COII vs. IVVW
COII (REX COIN Growth & Income ETF) and IVVW (iShares S&P 500 BuyWrite ETF) are both Derivative Income funds. COII is actively managed, while IVVW is passively managed. Over the past year, COII returned -61.20% vs 17.28% for IVVW. A 0.51 correlation means they provide meaningful diversification when combined. COII charges 0.99%/yr vs 0.25%/yr for IVVW.
Performance
COII vs. IVVW - Performance Comparison
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Returns By Period
In the year-to-date period, COII achieves a -40.76% return, which is significantly lower than IVVW's 4.01% return.
COII
- 1D
- 0.00%
- 1M
- -17.01%
- YTD
- -40.76%
- 6M
- -44.80%
- 1Y
- -61.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVVW
- 1D
- -1.24%
- 1M
- 0.16%
- YTD
- 4.01%
- 6M
- 4.08%
- 1Y
- 17.28%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COII vs. IVVW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COII REX COIN Growth & Income ETF | -40.76% | -26.88% |
IVVW iShares S&P 500 BuyWrite ETF | 4.01% | 14.52% |
Correlation
The correlation between COII and IVVW is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.51 |
The correlation between COII and IVVW has been stable across timeframes, ranging from 0.51 to 0.51 - a consistent structural relationship.
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Return for Risk
COII vs. IVVW — Risk / Return Rank
COII
IVVW
COII vs. IVVW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX COIN Growth & Income ETF (COII) and iShares S&P 500 BuyWrite ETF (IVVW). 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 | IVVW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.07 | ||
| Sortino ratioReturn per unit of downside risk | -4.36 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.47 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.85 | 2.99 | -3.84 |
| Martin ratioReturn relative to average drawdown | -1.28 | 15.95 | -17.24 |
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Drawdowns
COII vs. IVVW - Drawdown Comparison
The maximum COII drawdown since its inception was -72.22%, which is greater than IVVW's maximum drawdown of -16.79%. Use the drawdown chart below to compare losses from any high point for COII and IVVW.
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Drawdown Indicators
| COII | IVVW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.22% | -16.79% | -55.43% |
Max Drawdown (1Y)Largest decline over 1 year | -72.22% | -5.81% | -66.41% |
Current DrawdownCurrent decline from peak | -70.51% | -1.37% | -69.14% |
Average DrawdownAverage peak-to-trough decline | -40.53% | -1.73% | -38.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.75% | 1.09% | +46.66% |
Volatility
COII vs. IVVW - Volatility Comparison
REX COIN Growth & Income ETF (COII) has a higher volatility of 17.23% compared to iShares S&P 500 BuyWrite ETF (IVVW) at 3.45%. This indicates that COII's price experiences larger fluctuations and is considered to be riskier than IVVW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COII | IVVW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.23% | 3.45% | +13.78% |
Volatility (6M)Calculated over the trailing 6-month period | 51.90% | 6.91% | +44.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.44% | 8.05% | +59.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.56% | 12.69% | +54.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.56% | 12.69% | +54.87% |
COII vs. IVVW - Expense Ratio Comparison
COII has a 0.99% expense ratio, which is higher than IVVW's 0.25% expense ratio.
Dividends
COII vs. IVVW - Dividend Comparison
COII's dividend yield for the trailing twelve months is around 94.11%, more than IVVW's 19.86% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COII REX COIN Growth & Income ETF | 94.11% | 41.52% | 0.00% |
IVVW iShares S&P 500 BuyWrite ETF | 19.86% | 18.55% | 13.72% |
Frequently Asked Questions
COII and IVVW have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COII has higher volatility (17.23%) compared to IVVW (3.45%). In terms of maximum drawdown, COII dropped -72.22% vs IVVW's -16.79%.
On 1-year performance, IVVW leads with 17.28% vs -61.20% for COII. On fees, IVVW is cheaper at 0.25% per year. On volatility, IVVW has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IVVW has performed better with a 17.28% return vs -61.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IVVW is cheaper with a 0.25% expense ratio, compared with 0.99% for COII.
COII has the higher dividend yield at 94.11%, compared with 19.86% for IVVW.
They also come from different issuers: REX Shares and iShares. Their fees differ too: 0.99% for COII and 0.25% for IVVW.
IVVW currently has the higher Sharpe Ratio (2.16 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.
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