Range Global Coal ETF (COAL) Performance
COAL total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +5.6% since Dec 31, 2025
- 1 year
- +10.1% total return
- Since first price
- −0.1% since 2024
COAL trailing returns vs SPY, QQQ, AGG
| Period | COAL total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.4% | −2.4% | −1.0% | −5.0% | +0.9% |
| 3 months | +0.3% | +0.3% | +3.2% | +1.9% | −0.4% |
| 6 months | −5.6% | −5.6% | +7.8% | +8.4% | −1.5% |
| YTD | +5.6% | +5.6% | +12.3% | +15.1% | −1.0% |
| 1 year | +10.1% | +7.3% | +14.4% | +15.9% | −1.1% |
| Since inceptionJan 24, 2024 | −0.1% | −4.4% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: COAL vs SPY
From Jan 24, 2024: COAL grew to $9,989, SPY to $16,169.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
COAL returns by calendar year
1 of 1 full years positive. Best 2025 (+12.7%), worst 2025 (+12.7%). 2026 is year to date.
COAL annual returns table
| Year | COAL | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +5.6% | −21.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +12.7% | −29.8% | +17.7% | +20.8% | +7.2% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
COAL largest drawdowns
Now 15.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 3, 2024 | −42.3% | Apr 7, 2025 | Jan 9, 2026 | 9 months | 1.5 years |
| Mar 27, 2026 | −21.7% | Jul 7, 2026 | Sep 8, 2026 | 3 months | 5 months |
| Sep 8, 2026 | −16.3% | Oct 22, 2026 | not yet | 44 days | 45 days so far |
| Feb 1, 2024 | −12.6% | Mar 15, 2024 | Jun 3, 2024 | 43 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
COAL risk statistics
| Statistic | Since 2024 |
|---|---|
| Annualized return | +0.6% |
| Volatility (annualized) | 28.9% |
| Sharpe ratio | 0.01 |
| Sortino ratio | 0.01 |
| Best month | +23.4% |
| Worst month | −13.2% |
| Best 12 months | +62.8% |
| Worst 12 months | −31.2% |
| Positive months | 47% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
COAL rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 22 | −31.2% | +4.3% | +62.8% | 55% |
Every holding period starting at a month-end since 2024. Returns for 3 years and longer are annualized.
COAL performance overview
Range Global Coal ETF (COAL) returned +10.1% over the past year, with distributions reinvested. Since its first recorded price on Jan 24, 2024 it has returned −0.1%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −42.3%, from Jul 3, 2024 to Apr 7, 2025, and it took 9 months to get back to the old high. Volatility has been 28.9% a year.
Related: COAL chart, COAL holdings, COAL dividends. See the COAL overview for the latest quote and fund facts.
COAL performance FAQ
What is the COAL return over the past year?
COAL returned +10.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 7.3%.
How much would $10,000 invested in COAL be worth?
$10,000 invested in COAL at its first recorded close on January 24, 2024 would be worth about $9,989 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of COAL?
The largest peak-to-trough decline was −42.3% between July 3, 2024 and April 7, 2025. It recovered to the old high on January 9, 2026, 9 months after the bottom.
How volatile is COAL?
Over the past history COAL had an annualized volatility of 28.9% and a Sharpe ratio of 0.01 (excess return over 1–3 month T-bills per unit of risk).