COIG vs. NFLU
COIG (Leverage Shares 2X Long COIN Daily ETF) and NFLU (T-REX 2X Long Netflix Daily Target ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, COIG returned -91.61% vs -75.81% for NFLU. At a 0.26 correlation, their price movements are largely independent. COIG charges 0.75%/yr vs 1.05%/yr for NFLU.
Performance
COIG vs. NFLU - 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 NFLU's -49.57% return.
COIG
- 1D
- -10.09%
- 1M
- -40.56%
- YTD
- -72.36%
- 6M
- -75.50%
- 1Y
- -91.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLU
- 1D
- -2.73%
- 1M
- -35.77%
- YTD
- -49.57%
- 6M
- -49.65%
- 1Y
- -75.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG vs. NFLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | -72.36% | -10.62% |
NFLU T-REX 2X Long Netflix Daily Target ETF | -49.57% | -7.31% |
Correlation
The correlation between COIG and NFLU is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2025 | 0.26 |
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Return for Risk
COIG vs. NFLU — Risk / Return Rank
COIG
NFLU
COIG vs. NFLU - 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 Netflix Daily Target ETF (NFLU). 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 | NFLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 0.72 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | -0.97 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.31 | -1.53 | +0.21 |
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Drawdowns
COIG vs. NFLU - Drawdown Comparison
The maximum COIG drawdown since its inception was -93.79%, which is greater than NFLU's maximum drawdown of -77.98%. Use the drawdown chart below to compare losses from any high point for COIG and NFLU.
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Drawdown Indicators
| COIG | NFLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.79% | -77.98% | -15.81% |
Max Drawdown (1Y)Largest decline over 1 year | -93.79% | -77.98% | -15.81% |
Current DrawdownCurrent decline from peak | -93.79% | -77.98% | -15.81% |
Average DrawdownAverage peak-to-trough decline | -53.42% | -29.40% | -24.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 69.59% | 49.56% | +20.03% |
Volatility
COIG vs. NFLU - Volatility Comparison
Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 37.32% compared to T-REX 2X Long Netflix Daily Target ETF (NFLU) at 16.05%. This indicates that COIG's price experiences larger fluctuations and is considered to be riskier than NFLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIG | NFLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 37.32% | 16.05% | +21.27% |
Volatility (6M)Calculated over the trailing 6-month period | 102.67% | 50.96% | +51.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.89% | 67.68% | +66.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.32% | 68.97% | +76.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.32% | 68.97% | +76.35% |
COIG vs. NFLU - Expense Ratio Comparison
COIG has a 0.75% expense ratio, which is lower than NFLU's 1.05% expense ratio.
Dividends
COIG vs. NFLU - Dividend Comparison
Neither COIG nor NFLU has paid dividends to shareholders.
Frequently Asked Questions
COIG and NFLU have a correlation of 0.21, 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 NFLU (16.05%). In terms of maximum drawdown, COIG dropped -93.79% vs NFLU's -77.98%.
On 1-year performance, NFLU leads with -75.81% vs -91.61% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, NFLU has been the lower-risk option at 16.05%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NFLU has performed better with a -75.81% 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 1.05% for NFLU.
COIG and NFLU have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and REX Shares. Their fees differ too: 0.75% for COIG and 1.05% for NFLU.
COIG currently has the higher Sharpe Ratio (-0.69 vs -1.12), 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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