COII.L vs. JEPG.L
COII.L (IncomeShares Coinbase (COIN) Options ETP GBP) and JEPG.L (JPM Global Equity Premium Income Active UCITS ETF USD (dist)) are both Derivative Income funds. Both are actively managed. Over the past year, COII.L returned -68.34% vs 5.44% for JEPG.L. At a 0.08 correlation, their price movements are largely independent. COII.L charges 0.55%/yr vs 0.35%/yr for JEPG.L.
Performance
COII.L vs. JEPG.L - Performance Comparison
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Different Trading Currencies
COII.L is traded in GBp, while JEPG.L is traded in USD. To make them comparable, the JEPG.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 -45.18% return, which is significantly lower than JEPG.L's -0.17% return.
COII.L
- 1D
- 0.00%
- 1M
- -11.69%
- YTD
- -45.18%
- 6M
- -46.55%
- 1Y
- -68.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JEPG.L
- 1D
- 0.00%
- 1M
- 1.37%
- YTD
- -0.17%
- 6M
- 0.56%
- 1Y
- 5.44%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COII.L vs. JEPG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
COII.L IncomeShares Coinbase (COIN) Options ETP GBP | -45.18% | -47.27% | 12.24% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | -0.36% | 4.41% | 1.00% |
Correlation
The correlation between COII.L and JEPG.L is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 14, 2024 | 0.08 |
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Return for Risk
COII.L vs. JEPG.L — Risk / Return Rank
COII.L
JEPG.L
COII.L vs. JEPG.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 JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.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.
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.
| COII.L | JEPG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.10 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 0.62 | -1.52 |
| Martin ratioReturn relative to average drawdown | -1.30 | 1.57 | -2.87 |
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Drawdowns
COII.L vs. JEPG.L - Drawdown Comparison
The maximum COII.L drawdown since its inception was -76.85%, which is greater than JEPG.L's maximum drawdown of -8.78%. Use the drawdown chart below to compare losses from any high point for COII.L and JEPG.L.
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Drawdown Indicators
| COII.L | JEPG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.85% | -8.78% | -68.07% |
Max Drawdown (1Y)Largest decline over 1 year | -75.91% | -8.78% | -67.13% |
Current DrawdownCurrent decline from peak | -75.30% | -5.56% | -69.74% |
Average DrawdownAverage peak-to-trough decline | -36.13% | -2.86% | -33.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 52.43% | 3.46% | +48.97% |
Volatility
COII.L vs. JEPG.L - Volatility Comparison
IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) has a higher volatility of 17.54% compared to JPM Global Equity Premium Income Active UCITS ETF USD (dist) (JEPG.L) at 3.50%. This indicates that COII.L's price experiences larger fluctuations and is considered to be riskier than JEPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COII.L | JEPG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.54% | 3.50% | +14.04% |
Volatility (6M)Calculated over the trailing 6-month period | 43.04% | 7.69% | +35.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.95% | 10.22% | +67.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.27% | 11.39% | +57.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.27% | 11.39% | +57.88% |
COII.L vs. JEPG.L - Expense Ratio Comparison
COII.L has a 0.55% expense ratio, which is higher than JEPG.L's 0.35% expense ratio.
Dividends
COII.L vs. JEPG.L - Dividend Comparison
COII.L's dividend yield for the trailing twelve months is around 106.93%, more than JEPG.L's 8.33% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COII.L IncomeShares Coinbase (COIN) Options ETP GBP | 106.93% | 191.72% | 18.98% |
JEPG.L JPM Global Equity Premium Income Active UCITS ETF USD (dist) | 8.33% | 7.86% | 6.50% |
Frequently Asked Questions
COII.L and JEPG.L have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JEPG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JEPG.L is cheaper with a 0.35% expense ratio, compared with 0.55% for COII.L.
They also come from different issuers: Leverage Shares and JPMorgan. Their fees differ too: 0.55% for COII.L and 0.35% for JEPG.L.
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