COIG vs. BRKL

Last updated Aug 2, 2026

COIG (Leverage Shares 2X Long COIN Daily ETF) and BRKL (Corgi BRKB 2x Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their -0.17 correlation means they have often moved in opposite directions in the past. COIG charges 0.75%/yr vs 0.45%/yr for BRKL.

Performance

COIG vs. BRKL - Performance Comparison

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

Returns By Period

COIG

• 1D: -21.82%
• 1M: -26.28%
• 6M: -62.23%
• YTD: -73.05%
• 1Y: -88.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -64.35%

BRKL

• 1D: 0.85%
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BRKL Corgi BRKB 2x Daily ETF	$853.16	$14.75K	$14.75K
COIG Leverage Shares 2X Long COIN Daily ETF	$1.05M	$858.94K	$991.71K

COIG vs. BRKL - Yearly Performance Comparison

	2026 (YTD)
COIG Leverage Shares 2X Long COIN Daily ETF	-29.22%
BRKL Corgi BRKB 2x Daily ETF	1.48%

Correlation

The correlation between COIG and BRKL is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 7, 2026	-0.17

Return for Risk

COIG vs. BRKL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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: 1

BRKL

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

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COIG vs. BRKL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and Corgi BRKB 2x Daily ETF (BRKL). 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	BRKL	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	—	—
Sortino ratio: Return per unit of downside risk	-1.64	—	—
Omega ratio: Gain probability vs. loss probability	0.82	—	—
Calmar ratio: Return relative to maximum drawdown	-1.01	—	—
Martin ratio: Return relative to average drawdown	-1.36	—	—

Drawdowns

COIG vs. BRKL - Drawdown Comparison

The maximum COIG drawdown since its inception was -93.94%, which is greater than BRKL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for COIG and BRKL.

Drawdown Indicators

	COIG	BRKL	Difference
Max Drawdown Largest peak-to-trough decline	-93.94%	-7.03%	-86.91%
Max Drawdown (1Y) Largest decline over 1 year	-91.96%	—	—
Current Drawdown Current decline from peak	-93.94%	-0.13%	-93.81%
Average Drawdown Average peak-to-trough decline	-56.23%	-4.14%	-52.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	70.49%	—	—

Volatility

Volatility by Period

	COIG	BRKL	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.31%	—	—
Volatility (6M) Calculated over the trailing 6-month period	108.39%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	137.96%	30.99%	+106.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	145.17%	30.99%	+114.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	145.17%	30.99%	+114.18%

COIG vs. BRKL - Expense Ratio Comparison

COIG has a 0.75% expense ratio, which is higher than BRKL's 0.45% expense ratio.

Dividends

COIG vs. BRKL - Dividend Comparison

Neither COIG nor BRKL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COIG and BRKL in my portfolio?

COIG and BRKL have a correlation of -0.17, 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 BRKL?

On fees, BRKL is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COIG or BRKL?

BRKL is cheaper with a 0.45% expense ratio, compared with 0.75% for COIG.

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

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

What is the main difference between COIG and BRKL?

They also come from different issuers: Leverage Shares and Corgi. Their fees differ too: 0.75% for COIG and 0.45% for BRKL.