COIG vs. BEG

Last updated Jun 23, 2026

COIG (Leverage Shares 2X Long COIN Daily ETF) and BEG (Leverage Shares 2X Long BE Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.32 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.

Performance

COIG vs. BEG - Performance Comparison

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

Returns By Period

In the year-to-date period, COIG achieves a -62.75% return, which is significantly lower than BEG's 778.97% return.

COIG

• 1D: 1.70%
• 1M: -24.51%
• YTD: -62.75%
• 6M: -69.27%
• 1Y: -85.23%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEG

• 1D: 10.53%
• 1M: 20.45%
• YTD: 778.97%
• 6M: 676.57%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COIG vs. BEG - Yearly Performance Comparison

	2026 (YTD)	2025
COIG Leverage Shares 2X Long COIN Daily ETF	-62.75%	-19.45%
BEG Leverage Shares 2X Long BE Daily ETF	778.97%	1.77%

Correlation

The correlation between COIG and BEG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 16, 2025	0.32

Return for Risk

COIG vs. BEG — Risk / Return Rank

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

COIG

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

BEG

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

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.

COIG vs. BEG - Risk-Adjusted Trends Comparison

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

	COIG	BEG	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	—	—
Sortino ratio: Return per unit of downside risk	-1.05	—	—
Omega ratio: Gain probability vs. loss probability	0.88	—	—
Calmar ratio: Return relative to maximum drawdown	-0.92	—	—
Martin ratio: Return relative to average drawdown	-1.24	—	—

Drawdowns

COIG vs. BEG - Drawdown Comparison

The maximum COIG drawdown since its inception was -92.67%, which is greater than BEG's maximum drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for COIG and BEG.

Drawdown Indicators

	COIG	BEG	Difference
Max Drawdown Largest peak-to-trough decline	-92.67%	-59.85%	-32.82%
Max Drawdown (1Y) Largest decline over 1 year	-92.67%	—	—
Current Drawdown Current decline from peak	-91.63%	0.00%	-91.63%
Average Drawdown Average peak-to-trough decline	-53.05%	-16.76%	-36.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	68.85%	—	—

Volatility

Volatility by Period

	COIG	BEG	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.76%	—	—
Volatility (6M) Calculated over the trailing 6-month period	101.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	135.60%	212.53%	-76.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	145.26%	212.53%	-67.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	145.26%	212.53%	-67.27%

COIG vs. BEG - Expense Ratio Comparison

Both COIG and BEG have an expense ratio of 0.75%.

Dividends

COIG vs. BEG - Dividend Comparison

Neither COIG nor BEG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COIG and BEG in my portfolio?

COIG and BEG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COIG or BEG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COIG or BEG?

COIG and BEG have the same expense ratio: 0.75% per year.

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

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