BRKU vs. COIG

Last updated Jun 5, 2026

BRKU (Direxion Daily BRKB Bull 2X Shares) and COIG (Leverage Shares 2X Long COIN Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, BRKU returned -15.80% vs -78.85% for COIG. At a 0.04 correlation, their price movements are largely independent. BRKU charges 0.97%/yr vs 0.75%/yr for COIG.

Performance

BRKU vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily BRKB Bull 2X Shares (BRKU) and Leverage Shares 2X Long COIN Daily ETF (COIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BRKU achieves a -13.68% return, which is significantly higher than COIG's -61.94% return.

BRKU

• 1D: 1.28%
• 1M: 4.82%
• YTD: -13.68%
• 6M: -14.64%
• 1Y: -15.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIG

• 1D: -0.23%
• 1M: -34.67%
• YTD: -61.94%
• 6M: -74.70%
• 1Y: -78.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BRKU vs. COIG - Yearly Performance Comparison

	2026 (YTD)	2025
BRKU Direxion Daily BRKB Bull 2X Shares	-13.68%	-14.85%
COIG Leverage Shares 2X Long COIN Daily ETF	-61.94%	-9.46%

Correlation

The correlation between BRKU and COIG is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Mar 17, 2025	0.04

Return for Risk

BRKU vs. COIG — Risk / Return Rank

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

BRKU

BRKU Risk / Return Rank: 3
BRKU Sharpe Ratio Rank: 4
BRKU Sortino Ratio Rank: 4
BRKU Omega Ratio Rank: 4
BRKU Calmar Ratio Rank: 3
BRKU Martin Ratio Rank: 1

COIG

COIG Risk / Return Rank: 4
COIG Sharpe Ratio Rank: 4
COIG Sortino Ratio Rank: 4
COIG Omega Ratio Rank: 5
COIG Calmar Ratio Rank: 2
COIG Martin Ratio Rank: 3

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.

BRKU vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily BRKB Bull 2X Shares (BRKU) and Leverage Shares 2X Long COIN Daily ETF (COIG). 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.

	BRKU	COIG	Difference
Sharpe ratio: Return per unit of total volatility	-0.57	-0.57	-0.01
Sortino ratio: Return per unit of downside risk	-0.65	-0.63	-0.01
Omega ratio: Gain probability vs. loss probability	0.92	0.93	-0.01
Calmar ratio: Return relative to maximum drawdown	-0.72	-0.86	+0.14
Martin ratio: Return relative to average drawdown	-1.45	-1.19	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRKU vs. COIG - Sharpe Ratio Comparison

The current BRKU Sharpe Ratio is -0.57, which is comparable to the COIG Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of BRKU and COIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BRKU	COIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	-0.57	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.24	-0.40	+0.16

Drawdowns

BRKU vs. COIG - Drawdown Comparison

The maximum BRKU drawdown since its inception was -35.37%, smaller than the maximum COIG drawdown of -92.06%. Use the drawdown chart below to compare losses from any high point for BRKU and COIG.

Drawdown Indicators

	BRKU	COIG	Difference
Max Drawdown Largest peak-to-trough decline	-35.37%	-92.06%	+56.69%
Max Drawdown (1Y) Largest decline over 1 year	-22.06%	-92.06%	+70.00%
Current Drawdown Current decline from peak	-32.26%	-91.44%	+59.18%
Average Drawdown Average peak-to-trough decline	-18.91%	-51.83%	+32.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.93%	66.13%	-55.20%

Volatility

BRKU vs. COIG - Volatility Comparison

The current volatility for Direxion Daily BRKB Bull 2X Shares (BRKU) is 7.11%, while Leverage Shares 2X Long COIN Daily ETF (COIG) has a volatility of 37.76%. This indicates that BRKU experiences smaller price fluctuations and is considered to be less risky than COIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRKU	COIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.11%	37.76%	-30.65%
Volatility (6M) Calculated over the trailing 6-month period	20.71%	100.15%	-79.44%
Volatility (1Y) Calculated over the trailing 1-year period	27.76%	138.95%	-111.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.39%	146.21%	-111.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.39%	146.21%	-111.82%

BRKU vs. COIG - Expense Ratio Comparison

BRKU has a 0.97% expense ratio, which is higher than COIG's 0.75% expense ratio.

Dividends

BRKU vs. COIG - Dividend Comparison

BRKU's dividend yield for the trailing twelve months is around 2.95%, while COIG has not paid dividends to shareholders.

Position	TTM	2025
BRKU Direxion Daily BRKB Bull 2X Shares	2.95%	2.44%
COIG Leverage Shares 2X Long COIN Daily ETF	0.00%	0.00%

Frequently Asked Questions

Can I hold both BRKU and COIG in my portfolio?

BRKU and COIG have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BRKU or COIG?

COIG has higher volatility (37.76%) compared to BRKU (7.11%). In terms of maximum drawdown, BRKU dropped -35.37% vs COIG's -92.06%.

Which ETF is better, BRKU or COIG?

On 1-year performance, BRKU leads with -15.80% vs -78.85% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, BRKU has been the lower-risk option at 7.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BRKU or COIG?

Over the 1-year period, BRKU has performed better with a -15.80% return vs -78.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BRKU or COIG?

COIG is cheaper with a 0.75% expense ratio, compared with 0.97% for BRKU.

Which ETF pays a higher dividend yield, BRKU or COIG?

BRKU has the higher dividend yield at 2.95%, compared with 0.00% for COIG.

What is the main difference between BRKU and COIG?

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 0.97% for BRKU and 0.75% for COIG.

Which has better risk-adjusted returns?

COIG currently has the higher Sharpe Ratio (-0.57 vs -0.57), 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.