GLXU vs. COIG

Last updated Jun 25, 2026

GLXU (T-REX 2X Long GLXY Daily Target ETF) and COIG (Leverage Shares 2X Long COIN Daily ETF) are both Leveraged Equities funds. Both are actively managed. A 0.66 correlation means they provide meaningful diversification when combined. GLXU charges 1.50%/yr vs 0.75%/yr for COIG.

Performance

GLXU vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-REX 2X Long GLXY Daily Target ETF (GLXU) and Leverage Shares 2X Long COIN Daily ETF (COIG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLXU achieves a -4.97% return, which is significantly higher than COIG's -69.26% return.

GLXU

• 1D: -17.15%
• 1M: -10.12%
• YTD: -4.97%
• 6M: -21.34%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIG

• 1D: -10.13%
• 1M: -37.69%
• YTD: -69.26%
• 6M: -72.75%
• 1Y: -90.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GLXU vs. COIG - Yearly Performance Comparison

	2026 (YTD)	2025
GLXU T-REX 2X Long GLXY Daily Target ETF	-4.97%	-55.12%
COIG Leverage Shares 2X Long COIN Daily ETF	-69.26%	-56.62%

Correlation

The correlation between GLXU and COIG is 0.66, 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 Aug 8, 2025	0.66

Return for Risk

GLXU vs. COIG — Risk / Return Rank

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

GLXU

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

COIG

COIG Risk / Return Rank: 2
COIG Sharpe Ratio Rank: 4
COIG Sortino Ratio Rank: 2
COIG Omega Ratio Rank: 2
COIG Calmar Ratio Rank: 1
COIG Martin Ratio Rank: 3

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.

GLXU vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-REX 2X Long GLXY Daily Target ETF (GLXU) and Leverage Shares 2X Long COIN Daily ETF (COIG). 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.

	GLXU	COIG	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.68	—
Sortino ratio: Return per unit of downside risk	—	-1.48	—
Omega ratio: Gain probability vs. loss probability	—	0.84	—
Calmar ratio: Return relative to maximum drawdown	—	-0.97	—
Martin ratio: Return relative to average drawdown	—	-1.30	—

Drawdowns

GLXU vs. COIG - Drawdown Comparison

The maximum GLXU drawdown since its inception was -90.66%, roughly equal to the maximum COIG drawdown of -93.09%. Use the drawdown chart below to compare losses from any high point for GLXU and COIG.

Drawdown Indicators

	GLXU	COIG	Difference
Max Drawdown Largest peak-to-trough decline	-90.66%	-93.09%	+2.43%
Max Drawdown (1Y) Largest decline over 1 year	—	-93.09%	—
Current Drawdown Current decline from peak	-78.89%	-93.09%	+14.20%
Average Drawdown Average peak-to-trough decline	-57.88%	-53.30%	-4.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	69.34%	—

Volatility

Volatility by Period

	GLXU	COIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	36.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	102.29%	—
Volatility (1Y) Calculated over the trailing 1-year period	182.06%	135.90%	+46.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	182.06%	145.27%	+36.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	182.06%	145.27%	+36.79%

GLXU vs. COIG - Expense Ratio Comparison

GLXU has a 1.50% expense ratio, which is higher than COIG's 0.75% expense ratio.

Dividends

GLXU vs. COIG - Dividend Comparison

GLXU's dividend yield for the trailing twelve months is around 7.85%, while COIG has not paid dividends to shareholders.

Position	TTM	2025
COIG Leverage Shares 2X Long COIN Daily ETF	0.00%	0.00%
GLXU T-REX 2X Long GLXY Daily Target ETF	7.85%	7.46%

Frequently Asked Questions

Can I hold both GLXU and COIG in my portfolio?

GLXU and COIG have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GLXU or COIG?

On fees, COIG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GLXU or COIG?

COIG is cheaper with a 0.75% expense ratio, compared with 1.50% for GLXU.

Which ETF pays a higher dividend yield, GLXU or COIG?

GLXU has the higher dividend yield at 7.85%, compared with 0.00% for COIG.

What is the main difference between GLXU and COIG?

They also come from different issuers: T-Rex and Leverage Shares. Their fees differ too: 1.50% for GLXU and 0.75% for COIG.