GRAG vs. COIG
GRAG (Leverage Shares 2X Long GRAB Daily ETF) and COIG (Leverage Shares 2X Long COIN Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a 0.25 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
GRAG vs. COIG - Performance Comparison
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Returns By Period
In the year-to-date period, GRAG achieves a -56.61% return, which is significantly higher than COIG's -62.75% return.
GRAG
- 1D
- -4.47%
- 1M
- -2.43%
- YTD
- -56.61%
- 6M
- -60.13%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COIG
- 1D
- 1.70%
- 1M
- -24.51%
- YTD
- -62.75%
- 6M
- -69.27%
- 1Y
- -85.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRAG vs. COIG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRAG Leverage Shares 2X Long GRAB Daily ETF | -56.61% | -5.79% |
COIG Leverage Shares 2X Long COIN Daily ETF | -62.75% | -34.03% |
Correlation
The correlation between GRAG and COIG is 0.25, 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 Dec 11, 2025 | 0.25 |
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Return for Risk
GRAG vs. COIG — Risk / Return Rank
GRAG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COIG
GRAG vs. COIG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long GRAB Daily ETF (GRAG) 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.
| GRAG | COIG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.88 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.92 | — |
| Martin ratioReturn relative to average drawdown | — | -1.24 | — |
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Drawdowns
GRAG vs. COIG - Drawdown Comparison
The maximum GRAG drawdown since its inception was -65.33%, smaller than the maximum COIG drawdown of -92.67%. Use the drawdown chart below to compare losses from any high point for GRAG and COIG.
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Drawdown Indicators
| GRAG | COIG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.33% | -92.67% | +27.34% |
Max Drawdown (1Y)Largest decline over 1 year | — | -92.67% | — |
Current DrawdownCurrent decline from peak | -60.91% | -91.63% | +30.72% |
Average DrawdownAverage peak-to-trough decline | -41.46% | -53.05% | +11.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 68.85% | — |
Volatility
GRAG vs. COIG - Volatility Comparison
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Volatility by Period
| GRAG | COIG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 35.76% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 101.76% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 70.21% | 135.60% | -65.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 70.21% | 145.26% | -75.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 70.21% | 145.26% | -75.05% |
GRAG vs. COIG - Expense Ratio Comparison
Both GRAG and COIG have an expense ratio of 0.75%.
Dividends
GRAG vs. COIG - Dividend Comparison
Neither GRAG nor COIG has paid dividends to shareholders.
Frequently Asked Questions
GRAG and COIG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
GRAG and COIG have the same expense ratio: 0.75% per year.
GRAG and COIG have nearly identical dividend yields, around 0.00%.
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