UBEW vs. INTW
UBEW (Roundhill UBER WeeklyPay ETF) and INTW (GraniteShares 2x Long INTC Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their 0.02 correlation means their historical movements had little consistent relationship. UBEW charges 0.99%/yr vs 1.50%/yr for INTW.
Performance
UBEW vs. INTW - Performance Comparison
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Returns By Period
In the year-to-date period, UBEW achieves a -18.40% return, which is significantly lower than INTW's 259.86% return.
UBEW
- 1D
- -0.02%
- 1M
- -6.79%
- 6M
- -16.16%
- YTD
- -18.40%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
INTW
- 1D
- -2.27%
- 1M
- -47.68%
- 6M
- 152.57%
- YTD
- 259.86%
- 1Y
- 991.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 233.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $147.32M | $136.96M | $217.62M | |
| $64.73K | $104.09K | $137.20K |
UBEW vs. INTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
UBEW Roundhill UBER WeeklyPay ETF | -18.40% | -16.62% |
INTW GraniteShares 2x Long INTC Daily ETF | 259.86% | -6.90% |
Correlation
The correlation between UBEW and INTW is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 23, 2025 | 0.02 |
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Return for Risk
UBEW vs. INTW — Risk / Return Rank
UBEW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
INTW
UBEW vs. INTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill UBER WeeklyPay ETF (UBEW) 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.
| UBEW | INTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.49 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 13.60 | — |
| Martin ratioReturn relative to average drawdown | — | 36.74 | — |
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Drawdowns
UBEW vs. INTW - Drawdown Comparison
The maximum UBEW drawdown since its inception was -41.53%, smaller than the maximum INTW drawdown of -69.16%. Use the drawdown chart below to compare losses from any high point for UBEW and INTW.
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Drawdown Indicators
| UBEW | INTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -69.16% | +27.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -69.16% | — |
Current DrawdownCurrent decline from peak | -36.87% | -62.96% | +26.09% |
Average DrawdownAverage peak-to-trough decline | -26.92% | -30.60% | +3.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 25.56% | — |
Volatility
UBEW vs. INTW - Volatility Comparison
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Volatility by Period
| UBEW | INTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 48.12% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 117.12% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 43.30% | 157.38% | -114.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.30% | 150.65% | -107.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.30% | 150.65% | -107.35% |
UBEW vs. INTW - Expense Ratio Comparison
UBEW has a 0.99% expense ratio, which is lower than INTW's 1.50% expense ratio.
Dividends
UBEW vs. INTW - Dividend Comparison
UBEW's dividend yield for the trailing twelve months is around 41.60%, while INTW has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
INTW GraniteShares 2x Long INTC Daily ETF | 0.00% | 0.00% |
UBEW Roundhill UBER WeeklyPay ETF | 41.60% | 8.98% |
Frequently Asked Questions
UBEW and INTW have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, UBEW is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
UBEW is cheaper with a 0.99% expense ratio, compared with 1.50% for INTW.
UBEW has the higher dividend yield at 41.60%, compared with 0.00% for INTW.
They also come from different issuers: Roundhill and GraniteShares. Their fees differ too: 0.99% for UBEW and 1.50% for INTW.
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