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COII.L vs. CEGI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COII.L vs. CEGI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COII.L is traded in GBp, while CEGI.L is traded in USD. To make them comparable, the CEGI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, COII.L achieves a -44.56% return, which is significantly lower than CEGI.L's 30.47% return.


COII.L

1D
-0.71%
1M
-12.47%
YTD
-44.56%
6M
-52.15%
1Y
-65.82%
3Y*
5Y*
10Y*

CEGI.L

1D
-0.95%
1M
16.57%
YTD
30.47%
6M
24.20%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COII.L vs. CEGI.L - Yearly Performance Comparison


Correlation

The correlation between COII.L and CEGI.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 3, 2025

0.66

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Return for Risk

COII.L vs. CEGI.L — Risk / Return Rank

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

COII.L
COII.L Risk / Return Rank: 11
Overall Rank
COII.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
COII.L Sortino Ratio Rank: 11
Sortino Ratio Rank
COII.L Omega Ratio Rank: 11
Omega Ratio Rank
COII.L Calmar Ratio Rank: 11
Calmar Ratio Rank
COII.L Martin Ratio Rank: 22
Martin Ratio Rank

CEGI.L
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.

COII.L vs. CEGI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) and REX Crypto Equity Income & Growth UCITS ETF Distributing (CEGI.L). 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.


COII.LCEGI.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.77

Calmar ratioReturn relative to maximum drawdown

-0.88

Martin ratioReturn relative to average drawdown

-1.34

COII.L vs. CEGI.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COII.LCEGI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

1.87

-2.68

Drawdowns

COII.L vs. CEGI.L - Drawdown Comparison

The maximum COII.L drawdown since its inception was -76.00%, which is greater than CEGI.L's maximum drawdown of -27.70%. Use the drawdown chart below to compare losses from any high point for COII.L and CEGI.L.


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Drawdown Indicators


COII.LCEGI.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.00%

-27.70%

-48.30%

Max Drawdown (1Y)

Largest decline over 1 year

-74.77%

Current Drawdown

Current decline from peak

-75.01%

-0.95%

-74.06%

Average Drawdown

Average peak-to-trough decline

-34.14%

-10.43%

-23.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.16%

Volatility

COII.L vs. CEGI.L - Volatility Comparison


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Volatility by Period


COII.LCEGI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.24%

Volatility (6M)

Calculated over the trailing 6-month period

41.47%

Volatility (1Y)

Calculated over the trailing 1-year period

60.26%

33.42%

+26.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.71%

33.42%

+25.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.71%

33.42%

+25.29%

COII.L vs. CEGI.L - Expense Ratio Comparison

COII.L has a 0.55% expense ratio, which is lower than CEGI.L's 0.65% expense ratio.


Dividends

COII.L vs. CEGI.L - Dividend Comparison

COII.L's dividend yield for the trailing twelve months is around 105.73%, more than CEGI.L's 13.61% yield.


PositionTTM20252024
CEGI.L
REX Crypto Equity Income & Growth UCITS ETF Distributing
13.61%9.50%0.00%
COII.L
IncomeShares Coinbase (COIN) Options ETP GBP
105.73%191.72%18.99%

Frequently Asked Questions


COII.L and CEGI.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COII.L is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COII.L is cheaper with a 0.55% expense ratio, compared with 0.65% for CEGI.L.

They also come from different issuers: Leverage Shares and REX. Their fees differ too: 0.55% for COII.L and 0.65% for CEGI.L.

Portfolio Optimizer

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