Leverage Shares 2X Long COIN Daily ETF (COIG) Performance
COIG total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −70.8% since Dec 31, 2025
- 1 year
- −87.2% total return
- Since first price
- −73.6% since 2025
COIG trailing returns vs SPY, QQQ, AGG
| Period | COIG total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −33.8% | −33.8% | −1.0% | −5.0% | +0.9% |
| 3 months | −14.0% | −14.0% | +3.2% | +1.9% | −0.4% |
| 6 months | −50.7% | −50.7% | +7.8% | +8.4% | −1.5% |
| YTD | −70.8% | −70.8% | +12.3% | +15.1% | −1.0% |
| 1 year | −87.2% | −87.2% | +14.4% | +15.9% | −1.1% |
| Since inceptionMar 14, 2025 | −73.6% | −73.6% | — | — | — |
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: COIG vs SPY
From Mar 14, 2025: COIG grew to $2,640, SPY to $13,768.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
COIG returns by calendar year
2026 is year to date.
COIG annual returns table
| Year | COIG | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −70.8% | −78.9% | +12.3% | +15.1% | −1.0% |
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.
COIG largest drawdowns
Now 93.4% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jul 18, 2025 | −94.0% | Aug 18, 2026 | not yet | 1.1 years | 1.3 years so far |
| Mar 25, 2025 | −47.0% | Apr 8, 2025 | May 13, 2025 | 14 days | 49 days |
| May 22, 2025 | −23.1% | Jun 12, 2025 | Jun 18, 2025 | 21 days | 27 days |
| Jun 26, 2025 | −20.7% | Jul 1, 2025 | Jul 10, 2025 | 5 days | 14 days |
| May 14, 2025 | −15.6% | May 15, 2025 | May 16, 2025 | 1 days | 2 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
COIG risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | −44.8% |
| Volatility (annualized) | 124.9% |
| Sharpe ratio | 0.05 |
| Sortino ratio | 0.08 |
| Best month | +88.9% |
| Worst month | −43.4% |
| Best 12 months | −49.6% |
| Worst 12 months | −92.5% |
| Positive months | 39% |
| 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.
COIG rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 8 | −92.5% | −82.6% | −49.6% | 0% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
COIG performance overview
Leverage Shares 2X Long COIN Daily ETF (COIG) returned −87.2% over the past year, with distributions reinvested. Since its first recorded price on Mar 14, 2025 it has returned −73.6%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −94.0%, from Jul 18, 2025 to Aug 18, 2026; the fund has not yet regained that high. Volatility has been 124.9% a year.
Related: COIG chart. See the COIG overview for the latest quote and fund facts.
COIG performance FAQ
What is the COIG return over the past year?
COIG returned −87.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 87.2%.
How much would $10,000 invested in COIG be worth?
$10,000 invested in COIG at its first recorded close on March 14, 2025 would be worth about $2,640 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of COIG?
The largest peak-to-trough decline was −94.0% between July 18, 2025 and August 18, 2026. It has not yet recovered to that high; it is 93.4% below its peak.
How volatile is COIG?
Over the past history COIG had an annualized volatility of 124.9% and a Sharpe ratio of 0.05 (excess return over 1–3 month T-bills per unit of risk).