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 -92.41% vs -77.60% for NFLU. At a 0.27 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 -67.52% return, which is significantly lower than NFLU's -53.51% return.
COIG
- 1D
- -6.37%
- 1M
- -13.28%
- 6M
- -70.77%
- YTD
- -67.52%
- 1Y
- -92.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
NFLU
- 1D
- -15.52%
- 1M
- -22.39%
- 6M
- -47.05%
- YTD
- -53.51%
- 1Y
- -77.60%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG vs. NFLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | -67.52% | -10.62% |
NFLU T-REX 2X Long Netflix Daily Target ETF | -53.51% | -7.31% |
Correlation
The correlation between COIG and NFLU is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2025 | 0.27 |
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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 | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 0.72 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | -1.02 | +0.03 |
| Martin ratioReturn relative to average drawdown | -1.26 | -1.67 | +0.41 |
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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 -79.71%. 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% | -79.71% | -14.08% |
Max Drawdown (1Y)Largest decline over 1 year | -93.79% | -76.28% | -17.51% |
Current DrawdownCurrent decline from peak | -92.70% | -79.71% | -12.99% |
Average DrawdownAverage peak-to-trough decline | -55.16% | -30.96% | -24.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 73.12% | 48.90% | +24.22% |
Volatility
COIG vs. NFLU - Volatility Comparison
Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 32.98% compared to T-REX 2X Long Netflix Daily Target ETF (NFLU) at 27.70%. 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 | 32.98% | 27.70% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 104.03% | 55.85% | +48.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 133.93% | 70.66% | +63.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 144.06% | 70.04% | +74.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.06% | 70.04% | +74.02% |
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 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COIG has higher volatility (32.98%) compared to NFLU (27.70%). In terms of maximum drawdown, COIG dropped -93.79% vs NFLU's -79.71%.
On 1-year performance, NFLU leads with -77.60% vs -92.41% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, NFLU has been the lower-risk option at 27.70%. 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 -77.60% return vs -92.41%. 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 -1.10), 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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