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COIO vs. QB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COIO vs. QB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2x Capped Accelerated COIN Monthly ETF (COIO) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COIO achieves a -21.03% return, which is significantly lower than QB's 10.47% return.


COIO

1D
-5.76%
1M
-16.64%
YTD
-21.03%
6M
-36.15%
1Y
3Y*
5Y*
10Y*

QB

1D
-0.19%
1M
2.95%
YTD
10.47%
6M
9.91%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COIO vs. QB - Yearly Performance Comparison


Correlation

The correlation between COIO and QB is 0.48, 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 Aug 14, 2025

0.48

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Return for Risk

COIO vs. QB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2x Capped Accelerated COIN Monthly ETF (COIO) and ProShares Nasdaq-100 Dynamic Daily Buffer ETF (QB). 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.

COIO vs. QB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COIOQBDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.77

3.17

-3.94

Drawdowns

COIO vs. QB - Drawdown Comparison

The maximum COIO drawdown since its inception was -62.48%, which is greater than QB's maximum drawdown of -1.83%. Use the drawdown chart below to compare losses from any high point for COIO and QB.


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Drawdown Indicators


COIOQBDifference

Max Drawdown

Largest peak-to-trough decline

-62.48%

-1.83%

-60.65%

Current Drawdown

Current decline from peak

-52.21%

-0.30%

-51.91%

Average Drawdown

Average peak-to-trough decline

-31.44%

-0.34%

-31.10%

Volatility

COIO vs. QB - Volatility Comparison


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Volatility by Period


COIOQBDifference

Volatility (1Y)

Calculated over the trailing 1-year period

64.87%

5.75%

+59.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.87%

5.75%

+59.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

64.87%

5.75%

+59.12%

COIO vs. QB - Expense Ratio Comparison

COIO has a 0.77% expense ratio, which is higher than QB's 0.58% expense ratio.


Dividends

COIO vs. QB - Dividend Comparison

COIO's dividend yield for the trailing twelve months is around 88.91%, more than QB's 0.62% yield.


Frequently Asked Questions


COIO and QB have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, QB is cheaper at 0.58% per year. The better choice depends on whether you care most about return, fees, risk, or income.

QB is cheaper with a 0.58% expense ratio, compared with 0.77% for COIO.

COIO has the higher dividend yield at 88.91%, compared with 0.62% for QB.

They also come from different issuers: Leverage Shares and ProShares. Their fees differ too: 0.77% for COIO and 0.58% for QB.

Portfolio Optimizer

Find the right allocation for COIO and QB

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