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 -68.07% vs 17.89% for IVVW. At a 0.50 correlation, their price movements are largely independent. 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 6.45% return.
COII
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -44.48%
- YTD
- -40.76%
- 1Y
- -68.07%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IVVW
- 1D
- -0.45%
- 1M
- 1.92%
- 6M
- 5.75%
- YTD
- 6.45%
- 1Y
- 17.89%
- 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 | 6.45% | 14.52% |
Correlation
The correlation between COII and IVVW is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025 | 0.50 |
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Return for Risk
COII vs. IVVW — Risk / Return Rank
COII
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | -3.18 | ||
| Sortino ratioReturn per unit of downside risk | -4.64 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.47 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.90 | 3.09 | -3.99 |
| Martin ratioReturn relative to average drawdown | -1.33 | 16.40 | -17.73 |
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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% | -0.45% | -70.06% |
Average DrawdownAverage peak-to-trough decline | -41.08% | -1.70% | -39.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.77% | 1.09% | +47.68% |
Volatility
COII vs. IVVW - Volatility Comparison
REX COIN Growth & Income ETF (COII) has a higher volatility of 14.58% compared to iShares S&P 500 BuyWrite ETF (IVVW) at 2.98%. 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 | 14.58% | 2.98% | +11.60% |
Volatility (6M)Calculated over the trailing 6-month period | 51.81% | 7.07% | +44.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.59% | 8.18% | +58.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.93% | 12.60% | +54.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 66.93% | 12.60% | +54.33% |
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 has not paid dividends to shareholders, while IVVW's dividend yield for the trailing twelve months is around 19.13%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
COII REX COIN Growth & Income ETF | 80.49% | 41.52% | 0.00% |
IVVW iShares S&P 500 BuyWrite ETF | 19.13% | 18.55% | 13.72% |
Frequently Asked Questions
COII and IVVW have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COII has higher volatility (14.58%) compared to IVVW (2.98%). In terms of maximum drawdown, COII dropped -72.22% vs IVVW's -16.79%.
On 1-year performance, IVVW leads with 17.89% vs -68.07% for COII. On fees, IVVW is cheaper at 0.25% per year. On volatility, IVVW has been the lower-risk option at 2.98%. 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 17.89% return vs -68.07%. 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 80.49%, compared with 19.13% 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 (2.20 vs -0.98), 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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