AIFD vs. COTG

Last updated Jun 4, 2026

AIFD (TCW Artificial Intelligence ETF) and COTG (Leverage Shares 2X Long COST Daily ETF) are both exchange-traded funds - AIFD is a Technology Equities fund actively managed by TCW, while COTG is a Leveraged Equities fund actively managed by Leverage Shares. Both are actively managed. At a correlation of -0.22, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

AIFD vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCW Artificial Intelligence ETF (AIFD) and Leverage Shares 2X Long COST Daily ETF (COTG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AIFD achieves a 49.97% return, which is significantly higher than COTG's 17.32% return.

AIFD

• 1D: -1.63%
• 1M: 17.54%
• YTD: 49.97%
• 6M: 50.25%
• 1Y: 98.66%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COTG

• 1D: 1.39%
• 1M: -11.21%
• YTD: 17.32%
• 6M: 1.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

AIFD vs. COTG - Yearly Performance Comparison

	2026 (YTD)	2025
AIFD TCW Artificial Intelligence ETF	49.97%	6.44%
COTG Leverage Shares 2X Long COST Daily ETF	17.32%	-21.71%

Correlation

The correlation between AIFD and COTG is -0.22, 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 (All Time) Calculated using the full available price history since Sep 19, 2025	-0.22

Return for Risk

AIFD vs. COTG — Risk / Return Rank

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

AIFD

AIFD Risk / Return Rank: 93
AIFD Sharpe Ratio Rank: 95
AIFD Sortino Ratio Rank: 91
AIFD Omega Ratio Rank: 90
AIFD Calmar Ratio Rank: 95
AIFD Martin Ratio Rank: 96

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.

AIFD vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCW Artificial Intelligence ETF (AIFD) and Leverage Shares 2X Long COST Daily ETF (COTG). 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.

	AIFD	COTG	Difference
Sharpe ratio Return per unit of total volatility	3.89	—	—
Sortino ratio Return per unit of downside risk	4.36	—	—
Omega ratio Gain probability vs. loss probability	1.58	—	—
Calmar ratio Return relative to maximum drawdown	8.44	—	—
Martin ratio Return relative to average drawdown	35.74	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AIFD	COTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.89	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.59	-0.28	+1.88

Drawdowns

AIFD vs. COTG - Drawdown Comparison

The maximum AIFD drawdown since its inception was -33.20%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for AIFD and COTG.

Drawdown Indicators

	AIFD	COTG	Difference
Max Drawdown Largest peak-to-trough decline	-33.20%	-25.69%	-7.51%
Max Drawdown (1Y) Largest decline over 1 year	-11.75%	—	—
Current Drawdown Current decline from peak	-1.63%	-23.48%	+21.85%
Average Drawdown Average peak-to-trough decline	-5.73%	-8.35%	+2.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.77%	—	—

Volatility

Volatility by Period

	AIFD	COTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.02%	—	—
Volatility (6M) Calculated over the trailing 6-month period	19.84%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	25.54%	40.65%	-15.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.34%	40.65%	-11.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.34%	40.65%	-11.31%

AIFD vs. COTG - Expense Ratio Comparison

Both AIFD and COTG have an expense ratio of 0.75%.

Dividends

AIFD vs. COTG - Dividend Comparison

Neither AIFD nor COTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both AIFD and COTG in my portfolio?

AIFD and COTG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, AIFD or COTG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, AIFD or COTG?

AIFD and COTG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, AIFD or COTG?

AIFD and COTG have nearly identical dividend yields, around 0.00%.

What is the main difference between AIFD and COTG?

AIFD is categorized as Technology Equities, while COTG is Leveraged Equities. They also come from different issuers: TCW and Leverage Shares.