COIG vs. RDTL
COIG (Leverage Shares 2X Long COIN Daily ETF) and RDTL (GraniteShares 2x Long RDDT Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, COIG returned -85.23% vs -17.21% for RDTL. At a 0.44 correlation, their price movements are largely independent. COIG charges 0.75%/yr vs 1.50%/yr for RDTL.
Performance
COIG vs. RDTL - Performance Comparison
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Returns By Period
In the year-to-date period, COIG achieves a -62.75% return, which is significantly lower than RDTL's -59.26% return.
COIG
- 1D
- 1.70%
- 1M
- -24.51%
- YTD
- -62.75%
- 6M
- -69.27%
- 1Y
- -85.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
RDTL
- 1D
- -4.71%
- 1M
- 35.48%
- YTD
- -59.26%
- 6M
- -60.59%
- 1Y
- -17.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG vs. RDTL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COIG Leverage Shares 2X Long COIN Daily ETF | -62.75% | -24.97% |
RDTL GraniteShares 2x Long RDDT Daily ETF | -59.26% | 104.22% |
Correlation
The correlation between COIG and RDTL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 2025 | 0.44 |
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Return for Risk
COIG vs. RDTL — Risk / Return Rank
COIG
RDTL
COIG vs. RDTL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and GraniteShares 2x Long RDDT Daily ETF (RDTL). 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 | RDTL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -1.81 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.09 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.92 | -0.20 | -0.72 |
| Martin ratioReturn relative to average drawdown | -1.24 | -0.31 | -0.93 |
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Drawdowns
COIG vs. RDTL - Drawdown Comparison
The maximum COIG drawdown since its inception was -92.67%, which is greater than RDTL's maximum drawdown of -85.21%. Use the drawdown chart below to compare losses from any high point for COIG and RDTL.
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Drawdown Indicators
| COIG | RDTL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.67% | -85.21% | -7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -92.67% | -85.21% | -7.46% |
Current DrawdownCurrent decline from peak | -91.63% | -75.20% | -16.43% |
Average DrawdownAverage peak-to-trough decline | -53.05% | -44.82% | -8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 68.85% | 55.32% | +13.53% |
Volatility
COIG vs. RDTL - Volatility Comparison
The current volatility for Leverage Shares 2X Long COIN Daily ETF (COIG) is 35.76%, while GraniteShares 2x Long RDDT Daily ETF (RDTL) has a volatility of 48.63%. This indicates that COIG experiences smaller price fluctuations and is considered to be less risky than RDTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COIG | RDTL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 35.76% | 48.63% | -12.87% |
Volatility (6M)Calculated over the trailing 6-month period | 101.76% | 95.60% | +6.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 135.60% | 132.04% | +3.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.26% | 143.17% | +2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.26% | 143.17% | +2.09% |
COIG vs. RDTL - Expense Ratio Comparison
COIG has a 0.75% expense ratio, which is lower than RDTL's 1.50% expense ratio.
Dividends
COIG vs. RDTL - Dividend Comparison
Neither COIG nor RDTL has paid dividends to shareholders.
Frequently Asked Questions
COIG and RDTL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDTL has higher volatility (48.63%) compared to COIG (35.76%). In terms of maximum drawdown, COIG dropped -92.67% vs RDTL's -85.21%.
On 1-year performance, RDTL leads with -17.21% vs -85.23% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, COIG has been the lower-risk option at 35.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RDTL has performed better with a -17.21% return vs -85.23%. 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 RDTL.
COIG and RDTL have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Leverage Shares and GraniteShares. Their fees differ too: 0.75% for COIG and 1.50% for RDTL.
RDTL currently has the higher Sharpe Ratio (-0.13 vs -0.63), 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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