COIG vs. GMEU
COIG (Leverage Shares 2X Long COIN Daily ETF) and GMEU (T-Rex 2X Long GME Daily Target ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, COIG returned -91.61% vs -49.83% for GMEU. At a 0.30 correlation, their price movements are largely independent. COIG charges 0.75%/yr vs 1.50%/yr for GMEU.
Performance
COIG vs. GMEU - Performance Comparison
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Returns By Period
In the year-to-date period, COIG achieves a -72.36% return, which is significantly lower than GMEU's -13.20% return.
COIG
- 1D
- -10.09%
- 1M
- -40.56%
- YTD
- -72.36%
- 6M
- -75.50%
- 1Y
- -91.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMEU
- 1D
- -4.67%
- 1M
- -11.27%
- YTD
- -13.20%
- 6M
- -24.66%
- 1Y
- -49.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG vs. GMEU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | -72.36% | -20.58% |
GMEU T-Rex 2X Long GME Daily Target ETF | -13.20% | -65.67% |
Correlation
The correlation between COIG and GMEU is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 29, 2025 | 0.30 |
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Return for Risk
COIG vs. GMEU — Risk / Return Rank
COIG
GMEU
COIG vs. GMEU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and T-Rex 2X Long GME Daily Target ETF (GMEU). 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 | GMEU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.90 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.85 | -0.13 |
| Martin ratioReturn relative to average drawdown | -1.31 | -1.34 | +0.03 |
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Drawdowns
COIG vs. GMEU - Drawdown Comparison
The maximum COIG drawdown since its inception was -93.79%, which is greater than GMEU's maximum drawdown of -80.76%. Use the drawdown chart below to compare losses from any high point for COIG and GMEU.
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Drawdown Indicators
| COIG | GMEU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.79% | -80.76% | -13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -93.79% | -58.94% | -34.85% |
Current DrawdownCurrent decline from peak | -93.79% | -80.76% | -13.03% |
Average DrawdownAverage peak-to-trough decline | -53.42% | -63.80% | +10.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.59% | 37.17% | +32.42% |
Volatility
COIG vs. GMEU - Volatility Comparison
Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 37.32% compared to T-Rex 2X Long GME Daily Target ETF (GMEU) at 17.85%. This indicates that COIG's price experiences larger fluctuations and is considered to be riskier than GMEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIG | GMEU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.32% | 17.85% | +19.47% |
Volatility (6M)Calculated over the trailing 6-month period | 102.67% | 55.54% | +47.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.89% | 71.14% | +62.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.32% | 87.98% | +57.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.32% | 87.98% | +57.34% |
COIG vs. GMEU - Expense Ratio Comparison
COIG has a 0.75% expense ratio, which is lower than GMEU's 1.50% expense ratio.
Dividends
COIG vs. GMEU - Dividend Comparison
Neither COIG nor GMEU has paid dividends to shareholders.
Frequently Asked Questions
COIG and GMEU have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIG has higher volatility (37.32%) compared to GMEU (17.85%). In terms of maximum drawdown, COIG dropped -93.79% vs GMEU's -80.76%.
On 1-year performance, GMEU leads with -49.83% vs -91.61% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, GMEU has been the lower-risk option at 17.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GMEU has performed better with a -49.83% return vs -91.61%. 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 1.50% for GMEU.
COIG and GMEU have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and T-Rex. Their fees differ too: 0.75% for COIG and 1.50% for GMEU.
COIG currently has the higher Sharpe Ratio (-0.69 vs -0.70), 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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