ULTI vs. COII
ULTI (REX IncomeMax Option Strategy ETF) and COII (REX COIN Growth & Income ETF) are both Derivative Income funds from REX Shares. Both are actively managed. A 0.53 correlation means they provide meaningful diversification when combined. ULTI charges 1.25%/yr vs 0.99%/yr for COII.
Performance
ULTI vs. COII - Performance Comparison
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Returns By Period
In the year-to-date period, ULTI achieves a 19.91% return, which is significantly higher than COII's -40.76% return.
ULTI
- 1D
- -4.03%
- 1M
- -13.99%
- YTD
- 19.91%
- 6M
- 11.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COII
- 1D
- 0.00%
- 1M
- -17.01%
- YTD
- -40.76%
- 6M
- -44.80%
- 1Y
- -61.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ULTI vs. COII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ULTI REX IncomeMax Option Strategy ETF | 19.91% | -38.67% |
COII REX COIN Growth & Income ETF | -40.76% | -32.78% |
Correlation
The correlation between ULTI and COII is 0.53, 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 Oct 31, 2025 | 0.53 |
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Return for Risk
ULTI vs. COII — Risk / Return Rank
ULTI
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COII
ULTI vs. COII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX IncomeMax Option Strategy ETF (ULTI) 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.
| ULTI | COII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 0.83 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.85 | — |
| Martin ratioReturn relative to average drawdown | — | -1.28 | — |
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Drawdowns
ULTI vs. COII - Drawdown Comparison
The maximum ULTI drawdown since its inception was -42.09%, smaller than the maximum COII drawdown of -72.22%. Use the drawdown chart below to compare losses from any high point for ULTI and COII.
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Drawdown Indicators
| ULTI | COII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.09% | -72.22% | +30.13% |
Max Drawdown (1Y)Largest decline over 1 year | — | -72.22% | — |
Current DrawdownCurrent decline from peak | -26.47% | -70.51% | +44.04% |
Average DrawdownAverage peak-to-trough decline | -27.80% | -40.53% | +12.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 47.75% | — |
Volatility
ULTI vs. COII - Volatility Comparison
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Volatility by Period
| ULTI | COII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.23% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 51.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 62.18% | 67.44% | -5.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.18% | 67.56% | -5.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.18% | 67.56% | -5.38% |
ULTI vs. COII - Expense Ratio Comparison
ULTI has a 1.25% expense ratio, which is higher than COII's 0.99% expense ratio.
Dividends
ULTI vs. COII - Dividend Comparison
ULTI's dividend yield for the trailing twelve months is around 57.64%, less than COII's 94.11% yield.
| Position | TTM | 2025 |
|---|---|---|
COII REX COIN Growth & Income ETF | 88.23% | 41.52% |
ULTI REX IncomeMax Option Strategy ETF | 57.64% | 14.96% |
Frequently Asked Questions
ULTI and COII have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COII is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COII is cheaper with a 0.99% expense ratio, compared with 1.25% for ULTI.
COII has the higher dividend yield at 94.11%, compared with 57.64% for ULTI.
Their fees differ too: 1.25% for ULTI and 0.99% for COII.
Find the right allocation for ULTI and COII
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