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CUSIP
091748608
Issuer
Bitwise
Inception Date
Apr 1, 2025
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

ICOI Performance Chart

Bitwise COIN Option Income Strategy ETF (ICOI) is down 22.8% since the beginning of the year. ICOI is currently trading at $11 per share.


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S&P 500 Index

Returns By Period

Bitwise COIN Option Income Strategy ETF (ICOI) has returned -22.77% so far this year and -39.80% over the past 12 months.


Bitwise COIN Option Income Strategy ETF

1D
1.35%
1M
-13.08%
YTD
-22.77%
6M
-32.50%
1Y
-39.80%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.50%
1M
-0.17%
YTD
8.56%
6M
8.85%
1Y
22.93%
3Y*
19.37%
5Y*
11.84%
10Y*
13.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ICOI Monthly Returns History

Based on dividend-adjusted daily data since Apr 3, 2025, ICOI's average daily return is -0.06%, while the average monthly return is -1.53%.

Historically, 47% of months were positive and 53% were negative. The best month was Jun 2025 with a return of +17.5%, while the worst month was Nov 2025 at -20.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ICOI closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +15.4%, while the worst single day was Aug 1, 2025 at -15.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.92%-6.50%-7.30%5.04%5.63%-10.86%-22.77%
202513.47%7.06%17.52%5.13%-15.80%9.03%-2.67%-20.40%-12.43%-6.51%

Benchmark Metrics

Bitwise COIN Option Income Strategy ETF has an annualized alpha of -42.36%, beta of 1.66, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since April 03, 2025.

  • This ETF participated in 221.22% of S&P 500 Index downside but only -12.73% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.34 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-42.36%
Beta
1.66
0.34
Upside Capture
-12.73%
Downside Capture
221.22%

Expense Ratio

ICOI has a high expense ratio of 0.98%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ICOI ranks 4 for risk / return — in the bottom 4% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ICOI Risk / Return Rank: 44
Overall Rank
ICOI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ICOI Sortino Ratio Rank: 33
Sortino Ratio Rank
ICOI Omega Ratio Rank: 33
Omega Ratio Rank
ICOI Calmar Ratio Rank: 44
Calmar Ratio Rank
ICOI Martin Ratio Rank: 55
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bitwise COIN Option Income Strategy ETF (ICOI) and compare them to S&P 500 Index.

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.


ICOIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.67

Sortino ratioReturn per unit of downside risk

-3.55

Omega ratioGain probability vs. loss probability

0.87

1.34

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.69

2.53

-3.22

Martin ratioReturn relative to average drawdown

-1.06

11.37

-12.43

Dividends

Dividend History

Bitwise COIN Option Income Strategy ETF provided a 339.98% dividend yield over the last twelve months, with an annual payout of $35.73 per share.


247.40%$0.00$10.00$20.00$30.00$40.002025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$35.73$39.76

Dividend yield

339.98%247.40%

Monthly Dividends

The table displays the monthly dividend distributions for Bitwise COIN Option Income Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.50$0.61$0.52$0.25$0.26$0.00$2.15
2025$6.17$5.61$9.24$5.16$4.79$3.94$2.59$2.25$39.76

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Bitwise COIN Option Income Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bitwise COIN Option Income Strategy ETF was 58.10%, occurring on Feb 12, 2026. The portfolio has not yet recovered.

The current Bitwise COIN Option Income Strategy ETF drawdown is 55.56%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-58.10%Feb 2026
6mo 26d
10mo 27dJul 2025 - now
2025 selloff2025
-10.29%Apr 2025
4d1d
5dApr 2025 - Apr 2025
2025 selloff2025
-8.16%Jun 2025
20d8d
28dMay 2025 - Jun 2025
2025 selloff2025
-4.93%May 2025
0s1d
1dMay 2025 - May 2025
2025 selloff2025
-4.33%Jun 2025
0s2d
2dJun 2025 - Jun 2025

Drawdown Indicators


ICOIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-58.10%

-56.78%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-58.10%

-9.10%

-49.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-55.56%

-2.34%

-53.22%

Average Drawdown

Average peak-to-trough decline

-28.02%

-10.72%

-17.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.68%

2.02%

+35.66%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ICOI

Add Bitwise COIN Option Income Strategy ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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