COIG vs. PLTG

Last updated Aug 2, 2026

COIG (Leverage Shares 2X Long COIN Daily ETF) and PLTG (Leverage Shares 2X Long PLTR Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. Over the past year, COIG returned -88.75% vs -58.52% for PLTG. Their 0.52 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.75% expense ratio.

Performance

COIG vs. PLTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long COIN Daily ETF (COIG) and Leverage Shares 2X Long PLTR Daily ETF (PLTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COIG achieves a -73.05% return, which is significantly lower than PLTG's -63.05% return.

COIG

• 1D: -21.82%
• 1M: -26.28%
• 6M: -62.23%
• YTD: -73.05%
• 1Y: -88.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -64.35%

PLTG

• 1D: 1.90%
• 1M: -11.61%
• 6M: -44.23%
• YTD: -63.05%
• 1Y: -58.52%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -21.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COIG Leverage Shares 2X Long COIN Daily ETF	$1.05M	$858.94K	$991.71K
PLTG Leverage Shares 2X Long PLTR Daily ETF	$2.36M	$3.34M	$5.05M

COIG vs. PLTG - Yearly Performance Comparison

	2026 (YTD)	2025
COIG Leverage Shares 2X Long COIN Daily ETF	-73.05%	-19.81%
PLTG Leverage Shares 2X Long PLTR Daily ETF	-63.05%	100.70%

Correlation

The correlation between COIG and PLTG is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.52
Correlation (All Time) Calculated using the full available price history since Apr 25, 2025	0.52

The correlation between COIG and PLTG has been stable across timeframes, ranging from 0.52 to 0.52 - a consistent structural relationship.

Return for Risk

COIG vs. PLTG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COIG

COIG Risk / Return Rank: 2
COIG Sharpe Ratio Rank: 4
COIG Sortino Ratio Rank: 1
COIG Omega Ratio Rank: 2
COIG Calmar Ratio Rank: 0
COIG Martin Ratio Rank: 1

PLTG

PLTG Risk / Return Rank: 4
PLTG Sharpe Ratio Rank: 4
PLTG Sortino Ratio Rank: 6
PLTG Omega Ratio Rank: 5
PLTG Calmar Ratio Rank: 3
PLTG Martin Ratio Rank: 3

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COIG vs. PLTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and Leverage Shares 2X Long PLTR Daily ETF (PLTG). 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	PLTG	Difference
Sharpe ratio: Return per unit of total volatility	-0.67	-0.58	-0.09
Sortino ratio: Return per unit of downside risk	-1.64	-0.49	-1.15
Omega ratio: Gain probability vs. loss probability	0.82	0.94	-0.12
Calmar ratio: Return relative to maximum drawdown	-1.01	-0.76	-0.25
Martin ratio: Return relative to average drawdown	-1.36	-1.23	-0.13

COIG vs. PLTG - Sharpe Ratio Comparison

The current COIG Sharpe Ratio is -0.67, which is comparable to the PLTG Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of COIG and PLTG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COIG vs. PLTG - Drawdown Comparison

The maximum COIG drawdown since its inception was -93.94%, which is greater than PLTG's maximum drawdown of -80.11%. Use the drawdown chart below to compare losses from any high point for COIG and PLTG.

Drawdown Indicators

	COIG	PLTG	Difference
Max Drawdown Largest peak-to-trough decline	-93.94%	-80.11%	-13.83%
Max Drawdown (1Y) Largest decline over 1 year	-91.96%	-80.11%	-11.85%
Current Drawdown Current decline from peak	-93.94%	-74.89%	-19.05%
Average Drawdown Average peak-to-trough decline	-56.23%	-35.51%	-20.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	70.49%	49.28%	+21.21%

Volatility

COIG vs. PLTG - Volatility Comparison

Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 41.31% compared to Leverage Shares 2X Long PLTR Daily ETF (PLTG) at 27.31%. This indicates that COIG's price experiences larger fluctuations and is considered to be riskier than PLTG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COIG	PLTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.31%	27.31%	+14.00%
Volatility (6M) Calculated over the trailing 6-month period	108.39%	82.19%	+26.20%
Volatility (1Y) Calculated over the trailing 1-year period	137.96%	104.68%	+33.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	145.17%	105.88%	+39.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	145.17%	105.88%	+39.29%

COIG vs. PLTG - Expense Ratio Comparison

Both COIG and PLTG have an expense ratio of 0.75%.

Dividends

COIG vs. PLTG - Dividend Comparison

COIG has not paid dividends to shareholders, while PLTG's dividend yield for the trailing twelve months is around 49.09%.

Position	TTM	2025
COIG Leverage Shares 2X Long COIN Daily ETF	0.00%	0.00%
PLTG Leverage Shares 2X Long PLTR Daily ETF	49.09%	18.14%

Frequently Asked Questions

Can I hold both COIG and PLTG in my portfolio?

COIG and PLTG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COIG or PLTG?

COIG has higher volatility (41.31%) compared to PLTG (27.31%). In terms of maximum drawdown, COIG dropped -93.94% vs PLTG's -80.11%.

Which ETF is better, COIG or PLTG?

On 1-year performance, PLTG leads with -58.52% vs -88.75% for COIG. Both ETFs have the same 0.75% expense ratio. On volatility, PLTG has been the lower-risk option at 27.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COIG or PLTG?

Over the 1-year period, PLTG has performed better with a -58.52% return vs -88.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COIG or PLTG?

COIG and PLTG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, COIG or PLTG?

PLTG has the higher dividend yield at 49.09%, compared with 0.00% for COIG.

Which has better risk-adjusted returns?

PLTG currently has the higher Sharpe Ratio (-0.58 vs -0.67), 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.