COIG vs. DBE
COIG (Leverage Shares 2X Long COIN Daily ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - COIG is a Leveraged Equities fund actively managed by Leverage Shares, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. COIG is actively managed, while DBE is passively managed. Over the past year, COIG returned -86.62% vs 57.60% for DBE. Their -0.04 correlation means they have often moved in opposite directions in the past. COIG charges 0.75%/yr vs 0.78%/yr for DBE.
Performance
COIG vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, COIG achieves a -71.60% return, which is significantly lower than DBE's 63.53% return.
COIG
- 1D
- -1.67%
- 1M
- -25.41%
- 6M
- -46.33%
- YTD
- -71.60%
- 1Y
- -86.62%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -62.61%
DBE
- 1D
- -0.24%
- 1M
- 9.43%
- 6M
- 46.31%
- YTD
- 63.53%
- 1Y
- 57.60%
- 3Y*
- 13.46%
- 5Y*
- 16.54%
- 10Y*
- 11.73%
- ALL TIME*
- 2.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.11M | $919.59K | $997.21K | |
| $1.42M | $1.12M | $1.57M |
COIG vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | -71.60% | -10.62% |
DBE Invesco DB Energy Fund | 63.53% | -1.56% |
Correlation
The correlation between COIG and DBE is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.14 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2025 | -0.04 |
The correlation between COIG and DBE shifts across timeframes, from -0.14 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COIG vs. DBE — Risk / Return Rank
COIG
DBE
COIG vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and Invesco DB Energy Fund (DBE). 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 | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -3.32 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.26 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.34 | -3.28 |
| Martin ratioReturn relative to average drawdown | -1.26 | 7.22 | -8.48 |
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Drawdowns
COIG vs. DBE - Drawdown Comparison
The maximum COIG drawdown since its inception was -93.94%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for COIG and DBE.
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Drawdown Indicators
| COIG | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.94% | -86.69% | -7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -91.96% | -24.72% | -67.24% |
Max Drawdown (3Y)Largest decline over 3 years | — | -24.72% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -93.62% | -37.92% | -55.70% |
Average DrawdownAverage peak-to-trough decline | -56.55% | -57.12% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.65% | 8.00% | +60.65% |
Volatility
COIG vs. DBE - Volatility Comparison
Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 40.41% compared to Invesco DB Energy Fund (DBE) at 15.65%. This indicates that COIG's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIG | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 40.41% | 15.65% | +24.76% |
Volatility (6M)Calculated over the trailing 6-month period | 107.98% | 33.76% | +74.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 134.21% | 37.85% | +96.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 144.64% | 30.19% | +114.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.64% | 28.63% | +116.01% |
COIG vs. DBE - Expense Ratio Comparison
COIG has a 0.75% expense ratio, which is lower than DBE's 0.78% expense ratio.
Dividends
COIG vs. DBE - Dividend Comparison
COIG has not paid dividends to shareholders, while DBE's dividend yield for the trailing twelve months is around 2.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBE Invesco DB Energy Fund | 2.36% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
Frequently Asked Questions
COIG and DBE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIG has higher volatility (40.41%) compared to DBE (15.65%). In terms of maximum drawdown, COIG dropped -93.94% vs DBE's -86.69%.
On 1-year performance, DBE leads with 57.60% vs -86.62% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, DBE has been the lower-risk option at 15.65%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DBE has performed better with a 57.60% return vs -86.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COIG is cheaper with a 0.75% expense ratio, compared with 0.78% for DBE.
DBE has the higher dividend yield at 2.36%, compared with 0.00% for COIG.
COIG is categorized as Leveraged Equities, while DBE is Oil & Gas. They also come from different issuers: Leverage Shares and Invesco. Their fees differ too: 0.75% for COIG and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.53 vs -0.65), 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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