BULG vs. COTG
BULG (Leverage Shares 2X Long BULL Daily ETF) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a correlation of -0.10, they often move in opposite directions. BULG charges 0.87%/yr vs 0.75%/yr for COTG.
Performance
BULG vs. COTG - Performance Comparison
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Returns By Period
In the year-to-date period, BULG achieves a -56.19% return, which is significantly lower than COTG's 17.32% return.
BULG
- 1D
- -10.40%
- 1M
- -35.04%
- YTD
- -56.19%
- 6M
- -70.34%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTG
- 1D
- 1.39%
- 1M
- -11.21%
- YTD
- 17.32%
- 6M
- 1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BULG vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BULG Leverage Shares 2X Long BULL Daily ETF | -56.19% | -68.41% |
COTG Leverage Shares 2X Long COST Daily ETF | 17.32% | -21.71% |
Correlation
The correlation between BULG and COTG is -0.10, 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 | -0.10 |
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Return for Risk
BULG vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long BULL Daily ETF (BULG) 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.
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Sharpe Ratios by Period
| BULG | COTG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.83 | -0.28 | -0.55 |
Drawdowns
BULG vs. COTG - Drawdown Comparison
The maximum BULG drawdown since its inception was -94.15%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for BULG and COTG.
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Drawdown Indicators
| BULG | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.15% | -25.69% | -68.46% |
Current DrawdownCurrent decline from peak | -91.64% | -23.48% | -68.16% |
Average DrawdownAverage peak-to-trough decline | -69.49% | -8.35% | -61.14% |
Volatility
BULG vs. COTG - Volatility Comparison
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Volatility by Period
| BULG | COTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 113.93% | 40.65% | +73.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 113.93% | 40.65% | +73.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 113.93% | 40.65% | +73.28% |
BULG vs. COTG - Expense Ratio Comparison
BULG has a 0.87% expense ratio, which is higher than COTG's 0.75% expense ratio.
Dividends
BULG vs. COTG - Dividend Comparison
Neither BULG nor COTG has paid dividends to shareholders.
Frequently Asked Questions
BULG and COTG have a correlation of -0.10, 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 0.87% for BULG.
BULG and COTG have nearly identical dividend yields, around 0.00%.
Their fees differ too: 0.87% for BULG and 0.75% for COTG.
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