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. At a 0.50 correlation, their price movements are largely independent. ULTI charges 1.25%/yr vs 0.99%/yr for COII.
Performance
ULTI vs. COII - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ULTI achieves a -3.92% return, which is significantly higher than COII's -40.76% return.
ULTI
- 1D
- -2.81%
- 1M
- -24.77%
- 6M
- -22.06%
- YTD
- -3.92%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COII
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- -47.26%
- YTD
- -40.76%
- 1Y
- -68.31%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ULTI vs. COII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ULTI REX IncomeMax Option Strategy ETF | -3.92% | -38.67% |
COII REX COIN Growth & Income ETF | -40.76% | -32.78% |
Correlation
The correlation between ULTI and COII is 0.50, 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 Oct 31, 2025 | 0.50 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
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 | — | 0.80 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.90 | — |
| Martin ratioReturn relative to average drawdown | — | -1.33 | — |
Loading charts...
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.
Loading charts...
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 | -41.08% | -70.51% | +29.43% |
Average DrawdownAverage peak-to-trough decline | -28.36% | -41.08% | +12.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 48.77% | — |
Volatility
ULTI vs. COII - Volatility Comparison
Loading charts...
Volatility by Period
| ULTI | COII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 14.58% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 51.81% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 61.35% | 66.59% | -5.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 61.35% | 66.93% | -5.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 61.35% | 66.93% | -5.58% |
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 79.75%, while COII has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
COII REX COIN Growth & Income ETF | 75.93% | 41.52% |
ULTI REX IncomeMax Option Strategy ETF | 79.75% | 14.96% |
Frequently Asked Questions
ULTI and COII have a correlation of 0.50, 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.
ULTI has the higher dividend yield at 79.75%, compared with 75.93% for COII.
Their fees differ too: 1.25% for ULTI and 0.99% for COII.
Find the right allocation for ULTI and COII
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer