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IGME vs. ICOI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IGME vs. ICOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise GME Option Income Strategy ETF (IGME) and Bitwise COIN Option Income Strategy ETF (ICOI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IGME achieves a 12.57% return, which is significantly higher than ICOI's -27.03% return.


IGME

1D
-1.86%
1M
-10.54%
YTD
12.57%
6M
1.24%
1Y
3Y*
5Y*
10Y*

ICOI

1D
-6.50%
1M
-14.41%
YTD
-27.03%
6M
-36.20%
1Y
-43.56%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGME vs. ICOI - Yearly Performance Comparison


Correlation

The correlation between IGME and ICOI is 0.32, 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 Jun 11, 2025

0.32

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Return for Risk

IGME vs. ICOI — Risk / Return Rank

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

IGME

ICOI
ICOI Risk / Return Rank: 33
Overall Rank
ICOI Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ICOI Sortino Ratio Rank: 33
Sortino Ratio Rank
ICOI Omega Ratio Rank: 22
Omega Ratio Rank
ICOI Calmar Ratio Rank: 33
Calmar Ratio Rank
ICOI Martin Ratio Rank: 33
Martin Ratio Rank
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.

IGME vs. ICOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise GME Option Income Strategy ETF (IGME) and Bitwise COIN Option Income Strategy ETF (ICOI). 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.

IGME vs. ICOI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IGMEICOIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.44

-0.57

+0.14

Drawdowns

IGME vs. ICOI - Drawdown Comparison

The maximum IGME drawdown since its inception was -26.33%, smaller than the maximum ICOI drawdown of -58.10%. Use the drawdown chart below to compare losses from any high point for IGME and ICOI.


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Drawdown Indicators


IGMEICOIDifference

Max Drawdown

Largest peak-to-trough decline

-26.33%

-58.10%

+31.77%

Max Drawdown (1Y)

Largest decline over 1 year

-58.10%

Current Drawdown

Current decline from peak

-15.22%

-58.01%

+42.79%

Average Drawdown

Average peak-to-trough decline

-14.49%

-27.62%

+13.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.82%

Volatility

IGME vs. ICOI - Volatility Comparison


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Volatility by Period


IGMEICOIDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.27%

Volatility (6M)

Calculated over the trailing 6-month period

35.27%

Volatility (1Y)

Calculated over the trailing 1-year period

35.50%

49.64%

-14.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.50%

50.59%

-15.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.50%

50.59%

-15.09%

IGME vs. ICOI - Expense Ratio Comparison

IGME has a 0.96% expense ratio, which is lower than ICOI's 0.98% expense ratio.


Dividends

IGME vs. ICOI - Dividend Comparison

IGME's dividend yield for the trailing twelve months is around 88.20%, less than ICOI's 359.83% yield.


Frequently Asked Questions


IGME and ICOI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IGME is cheaper at 0.96% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IGME is cheaper with a 0.96% expense ratio, compared with 0.98% for ICOI.

ICOI has the higher dividend yield at 359.83%, compared with 88.20% for IGME.

Their fees differ too: 0.96% for IGME and 0.98% for ICOI.

Portfolio Optimizer

Find the right allocation for IGME and ICOI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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