COII vs. CHPY

Last updated Jun 24, 2026

COII (REX COIN Growth & Income ETF) and CHPY (YieldMax Semiconductor Portfolio Option Income ETF) are both Derivative Income funds. Both are actively managed. Over the past year, COII returned -61.20% vs 134.57% for CHPY. At a 0.43 correlation, their price movements are largely independent. Both charge a 0.99% expense ratio.

Performance

COII vs. CHPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX COIN Growth & Income ETF (COII) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COII achieves a -40.76% return, which is significantly lower than CHPY's 82.68% return.

COII

• 1D: 0.00%
• 1M: -17.01%
• YTD: -40.76%
• 6M: -44.80%
• 1Y: -61.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CHPY

• 1D: -6.97%
• 1M: 10.89%
• YTD: 82.68%
• 6M: 81.99%
• 1Y: 134.57%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COII vs. CHPY - Yearly Performance Comparison

	2026 (YTD)	2025
COII REX COIN Growth & Income ETF	-40.76%	-26.88%
CHPY YieldMax Semiconductor Portfolio Option Income ETF	82.68%	34.42%

Correlation

The correlation between COII and CHPY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	0.43

Return for Risk

COII vs. CHPY — Risk / Return Rank

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

COII

COII Risk / Return Rank: 2
COII Sharpe Ratio Rank: 2
COII Sortino Ratio Rank: 2
COII Omega Ratio Rank: 1
COII Calmar Ratio Rank: 2
COII Martin Ratio Rank: 2

CHPY

CHPY Risk / Return Rank: 95
CHPY Sharpe Ratio Rank: 96
CHPY Sortino Ratio Rank: 93
CHPY Omega Ratio Rank: 94
CHPY Calmar Ratio Rank: 97
CHPY Martin Ratio Rank: 97

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 vs. CHPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX COIN Growth & Income ETF (COII) and YieldMax Semiconductor Portfolio Option Income ETF (CHPY). 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	CHPY	Difference
Sharpe ratio: Return per unit of total volatility	-0.91	4.16	-5.07
Sortino ratio: Return per unit of downside risk	-1.41	4.30	-5.70
Omega ratio: Gain probability vs. loss probability	0.83	1.64	-0.81
Calmar ratio: Return relative to maximum drawdown	-0.85	11.13	-11.98
Martin ratio: Return relative to average drawdown	-1.28	39.19	-40.47

COII vs. CHPY - Sharpe Ratio Comparison

The current COII Sharpe Ratio is -0.91, which is lower than the CHPY Sharpe Ratio of 4.16. The chart below compares the historical Sharpe Ratios of COII and CHPY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COII vs. CHPY - Drawdown Comparison

The maximum COII drawdown since its inception was -72.22%, which is greater than CHPY's maximum drawdown of -12.19%. Use the drawdown chart below to compare losses from any high point for COII and CHPY.

Drawdown Indicators

	COII	CHPY	Difference
Max Drawdown Largest peak-to-trough decline	-72.22%	-12.19%	-60.03%
Max Drawdown (1Y) Largest decline over 1 year	-72.22%	-12.17%	-60.05%
Current Drawdown Current decline from peak	-70.51%	-6.97%	-63.54%
Average Drawdown Average peak-to-trough decline	-40.53%	-2.14%	-38.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	47.75%	3.45%	+44.30%

Volatility

COII vs. CHPY - Volatility Comparison

The current volatility for REX COIN Growth & Income ETF (COII) is 17.23%, while YieldMax Semiconductor Portfolio Option Income ETF (CHPY) has a volatility of 19.72%. This indicates that COII experiences smaller price fluctuations and is considered to be less risky than CHPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COII	CHPY	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.23%	19.72%	-2.49%
Volatility (6M) Calculated over the trailing 6-month period	51.90%	27.95%	+23.95%
Volatility (1Y) Calculated over the trailing 1-year period	67.44%	32.57%	+34.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	67.56%	36.37%	+31.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.56%	36.37%	+31.19%

COII vs. CHPY - Expense Ratio Comparison

Both COII and CHPY have an expense ratio of 0.99%.

Dividends

COII vs. CHPY - Dividend Comparison

COII's dividend yield for the trailing twelve months is around 94.11%, more than CHPY's 29.64% yield.

Position	TTM	2025
CHPY YieldMax Semiconductor Portfolio Option Income ETF	29.64%	28.19%
COII REX COIN Growth & Income ETF	94.11%	41.52%

Frequently Asked Questions

Can I hold both COII and CHPY in my portfolio?

COII and CHPY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COII or CHPY?

CHPY has higher volatility (19.72%) compared to COII (17.23%). In terms of maximum drawdown, COII dropped -72.22% vs CHPY's -12.19%.

Which ETF is better, COII or CHPY?

On 1-year performance, CHPY leads with 134.57% vs -61.20% for COII. Both ETFs have the same 0.99% expense ratio. On volatility, COII has been the lower-risk option at 17.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COII or CHPY?

Over the 1-year period, CHPY has performed better with a 134.57% return vs -61.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COII or CHPY?

COII and CHPY have the same expense ratio: 0.99% per year.

Which ETF pays a higher dividend yield, COII or CHPY?

COII has the higher dividend yield at 94.11%, compared with 29.64% for CHPY.

What is the main difference between COII and CHPY?

They also come from different issuers: REX Shares and YieldMax.

Which has better risk-adjusted returns?

CHPY currently has the higher Sharpe Ratio (4.16 vs -0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.