COII vs. PEPS

Last updated Jun 3, 2026

COII (REX COIN Growth & Income ETF) and PEPS (Parametric Equity Plus ETF) are both Derivative Income funds. Both are actively managed. A 0.56 correlation means they provide meaningful diversification when combined. COII charges 0.99%/yr vs 0.10%/yr for PEPS.

Performance

COII vs. PEPS - Performance Comparison

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

Returns By Period

In the year-to-date period, COII achieves a -32.86% return, which is significantly lower than PEPS's 10.67% return.

COII

• 1D: -4.70%
• 1M: -8.35%
• YTD: -32.86%
• 6M: -42.24%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

PEPS

• 1D: -0.51%
• 1M: 6.44%
• YTD: 10.67%
• 6M: 10.79%
• 1Y: 31.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COII vs. PEPS - Yearly Performance Comparison

	2026 (YTD)	2025
COII REX COIN Growth & Income ETF	-32.86%	-25.89%
PEPS Parametric Equity Plus ETF	10.67%	18.93%

Correlation

The correlation between COII and PEPS is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.56

Return for Risk

COII vs. PEPS — Risk / Return Rank

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

PEPS

PEPS Risk / Return Rank: 73
PEPS Sharpe Ratio Rank: 76
PEPS Sortino Ratio Rank: 71
PEPS Omega Ratio Rank: 75
PEPS Calmar Ratio Rank: 66
PEPS Martin Ratio Rank: 79

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. PEPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX COIN Growth & Income ETF (COII) and Parametric Equity Plus ETF (PEPS). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	COII	PEPS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.74	1.05	-1.79

Drawdowns

COII vs. PEPS - Drawdown Comparison

The maximum COII drawdown since its inception was -72.22%, which is greater than PEPS's maximum drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for COII and PEPS.

Drawdown Indicators

	COII	PEPS	Difference
Max Drawdown Largest peak-to-trough decline	-72.22%	-21.26%	-50.96%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.80%	—
Current Drawdown Current decline from peak	-66.58%	-0.51%	-66.07%
Average Drawdown Average peak-to-trough decline	-38.99%	-2.77%	-36.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.09%	—

Volatility

Volatility by Period

	COII	PEPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	68.24%	13.06%	+55.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	68.24%	18.31%	+49.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	68.24%	18.31%	+49.93%

COII vs. PEPS - Expense Ratio Comparison

COII has a 0.99% expense ratio, which is higher than PEPS's 0.10% expense ratio.

Dividends

COII vs. PEPS - Dividend Comparison

COII's dividend yield for the trailing twelve months is around 85.64%, more than PEPS's 0.88% yield.

Position	TTM	2025	2024
COII REX COIN Growth & Income ETF	85.64%	41.52%	0.00%
PEPS Parametric Equity Plus ETF	0.88%	1.00%	0.17%

Frequently Asked Questions

Can I hold both COII and PEPS in my portfolio?

COII and PEPS have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COII or PEPS?

On fees, PEPS is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COII or PEPS?

PEPS is cheaper with a 0.10% expense ratio, compared with 0.99% for COII.

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

COII has the higher dividend yield at 85.64%, compared with 0.88% for PEPS.

What is the main difference between COII and PEPS?

They also come from different issuers: REX Shares and Parametric. Their fees differ too: 0.99% for COII and 0.10% for PEPS.