COII.L vs. NVYY

Last updated Apr 1, 2026

Compare and contrast key facts about IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) and GraniteShares YieldBOOST NVDA ETF (NVYY).

COII.L and NVYY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COII.L is an actively managed fund by Leverage Shares. It was launched on Sep 26, 2024. NVYY is an actively managed fund by GraniteShares. It was launched on May 12, 2025.

Performance

COII.L vs. NVYY - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) and GraniteShares YieldBOOST NVDA ETF (NVYY). The values are adjusted to include any dividend payments, if applicable.

COII.L vs. NVYY - Yearly Performance Comparison

	2026 (YTD)	2025
COII.L IncomeShares Coinbase (COIN) Options ETP GBP	-43.33%	-39.51%
NVYY GraniteShares YieldBOOST NVDA ETF	-2.19%	29.98%

Different Trading Currencies

COII.L is traded in GBp, while NVYY is traded in USD. To make them comparable, the NVYY 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 -43.33% return, which is significantly lower than NVYY's -2.19% return.

COII.L

• 1D: 1.92%
• 1M: -12.66%
• YTD: -43.33%
• 6M: -66.12%
• 1Y: -60.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

NVYY

• 1D: 2.30%
• 1M: -1.42%
• YTD: -2.19%
• 6M: -2.28%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COII.L vs. NVYY - Expense Ratio Comparison

COII.L has a 0.55% expense ratio, which is lower than NVYY's 1.07% expense ratio.

NVYY

GraniteShares YieldBOOST NVDA ETF

COII.L

IncomeShares Coinbase (COIN) Options ETP GBP

Return for Risk

COII.L vs. NVYY — 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: 1
COII.L Sharpe Ratio Rank: 0
COII.L Sortino Ratio Rank: 1
COII.L Omega Ratio Rank: 1
COII.L Calmar Ratio Rank: 1
COII.L Martin Ratio Rank: 1

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. NVYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IncomeShares Coinbase (COIN) Options ETP GBP (COII.L) and GraniteShares YieldBOOST NVDA ETF (NVYY). 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.L	NVYY	Difference
Sharpe ratio Return per unit of total volatility	-1.02	—	—
Sortino ratio Return per unit of downside risk	-1.60	—	—
Omega ratio Gain probability vs. loss probability	0.80	—	—
Calmar ratio Return relative to maximum drawdown	-0.81	—	—
Martin ratio Return relative to average drawdown	-1.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	COII.L	NVYY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.02	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.85	1.19	-2.04

Correlation

The correlation between COII.L and NVYY is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COII.L vs. NVYY - Dividend Comparison

COII.L's dividend yield for the trailing twelve months is around 168.09%, more than NVYY's 128.36% yield.

	TTM	2025	2024
COII.L IncomeShares Coinbase (COIN) Options ETP GBP	168.09%	191.72%	18.99%
NVYY GraniteShares YieldBOOST NVDA ETF	128.36%	75.30%	0.00%

Drawdowns

COII.L vs. NVYY - Drawdown Comparison

The maximum COII.L drawdown since its inception was -76.00%, which is greater than NVYY's maximum drawdown of -15.43%. Use the drawdown chart below to compare losses from any high point for COII.L and NVYY.

Drawdown Indicators

	COII.L	NVYY	Difference
Max Drawdown Largest peak-to-trough decline	-76.00%	-14.90%	-61.10%
Max Drawdown (1Y) Largest decline over 1 year	-74.77%	—	—
Current Drawdown Current decline from peak	-74.46%	-12.70%	-61.76%
Average Drawdown Average peak-to-trough decline	-29.84%	-4.63%	-25.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	39.52%	—	—

Volatility

Volatility by Period

	COII.L	NVYY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.50%	—	—
Volatility (6M) Calculated over the trailing 6-month period	45.63%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	59.07%	26.41%	+32.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.47%	26.41%	+33.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	59.47%	26.41%	+33.06%