PortfoliosLab logoPortfoliosLab logo
BU vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BU vs. COTG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, BU achieves a -20.39% return, which is significantly lower than COTG's 17.32% return.


BU

1D
-5.94%
1M
15.42%
YTD
-20.39%
6M
-9.66%
1Y
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)

BU vs. COTG - Yearly Performance Comparison


Correlation

The correlation between BU and COTG is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

-0.04

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

BU vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Daily Target 2X Long B ETF (BU) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BU vs. COTG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


BUCOTGDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

-0.28

+0.34

Drawdowns

BU vs. COTG - Drawdown Comparison

The maximum BU drawdown since its inception was -53.98%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for BU and COTG.


Loading charts...

Drawdown Indicators


BUCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-53.98%

-25.69%

-28.29%

Current Drawdown

Current decline from peak

-45.10%

-23.48%

-21.62%

Average Drawdown

Average peak-to-trough decline

-25.32%

-8.35%

-16.97%

Volatility

BU vs. COTG - Volatility Comparison


Loading charts...

Volatility by Period


BUCOTGDifference

Volatility (1Y)

Calculated over the trailing 1-year period

97.59%

40.65%

+56.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

97.59%

40.65%

+56.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.59%

40.65%

+56.94%

BU vs. COTG - Expense Ratio Comparison

BU has a 1.29% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

BU vs. COTG - Dividend Comparison

Neither BU nor COTG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BU and COTG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COTG is cheaper with a 0.75% expense ratio, compared with 1.29% for BU.

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

They also come from different issuers: Defiance and Leverage Shares. Their fees differ too: 1.29% for BU and 0.75% for COTG.

Portfolio Optimizer

Find the right allocation for BU and COTG

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