BULG vs. COIG

Last updated Jul 17, 2026

BULG (Leverage Shares 2X Long BULL Daily ETF) and COIG (Leverage Shares 2X Long COIN Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. A 0.58 correlation means they provide meaningful diversification when combined. BULG charges 0.87%/yr vs 0.75%/yr for COIG.

Performance

BULG vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long BULL Daily ETF (BULG) 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, BULG achieves a -34.45% return, which is significantly higher than COIG's -65.31% return.

BULG

• 1D: -4.08%
• 1M: 20.58%
• 6M: -39.85%
• YTD: -34.45%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIG

• 1D: -6.34%
• 1M: -12.24%
• 6M: -68.41%
• YTD: -65.31%
• 1Y: -91.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BULG vs. COIG - Yearly Performance Comparison

	2026 (YTD)	2025
BULG Leverage Shares 2X Long BULL Daily ETF	-34.45%	-81.03%
COIG Leverage Shares 2X Long COIN Daily ETF	-65.31%	-56.48%

Correlation

The correlation between BULG and COIG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 11, 2025	0.58

Return for Risk

BULG vs. COIG — Risk / Return Rank

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

BULG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COIG

COIG Risk / Return Rank: 2
COIG Sharpe Ratio Rank: 4
COIG Sortino Ratio Rank: 1
COIG Omega Ratio Rank: 2
COIG Calmar Ratio Rank: 0
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.

BULG vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BULL Daily ETF (BULG) 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.

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.

	BULG	COIG	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.68	—
Sortino ratio: Return per unit of downside risk	—	-1.62	—
Omega ratio: Gain probability vs. loss probability	—	0.82	—
Calmar ratio: Return relative to maximum drawdown	—	-0.98	—
Martin ratio: Return relative to average drawdown	—	-1.25	—

Drawdowns

BULG vs. COIG - Drawdown Comparison

The maximum BULG drawdown since its inception was -94.19%, roughly equal to the maximum COIG drawdown of -93.79%. Use the drawdown chart below to compare losses from any high point for BULG and COIG.

Drawdown Indicators

	BULG	COIG	Difference
Max Drawdown Largest peak-to-trough decline	-94.19%	-93.79%	-0.40%
Max Drawdown (1Y) Largest decline over 1 year	—	-93.79%	—
Current Drawdown Current decline from peak	-87.57%	-92.20%	+4.63%
Average Drawdown Average peak-to-trough decline	-71.95%	-55.05%	-16.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	72.88%	—

Volatility

Volatility by Period

	BULG	COIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	32.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	103.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	118.25%	133.93%	-15.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	118.25%	144.16%	-25.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	118.25%	144.16%	-25.91%

BULG vs. COIG - Expense Ratio Comparison

BULG has a 0.87% expense ratio, which is higher than COIG's 0.75% expense ratio.

Dividends

BULG vs. COIG - Dividend Comparison

Neither BULG nor COIG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both BULG and COIG in my portfolio?

BULG and COIG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BULG or COIG?

On fees, COIG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BULG or COIG?

COIG is cheaper with a 0.75% expense ratio, compared with 0.87% for BULG.

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

BULG and COIG have nearly identical dividend yields, around 0.00%.

What is the main difference between BULG and COIG?

Their fees differ too: 0.87% for BULG and 0.75% for COIG.