COIG vs. CSHP
COIG (Leverage Shares 2X Long COIN Daily ETF) and CSHP (iShares Enhanced Short-Term Bond Active ETF) are both exchange-traded funds - COIG is a Leveraged Equities fund actively managed by Leverage Shares, while CSHP is a Ultrashort Bond fund actively managed by iShares. Both are actively managed. Over the past year, COIG returned -85.23% vs 3.96% for CSHP. At a correlation of -0.08, they often move in opposite directions. COIG charges 0.75%/yr vs 0.20%/yr for CSHP.
Performance
COIG vs. CSHP - Performance Comparison
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Returns By Period
In the year-to-date period, COIG achieves a -62.75% return, which is significantly lower than CSHP's 1.86% return.
COIG
- 1D
- 1.70%
- 1M
- -24.51%
- YTD
- -62.75%
- 6M
- -69.27%
- 1Y
- -85.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CSHP
- 1D
- -0.01%
- 1M
- 0.30%
- YTD
- 1.86%
- 6M
- 1.93%
- 1Y
- 3.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG vs. CSHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | -62.75% | -10.62% |
CSHP iShares Enhanced Short-Term Bond Active ETF | 1.86% | 3.31% |
Correlation
The correlation between COIG and CSHP is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2025 | -0.08 |
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Return for Risk
COIG vs. CSHP — Risk / Return Rank
COIG
CSHP
COIG vs. CSHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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 | CSHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -11.85 | ||
| Sortino ratioReturn per unit of downside risk | -29.36 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 6.67 | -5.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | 65.84 | -66.77 |
| Martin ratioReturn relative to average drawdown | -1.24 | 395.75 | -396.99 |
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Drawdowns
COIG vs. CSHP - Drawdown Comparison
The maximum COIG drawdown since its inception was -92.67%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for COIG and CSHP.
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Drawdown Indicators
| COIG | CSHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.67% | -0.08% | -92.59% |
Max Drawdown (1Y)Largest decline over 1 year | -92.67% | -0.06% | -92.61% |
Current DrawdownCurrent decline from peak | -91.63% | -0.01% | -91.62% |
Average DrawdownAverage peak-to-trough decline | -53.05% | -0.00% | -53.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.85% | 0.01% | +68.84% |
Volatility
COIG vs. CSHP - Volatility Comparison
Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 35.76% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.15%. This indicates that COIG's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIG | CSHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.76% | 0.15% | +35.61% |
Volatility (6M)Calculated over the trailing 6-month period | 101.76% | 0.27% | +101.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.60% | 0.36% | +135.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.26% | 0.41% | +144.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.26% | 0.41% | +144.85% |
COIG vs. CSHP - Expense Ratio Comparison
COIG has a 0.75% expense ratio, which is higher than CSHP's 0.20% expense ratio.
Dividends
COIG vs. CSHP - Dividend Comparison
COIG has not paid dividends to shareholders, while CSHP's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | 0.00% | 0.00% | 0.00% |
CSHP iShares Enhanced Short-Term Bond Active ETF | 3.91% | 5.39% | 1.96% |
Frequently Asked Questions
COIG and CSHP have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIG has higher volatility (35.76%) compared to CSHP (0.15%). In terms of maximum drawdown, COIG dropped -92.67% vs CSHP's -0.08%.
On 1-year performance, CSHP leads with 3.96% vs -85.23% for COIG. On fees, CSHP is cheaper at 0.20% per year. On volatility, CSHP has been the lower-risk option at 0.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CSHP has performed better with a 3.96% return vs -85.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CSHP is cheaper with a 0.20% expense ratio, compared with 0.75% for COIG.
CSHP has the higher dividend yield at 3.91%, compared with 0.00% for COIG.
COIG is categorized as Leveraged Equities, while CSHP is Ultrashort Bond. They also come from different issuers: Leverage Shares and iShares. Their fees differ too: 0.75% for COIG and 0.20% for CSHP.
CSHP currently has the higher Sharpe Ratio (11.22 vs -0.63), 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.
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