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

Performance

COII.L vs. COIY.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 IncomeShares Coinbase (COIN) Options ETP (COIY.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 COIY.L is traded in USD. To make them comparable, the COIY.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with COII.L having a -44.56% return and COIY.L slightly lower at -44.65%.


COII.L

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

COIY.L

1D
-1.05%
1M
-12.62%
YTD
-44.65%
6M
-52.28%
1Y
-65.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024
COII.L
IncomeShares Coinbase (COIN) Options ETP GBP
-44.56%-47.27%15.90%
COIY.L
IncomeShares Coinbase (COIN) Options ETP
-44.65%-47.38%16.19%

Correlation

The correlation between COII.L and COIY.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.98

The correlation between COII.L and COIY.L has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

COII.L vs. COIY.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

COIY.L
COIY.L Risk / Return Rank: 11
Overall Rank
COIY.L Sharpe Ratio Rank: 11
Sharpe Ratio Rank
COIY.L Sortino Ratio Rank: 11
Sortino Ratio Rank
COIY.L Omega Ratio Rank: 11
Omega Ratio Rank
COIY.L Calmar Ratio Rank: 11
Calmar Ratio Rank
COIY.L Martin Ratio Rank: 22
Martin Ratio Rank
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. COIY.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 IncomeShares Coinbase (COIN) Options ETP (COIY.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.LCOIY.LDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

0.77

0.78

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.88

0.00

Martin ratioReturn relative to average drawdown

-1.34

-1.34

0.00

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

The current COII.L Sharpe Ratio is -1.09, which is comparable to the COIY.L Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of COII.L and COIY.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COII.LCOIY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.09

-1.06

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.81

-0.81

0.00

Drawdowns

COII.L vs. COIY.L - Drawdown Comparison

The maximum COII.L drawdown since its inception was -76.00%, roughly equal to the maximum COIY.L drawdown of -76.10%. Use the drawdown chart below to compare losses from any high point for COII.L and COIY.L.


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Drawdown Indicators


COII.LCOIY.LDifference

Max Drawdown

Largest peak-to-trough decline

-76.00%

-76.10%

+0.10%

Max Drawdown (1Y)

Largest decline over 1 year

-74.77%

-74.87%

+0.10%

Current Drawdown

Current decline from peak

-75.01%

-75.06%

+0.05%

Average Drawdown

Average peak-to-trough decline

-34.14%

-34.21%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.16%

49.19%

-0.03%

Volatility

COII.L vs. COIY.L - Volatility Comparison

IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) and IncomeShares Coinbase (COIN) Options ETP (COIY.L) have volatilities of 16.24% and 16.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COII.LCOIY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.24%

16.53%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

41.47%

42.32%

-0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

60.26%

62.01%

-1.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.71%

58.95%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.71%

58.95%

-0.24%

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

Both COII.L and COIY.L have an expense ratio of 0.55%.


Dividends

COII.L vs. COIY.L - Dividend Comparison

COII.L's dividend yield for the trailing twelve months is around 105.73%, which matches COIY.L's 106.03% yield.


PositionTTM20252024
COII.L
IncomeShares Coinbase (COIN) Options ETP GBP
105.73%191.72%18.99%
COIY.L
IncomeShares Coinbase (COIN) Options ETP
106.03%182.52%19.35%

Frequently Asked Questions


With a correlation of 0.97, COII.L and COIY.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.55% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

COII.L and COIY.L have the same expense ratio: 0.55% per year.

Portfolio Optimizer

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