XTJL vs. INTW

Last updated Jun 23, 2026

XTJL (Innovator U.S. Equity 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, XTJL returned 14.97% vs 2279.34% for INTW. At a 0.39 correlation, their price movements are largely independent. XTJL charges 0.79%/yr vs 1.50%/yr for INTW.

Performance

XTJL vs. INTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) 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, XTJL achieves a 5.67% return, which is significantly lower than INTW's 871.59% return.

XTJL

• 1D: 0.07%
• 1M: 0.51%
• YTD: 5.67%
• 6M: 5.52%
• 1Y: 14.97%
• 3Y*: 14.44%
• 5Y*: —
• 10Y*: —

INTW

• 1D: 10.59%
• 1M: 28.23%
• YTD: 871.59%
• 6M: 897.00%
• 1Y: 2,279.34%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XTJL vs. INTW - Yearly Performance Comparison

	2026 (YTD)	2025
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	5.67%	12.89%
INTW GraniteShares 2x Long INTC Daily ETF	871.59%	60.89%

Correlation

The correlation between XTJL and INTW is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (All Time) Calculated using the full available price history since Feb 13, 2025	0.39

XTJL vs. INTW - Sectors Allocation Comparison

Sectors	XTJL	INTW
Technology	38.4%	66.7%
Financial Services	11.0%	-
Communication Services	10.8%	-
Consumer Cyclical	10.0%	-
Healthcare	8.4%	-
Industrials	7.9%	-
Consumer Defensive	4.6%	-
Energy	3.2%	-
Utilities	2.1%	-
Real Estate	1.8%	-
Basic Materials	1.7%	-

Return for Risk

XTJL vs. INTW — Risk / Return Rank

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

XTJL

XTJL Risk / Return Rank: 72
XTJL Sharpe Ratio Rank: 64
XTJL Sortino Ratio Rank: 70
XTJL Omega Ratio Rank: 80
XTJL Calmar Ratio Rank: 61
XTJL Martin Ratio Rank: 84

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.

XTJL vs. INTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) 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.

	XTJL	INTW	Difference
Sharpe ratio: Return per unit of total volatility	2.05	15.45	-13.41
Sortino ratio: Return per unit of downside risk	3.04	5.37	-2.33
Omega ratio: Gain probability vs. loss probability	1.45	1.68	-0.23
Calmar ratio: Return relative to maximum drawdown	2.94	46.81	-43.87
Martin ratio: Return relative to average drawdown	16.63	106.28	-89.64

XTJL vs. INTW - Sharpe Ratio Comparison

The current XTJL Sharpe Ratio is 2.05, which is lower than the INTW Sharpe Ratio of 15.45. The chart below compares the historical Sharpe Ratios of XTJL 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

XTJL vs. INTW - Drawdown Comparison

The maximum XTJL drawdown since its inception was -23.24%, smaller than the maximum INTW drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for XTJL and INTW.

Drawdown Indicators

	XTJL	INTW	Difference
Max Drawdown Largest peak-to-trough decline	-23.24%	-60.58%	+37.34%
Max Drawdown (1Y) Largest decline over 1 year	-5.12%	-49.34%	+44.22%
Max Drawdown (3Y) Largest decline over 3 years	-16.70%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.00%	-29.71%	+25.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.90%	21.69%	-20.79%

Volatility

XTJL vs. INTW - Volatility Comparison

The current volatility for Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) is 0.36%, while GraniteShares 2x Long INTC Daily ETF (INTW) has a volatility of 53.88%. This indicates that XTJL 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

	XTJL	INTW	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.36%	53.88%	-53.52%
Volatility (6M) Calculated over the trailing 6-month period	5.66%	118.13%	-112.47%
Volatility (1Y) Calculated over the trailing 1-year period	7.36%	149.77%	-142.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.14%	148.63%	-133.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.14%	148.63%	-133.49%

XTJL vs. INTW - Expense Ratio Comparison

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

Dividends

XTJL vs. INTW - Dividend Comparison

Neither XTJL nor INTW has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XTJL and INTW in my portfolio?

XTJL and INTW have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XTJL or INTW?

INTW has higher volatility (53.88%) compared to XTJL (0.36%). In terms of maximum drawdown, XTJL dropped -23.24% vs INTW's -60.58%.

Which ETF is better, XTJL or INTW?

On 1-year performance, INTW leads with 2279.34% vs 14.97% for XTJL. On fees, XTJL is cheaper at 0.79% per year. On volatility, XTJL has been the lower-risk option at 0.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XTJL or INTW?

Over the 1-year period, INTW has performed better with a 2279.34% return vs 14.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XTJL or INTW?

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

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

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

What is the main difference between XTJL and INTW?

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

Which has better risk-adjusted returns?

INTW currently has the higher Sharpe Ratio (15.45 vs 2.05), 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.