RGTU vs. COIG

Last updated Jun 26, 2026

RGTU (Tradr 2X Long RGTI Daily ETF) and COIG (Leverage Shares 2X Long COIN Daily ETF) are both Leveraged Equities funds. Both are actively managed. Over the past year, RGTU returned -24.32% vs -91.61% for COIG. A 0.52 correlation means they provide meaningful diversification when combined. RGTU charges 1.30%/yr vs 0.75%/yr for COIG.

Performance

RGTU vs. COIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long RGTI Daily ETF (RGTU) 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, RGTU achieves a -61.02% return, which is significantly higher than COIG's -72.36% return.

RGTU

• 1D: -11.74%
• 1M: -51.89%
• YTD: -61.02%
• 6M: -68.54%
• 1Y: -24.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COIG

• 1D: -10.09%
• 1M: -40.56%
• YTD: -72.36%
• 6M: -75.50%
• 1Y: -91.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RGTU vs. COIG - Yearly Performance Comparison

	2026 (YTD)	2025
RGTU Tradr 2X Long RGTI Daily ETF	-61.02%	90.43%
COIG Leverage Shares 2X Long COIN Daily ETF	-72.36%	-59.86%

Correlation

The correlation between RGTU and COIG is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jun 24, 2025	0.52

The correlation between RGTU and COIG has been stable across timeframes, ranging from 0.52 to 0.52 - a consistent structural relationship.

Return for Risk

RGTU vs. COIG — Risk / Return Rank

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

RGTU

RGTU Risk / Return Rank: 16
RGTU Sharpe Ratio Rank: 8
RGTU Sortino Ratio Rank: 30
RGTU Omega Ratio Rank: 25
RGTU Calmar Ratio Rank: 7
RGTU Martin Ratio Rank: 8

COIG

COIG Risk / Return Rank: 2
COIG Sharpe Ratio Rank: 4
COIG Sortino Ratio Rank: 1
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.

RGTU vs. COIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long RGTI Daily ETF (RGTU) 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.

	RGTU	COIG	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	-0.69	+0.57
Sortino ratio: Return per unit of downside risk	1.54	-1.64	+3.17
Omega ratio: Gain probability vs. loss probability	1.17	0.82	+0.35
Calmar ratio: Return relative to maximum drawdown	-0.25	-0.98	+0.73
Martin ratio: Return relative to average drawdown	-0.33	-1.31	+0.98

RGTU vs. COIG - Sharpe Ratio Comparison

The current RGTU Sharpe Ratio is -0.11, which is higher than the COIG Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of RGTU and COIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RGTU vs. COIG - Drawdown Comparison

The maximum RGTU drawdown since its inception was -96.96%, roughly equal to the maximum COIG drawdown of -93.79%. Use the drawdown chart below to compare losses from any high point for RGTU and COIG.

Drawdown Indicators

	RGTU	COIG	Difference
Max Drawdown Largest peak-to-trough decline	-96.96%	-93.79%	-3.17%
Max Drawdown (1Y) Largest decline over 1 year	-96.96%	-93.79%	-3.17%
Current Drawdown Current decline from peak	-95.64%	-93.79%	-1.85%
Average Drawdown Average peak-to-trough decline	-63.86%	-53.42%	-10.44%
Ulcer Index Depth and duration of drawdowns from previous peaks	73.82%	69.59%	+4.23%

Volatility

RGTU vs. COIG - Volatility Comparison

Tradr 2X Long RGTI Daily ETF (RGTU) has a higher volatility of 64.59% compared to Leverage Shares 2X Long COIN Daily ETF (COIG) at 37.32%. This indicates that RGTU's price experiences larger fluctuations and is considered to be riskier than COIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RGTU	COIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	64.59%	37.32%	+27.27%
Volatility (6M) Calculated over the trailing 6-month period	140.29%	102.67%	+37.62%
Volatility (1Y) Calculated over the trailing 1-year period	219.46%	133.89%	+85.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	219.07%	145.32%	+73.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	219.07%	145.32%	+73.75%

RGTU vs. COIG - Expense Ratio Comparison

RGTU has a 1.30% expense ratio, which is higher than COIG's 0.75% expense ratio.

Dividends

RGTU vs. COIG - Dividend Comparison

RGTU's dividend yield for the trailing twelve months is around 52.92%, while COIG has not paid dividends to shareholders.

Position	TTM	2025
COIG Leverage Shares 2X Long COIN Daily ETF	0.00%	0.00%
RGTU Tradr 2X Long RGTI Daily ETF	52.92%	20.63%

Frequently Asked Questions

Can I hold both RGTU and COIG in my portfolio?

RGTU and COIG have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGTU or COIG?

RGTU has higher volatility (64.59%) compared to COIG (37.32%). In terms of maximum drawdown, RGTU dropped -96.96% vs COIG's -93.79%.

Which ETF is better, RGTU or COIG?

On 1-year performance, RGTU leads with -24.32% vs -91.61% for COIG. On fees, COIG is cheaper at 0.75% per year. On volatility, COIG has been the lower-risk option at 37.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RGTU or COIG?

Over the 1-year period, RGTU has performed better with a -24.32% return vs -91.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RGTU or COIG?

COIG is cheaper with a 0.75% expense ratio, compared with 1.30% for RGTU.

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

RGTU has the higher dividend yield at 52.92%, compared with 0.00% for COIG.

What is the main difference between RGTU and COIG?

They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for RGTU and 0.75% for COIG.

Which has better risk-adjusted returns?

RGTU currently has the higher Sharpe Ratio (-0.11 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.