SCUS vs. COII

Last updated Jun 23, 2026

SCUS (Schwab Ultra-Short Income ETF) and COII (REX COIN Growth & Income ETF) are both exchange-traded funds - SCUS is a Ultrashort Bond fund actively managed by Charles Schwab, while COII is a Derivative Income fund actively managed by REX Shares. Both are actively managed. Over the past year, SCUS returned 3.94% vs -61.18% for COII. At a correlation of -0.10, they often move in opposite directions. SCUS charges 0.14%/yr vs 0.99%/yr for COII.

Performance

SCUS vs. COII - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Ultra-Short Income ETF (SCUS) and REX COIN Growth & Income ETF (COII). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCUS achieves a 1.49% return, which is significantly higher than COII's -40.76% return.

SCUS

• 1D: -0.06%
• 1M: 0.18%
• YTD: 1.49%
• 6M: 1.61%
• 1Y: 3.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COII

• 1D: 0.00%
• 1M: -17.01%
• YTD: -40.76%
• 6M: -45.71%
• 1Y: -61.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SCUS vs. COII - Yearly Performance Comparison

	2026 (YTD)	2025
SCUS Schwab Ultra-Short Income ETF	1.49%	2.70%
COII REX COIN Growth & Income ETF	-40.76%	-26.88%

Correlation

The correlation between SCUS and COII is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.11
Correlation (All Time) Calculated using the full available price history since Jun 4, 2025	-0.10

Return for Risk

SCUS vs. COII — Risk / Return Rank

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

SCUS

SCUS Risk / Return Rank: 99
SCUS Sharpe Ratio Rank: 98
SCUS Sortino Ratio Rank: 99
SCUS Omega Ratio Rank: 98
SCUS Calmar Ratio Rank: 99
SCUS Martin Ratio Rank: 99

COII

COII Risk / Return Rank: 2
COII Sharpe Ratio Rank: 2
COII Sortino Ratio Rank: 2
COII Omega Ratio Rank: 2
COII Calmar Ratio Rank: 2
COII Martin Ratio Rank: 2

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.

SCUS vs. COII - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Ultra-Short Income ETF (SCUS) and REX COIN Growth & Income ETF (COII). 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.

	SCUS	COII	Difference
Sharpe ratio: Return per unit of total volatility	5.84	-0.91	+6.75
Sortino ratio: Return per unit of downside risk	11.18	-1.41	+12.58
Omega ratio: Gain probability vs. loss probability	2.56	0.83	+1.73
Calmar ratio: Return relative to maximum drawdown	23.76	-0.85	+24.60
Martin ratio: Return relative to average drawdown	102.91	-1.29	+104.20

SCUS vs. COII - Sharpe Ratio Comparison

The current SCUS Sharpe Ratio is 5.84, which is higher than the COII Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of SCUS and COII, 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

SCUS vs. COII - Drawdown Comparison

The maximum SCUS drawdown since its inception was -0.17%, smaller than the maximum COII drawdown of -72.22%. Use the drawdown chart below to compare losses from any high point for SCUS and COII.

Drawdown Indicators

	SCUS	COII	Difference
Max Drawdown Largest peak-to-trough decline	-0.17%	-72.22%	+72.05%
Max Drawdown (1Y) Largest decline over 1 year	-0.17%	-72.22%	+72.05%
Current Drawdown Current decline from peak	-0.08%	-70.51%	+70.43%
Average Drawdown Average peak-to-trough decline	-0.02%	-40.41%	+40.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.04%	47.54%	-47.50%

Volatility

SCUS vs. COII - Volatility Comparison

The current volatility for Schwab Ultra-Short Income ETF (SCUS) is 0.22%, while REX COIN Growth & Income ETF (COII) has a volatility of 17.38%. This indicates that SCUS experiences smaller price fluctuations and is considered to be less risky than COII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCUS	COII	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.22%	17.38%	-17.16%
Volatility (6M) Calculated over the trailing 6-month period	0.50%	51.94%	-51.44%
Volatility (1Y) Calculated over the trailing 1-year period	0.68%	67.57%	-66.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.71%	67.69%	-66.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.71%	67.69%	-66.98%

SCUS vs. COII - Expense Ratio Comparison

SCUS has a 0.14% expense ratio, which is lower than COII's 0.99% expense ratio.

Dividends

SCUS vs. COII - Dividend Comparison

SCUS's dividend yield for the trailing twelve months is around 3.91%, less than COII's 94.11% yield.

Position	TTM	2025	2024
COII REX COIN Growth & Income ETF	94.11%	41.52%	0.00%
SCUS Schwab Ultra-Short Income ETF	3.91%	4.17%	1.62%

Frequently Asked Questions

Can I hold both SCUS and COII in my portfolio?

SCUS and COII have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SCUS or COII?

COII has higher volatility (17.38%) compared to SCUS (0.22%). In terms of maximum drawdown, SCUS dropped -0.17% vs COII's -72.22%.

Which ETF is better, SCUS or COII?

On 1-year performance, SCUS leads with 3.94% vs -61.18% for COII. On fees, SCUS is cheaper at 0.14% per year. On volatility, SCUS has been the lower-risk option at 0.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCUS or COII?

Over the 1-year period, SCUS has performed better with a 3.94% return vs -61.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCUS or COII?

SCUS is cheaper with a 0.14% expense ratio, compared with 0.99% for COII.

Which ETF pays a higher dividend yield, SCUS or COII?

COII has the higher dividend yield at 94.11%, compared with 3.91% for SCUS.

What is the main difference between SCUS and COII?

SCUS is categorized as Ultrashort Bond, while COII is Derivative Income. They also come from different issuers: Charles Schwab and REX Shares. Their fees differ too: 0.14% for SCUS and 0.99% for COII.

Which has better risk-adjusted returns?

SCUS currently has the higher Sharpe Ratio (5.84 vs -0.91), 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.