COIG vs. XTJL

Last updated Jun 5, 2026

COIG (Leverage Shares 2X Long COIN Daily ETF) and XTJL (Innovator U.S. Equity Accelerated Plus ETF - July) are both Leveraged Equities funds. Both are actively managed. Over the past year, COIG returned -78.85% vs 15.58% for XTJL. A 0.60 correlation means they provide meaningful diversification when combined. COIG charges 0.75%/yr vs 0.79%/yr for XTJL.

Performance

COIG vs. XTJL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long COIN Daily ETF (COIG) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COIG achieves a -61.94% return, which is significantly lower than XTJL's 5.38% return.

COIG

• 1D: -0.23%
• 1M: -34.67%
• YTD: -61.94%
• 6M: -74.70%
• 1Y: -78.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

XTJL

• 1D: 0.02%
• 1M: 1.01%
• YTD: 5.38%
• 6M: 6.35%
• 1Y: 15.58%
• 3Y*: 14.67%
• 5Y*: —
• 10Y*: —

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

COIG vs. XTJL - Yearly Performance Comparison

	2026 (YTD)	2025
COIG Leverage Shares 2X Long COIN Daily ETF	-61.94%	-9.46%
XTJL Innovator U.S. Equity Accelerated Plus ETF - July	5.38%	17.28%

Correlation

The correlation between COIG and XTJL is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (All Time) Calculated using the full available price history since Mar 17, 2025	0.60

The correlation between COIG and XTJL has been stable across timeframes, ranging from 0.55 to 0.60 - a consistent structural relationship.

Return for Risk

COIG vs. XTJL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COIG

COIG Risk / Return Rank: 4
COIG Sharpe Ratio Rank: 4
COIG Sortino Ratio Rank: 4
COIG Omega Ratio Rank: 5
COIG Calmar Ratio Rank: 2
COIG Martin Ratio Rank: 3

XTJL

XTJL Risk / Return Rank: 72
XTJL Sharpe Ratio Rank: 65
XTJL Sortino Ratio Rank: 70
XTJL Omega Ratio Rank: 79
XTJL Calmar Ratio Rank: 63
XTJL Martin Ratio Rank: 85

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COIG vs. XTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COIN Daily ETF (COIG) and Innovator U.S. Equity Accelerated Plus ETF - July (XTJL). 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.

	COIG	XTJL	Difference
Sharpe ratio: Return per unit of total volatility	-0.57	2.11	-2.68
Sortino ratio: Return per unit of downside risk	-0.63	3.13	-3.77
Omega ratio: Gain probability vs. loss probability	0.93	1.46	-0.53
Calmar ratio: Return relative to maximum drawdown	-0.86	3.06	-3.92
Martin ratio: Return relative to average drawdown	-1.19	17.30	-18.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COIG vs. XTJL - Sharpe Ratio Comparison

The current COIG Sharpe Ratio is -0.57, which is lower than the XTJL Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of COIG and XTJL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	COIG	XTJL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	2.11	-2.68
Sharpe Ratio (All Time) Calculated using the full available price history	-0.40	0.65	-1.05

Drawdowns

COIG vs. XTJL - Drawdown Comparison

The maximum COIG drawdown since its inception was -92.06%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for COIG and XTJL.

Drawdown Indicators

	COIG	XTJL	Difference
Max Drawdown Largest peak-to-trough decline	-92.06%	-23.24%	-68.82%
Max Drawdown (1Y) Largest decline over 1 year	-92.06%	-5.12%	-86.94%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.70%	—
Current Drawdown Current decline from peak	-91.44%	0.00%	-91.44%
Average Drawdown Average peak-to-trough decline	-51.83%	-4.04%	-47.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.13%	0.90%	+65.23%

Volatility

COIG vs. XTJL - Volatility Comparison

Leverage Shares 2X Long COIN Daily ETF (COIG) has a higher volatility of 37.76% compared to Innovator U.S. Equity Accelerated Plus ETF - July (XTJL) at 0.31%. This indicates that COIG's price experiences larger fluctuations and is considered to be riskier than XTJL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COIG	XTJL	Difference
Volatility (1M) Calculated over the trailing 1-month period	37.76%	0.31%	+37.45%
Volatility (6M) Calculated over the trailing 6-month period	100.15%	5.72%	+94.43%
Volatility (1Y) Calculated over the trailing 1-year period	138.95%	7.42%	+131.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	146.21%	15.21%	+131.00%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	146.21%	15.21%	+131.00%

COIG vs. XTJL - Expense Ratio Comparison

COIG has a 0.75% expense ratio, which is lower than XTJL's 0.79% expense ratio.

Dividends

COIG vs. XTJL - Dividend Comparison

Neither COIG nor XTJL has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COIG and XTJL in my portfolio?

COIG and XTJL have a correlation of 0.55, 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 XTJL?

COIG has higher volatility (37.76%) compared to XTJL (0.31%). In terms of maximum drawdown, COIG dropped -92.06% vs XTJL's -23.24%.

Which ETF is better, COIG or XTJL?

On 1-year performance, XTJL leads with 15.58% vs -78.85% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, XTJL has been the lower-risk option at 0.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COIG or XTJL?

Over the 1-year period, XTJL has performed better with a 15.58% return vs -78.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COIG or XTJL?

COIG is cheaper with a 0.75% expense ratio, compared with 0.79% for XTJL.

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

COIG and XTJL have nearly identical dividend yields, around 0.00%.

What is the main difference between COIG and XTJL?

They also come from different issuers: Leverage Shares and Innovator. Their fees differ too: 0.75% for COIG and 0.79% for XTJL.

Which has better risk-adjusted returns?

XTJL currently has the higher Sharpe Ratio (2.11 vs -0.57), 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.