RGTU vs. INTW

Last updated Jul 14, 2026

RGTU (Tradr 2X Long RGTI Daily ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, RGTU returned -55.67% vs 897.85% for INTW. At a 0.27 correlation, their price movements are largely independent. RGTU charges 1.30%/yr vs 1.50%/yr for INTW.

Performance

RGTU vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long RGTI Daily ETF (RGTU) 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, RGTU achieves a -73.63% return, which is significantly lower than INTW's 394.65% return.

RGTU

• 1D: -14.02%
• 1M: -49.51%
• 6M: -79.70%
• YTD: -73.63%
• 1Y: -55.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

INTW

• 1D: -12.15%
• 1M: -36.39%
• 6M: 254.55%
• YTD: 394.65%
• 1Y: 897.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RGTU vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
RGTU Tradr 2X Long RGTI Daily ETF	-73.63%	90.43%
INTW GraniteShares 2x Long INTC Daily ETF	394.65%	142.82%

Correlation

The correlation between RGTU and INTW is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.27

Return for Risk

RGTU vs. INTW — Risk / Return Rank

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

RGTU

RGTU Risk / Return Rank: 12
RGTU Sharpe Ratio Rank: 7
RGTU Sortino Ratio Rank: 23
RGTU Omega Ratio Rank: 20
RGTU Calmar Ratio Rank: 5
RGTU Martin Ratio Rank: 6

INTW

INTW Risk / Return Rank: 96
INTW Sharpe Ratio Rank: 99
INTW Sortino Ratio Rank: 94
INTW Omega Ratio Rank: 93
INTW Calmar Ratio Rank: 99
INTW Martin Ratio Rank: 98

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.

RGTU vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) 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.

	RGTU	INTW	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	5.93	-6.18
Sortino ratio: Return per unit of downside risk	1.08	4.00	-2.92
Omega ratio: Gain probability vs. loss probability	1.12	1.50	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.58	18.38	-18.96
Martin ratio: Return relative to average drawdown	-0.73	40.12	-40.84

RGTU vs. INTW - Sharpe Ratio Comparison

The current RGTU Sharpe Ratio is -0.26, which is lower than the INTW Sharpe Ratio of 5.93. The chart below compares the historical Sharpe Ratios of RGTU 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

RGTU vs. INTW - Drawdown Comparison

The maximum RGTU drawdown since its inception was -97.05%, which is greater than INTW's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for RGTU and INTW.

Drawdown Indicators

	RGTU	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-97.05%	-60.58%	-36.47%
Max Drawdown (1Y) Largest decline over 1 year	-97.05%	-49.34%	-47.71%
Current Drawdown Current decline from peak	-97.05%	-49.09%	-47.96%
Average Drawdown Average peak-to-trough decline	-65.20%	-29.56%	-35.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	76.46%	22.57%	+53.89%

Volatility

RGTU vs. INTW - Volatility Comparison

The current volatility for Tradr 2X Long RGTI Daily ETF (RGTU) is 46.68%, while GraniteShares 2x Long INTC Daily ETF (INTW) has a volatility of 55.27%. This indicates that RGTU 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

	RGTU	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	46.68%	55.27%	-8.59%
Volatility (6M) Calculated over the trailing 6-month period	139.87%	124.21%	+15.66%
Volatility (1Y) Calculated over the trailing 1-year period	218.11%	153.39%	+64.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	216.19%	149.42%	+66.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	216.19%	149.42%	+66.77%

RGTU vs. INTW - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is lower than INTW's 1.50% expense ratio.

Dividends

RGTU vs. INTW - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 78.22%, while INTW has not paid dividends to shareholders.

Position	TTM	2025
INTW GraniteShares 2x Long INTC Daily ETF	0.00%	0.00%
RGTU Tradr 2X Long RGTI Daily ETF	78.22%	20.63%

Frequently Asked Questions

Can I hold both RGTU and INTW in my portfolio?

RGTU and INTW have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGTU or INTW?

INTW has higher volatility (55.27%) compared to RGTU (46.68%). In terms of maximum drawdown, RGTU dropped -97.05% vs INTW's -60.58%.

Which ETF is better, RGTU or INTW?

On 1-year performance, INTW leads with 897.85% vs -55.67% for RGTU. On fees, RGTU is cheaper at 1.30% per year. On volatility, RGTU has been the lower-risk option at 46.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RGTU or INTW?

Over the 1-year period, INTW has performed better with a 897.85% return vs -55.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RGTU or INTW?

RGTU is cheaper with a 1.30% expense ratio, compared with 1.50% for INTW.

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

RGTU has the higher dividend yield at 78.22%, compared with 0.00% for INTW.

What is the main difference between RGTU and INTW?

They also come from different issuers: Tradr and GraniteShares. Their fees differ too: 1.30% for RGTU and 1.50% for INTW.

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (5.93 vs -0.26), 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.