COII.L vs. PLTI.L
COII.L (IncomeShares Coinbase (COIN) Options ETP GBP) and PLTI.L (IncomeShares Palantir (PLTR) Options ETP) are both Derivative Income funds from Leverage Shares. Both are actively managed. At a 0.49 correlation, their price movements are largely independent. Both charge a 0.55% expense ratio.
Performance
COII.L vs. PLTI.L - Performance Comparison
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Different Trading Currencies
COII.L is traded in GBp, while PLTI.L is traded in USD. To make them comparable, the PLTI.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 PLTI.L's -38.63% return.
COII.L
- 1D
- -0.71%
- 1M
- -12.47%
- YTD
- -44.56%
- 6M
- -52.15%
- 1Y
- -65.82%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTI.L
- 1D
- -1.99%
- 1M
- -2.36%
- YTD
- -38.63%
- 6M
- -38.80%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COII.L vs. PLTI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COII.L IncomeShares Coinbase (COIN) Options ETP GBP | -44.56% | -42.62% |
PLTI.L IncomeShares Palantir (PLTR) Options ETP | -38.63% | -1.27% |
Correlation
The correlation between COII.L and PLTI.L is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.49 |
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Return for Risk
COII.L vs. PLTI.L — Risk / Return Rank
COII.L
PLTI.L
COII.L vs. PLTI.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 Palantir (PLTR) Options ETP (PLTI.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.L | PLTI.L | Difference | |
|---|---|---|---|
| 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 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COII.L | PLTI.L | Difference | |
|---|---|---|---|
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 | -0.89 | +0.08 |
Drawdowns
COII.L vs. PLTI.L - Drawdown Comparison
The maximum COII.L drawdown since its inception was -76.00%, which is greater than PLTI.L's maximum drawdown of -53.97%. Use the drawdown chart below to compare losses from any high point for COII.L and PLTI.L.
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Drawdown Indicators
| COII.L | PLTI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.00% | -53.97% | -22.03% |
Max Drawdown (1Y)Largest decline over 1 year | -74.77% | — | — |
Current DrawdownCurrent decline from peak | -75.01% | -52.93% | -22.08% |
Average DrawdownAverage peak-to-trough decline | -34.14% | -26.28% | -7.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.16% | — | — |
Volatility
COII.L vs. PLTI.L - Volatility Comparison
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Volatility by Period
| COII.L | PLTI.L | Difference | |
|---|---|---|---|
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% | 46.92% | +13.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 58.71% | 46.92% | +11.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 58.71% | 46.92% | +11.79% |
COII.L vs. PLTI.L - Expense Ratio Comparison
Both COII.L and PLTI.L have an expense ratio of 0.55%.
Dividends
COII.L vs. PLTI.L - Dividend Comparison
COII.L's dividend yield for the trailing twelve months is around 105.73%, more than PLTI.L's 1.07% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COII.L IncomeShares Coinbase (COIN) Options ETP GBP | 105.73% | 191.72% | 18.99% |
PLTI.L IncomeShares Palantir (PLTR) Options ETP | 1.07% | 0.33% | 0.00% |
Frequently Asked Questions
COII.L and PLTI.L have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 PLTI.L have the same expense ratio: 0.55% per year.
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