AMD's APUs are actually more powerful than almost all Intel iGPUs. The only one that's competitive is Iris Pro 580 with the eDRAM addon, known in a previous incarnation as Crystalwell (not all Iris Pro 580s have this).

The tradeoff is that the CPU half of AMD's processors is kinda bad - they are all derived from either Jaguar laptop processors or Bulldozer, they desperately need to be refreshed with Ryzen. So Intel has the better CPU but a mediocre GPU (unless you splash out for Crystalwell), and AMD has mediocre CPUs but a good GPU...

AMD's non-APU processors (FX, Ryzen, TR, Epyc) do not have iGPUs however, same goes for Intel's lines of server chips (X99/X299/etc). This is something that is only in "client" processors.