60.58% | -35.82% |
Max Drawdown (1Y)Largest decline over 1 year | -96.40% | -49.34% | -47.06% |
Current DrawdownCurrent decline from peak | -93.79% | -13.43% | -80.36% |
Average DrawdownAverage peak-to-trough decline | -70.76% | -29.61% | -41.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 75.78% | 21.72% | +54.06% |
Volatility
QUBX vs. INTW - Volatility Comparison
Tradr 2X Long QUBT Daily ETF (QUBX) and GraniteShares 2x Long INTC Daily ETF (INTW) have volatilities of 57.66% and 55.82%, 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
| QUBX | INTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 57.66% | 55.82% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 133.93% | 119.12% | +14.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 200.88% | 150.16% | +50.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 200.88% | 148.67% | +52.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 200.88% | 148.67% | +52.21% |
QUBX vs. INTW - Expense Ratio Comparison
QUBX has a 1.30% expense ratio, which is lower than INTW's 1.50% expense ratio.
Dividends
QUBX vs. INTW - Dividend Comparison
Neither QUBX nor INTW has paid dividends to shareholders.
Frequently Asked Questions
QUBX and INTW have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QUBX has higher volatility (57.66%) compared to INTW (55.82%). In terms of maximum drawdown, QUBX dropped -96.40% vs INTW's -60.58%.
On 1-year performance, INTW leads with 1708.42% vs -91.08% for QUBX. On fees, QUBX is cheaper at 1.30% per year. On volatility, INTW has been the lower-risk option at 55.82%. 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 1708.42% return vs -91.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QUBX is cheaper with a 1.30% expense ratio, compared with 1.50% for INTW.
QUBX and INTW have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and GraniteShares. Their fees differ too: 1.30% for QUBX and 1.50% for INTW.
INTW currently has the higher Sharpe Ratio (11.55 vs -0.45), 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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