COTG vs. AIFD

Last updated Jul 17, 2026

COTG (Leverage Shares 2X Long COST Daily ETF) and AIFD (TCW Artificial Intelligence ETF) are both exchange-traded funds - COTG is a Leveraged Equities fund actively managed by Leverage Shares, while AIFD is a Technology Equities fund actively managed by TCW. Both are actively managed. At a correlation of -0.28, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

COTG vs. AIFD - Performance Comparison

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

Returns By Period

In the year-to-date period, COTG achieves a 11.25% return, which is significantly lower than AIFD's 32.00% return.

COTG

• 1D: 6.31%
• 1M: -9.60%
• 6M: -8.77%
• YTD: 11.25%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

AIFD

• 1D: -3.23%
• 1M: -7.56%
• 6M: 30.36%
• YTD: 32.00%
• 1Y: 60.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COTG vs. AIFD - Yearly Performance Comparison

	2026 (YTD)	2025
COTG Leverage Shares 2X Long COST Daily ETF	11.25%	-22.61%
AIFD TCW Artificial Intelligence ETF	32.00%	8.27%

Correlation

The correlation between COTG and AIFD is -0.28, 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 18, 2025	-0.28

Return for Risk

COTG vs. AIFD — Risk / Return Rank

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

COTG

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

AIFD

AIFD Risk / Return Rank: 80
AIFD Sharpe Ratio Rank: 81
AIFD Sortino Ratio Rank: 70
AIFD Omega Ratio Rank: 70
AIFD Calmar Ratio Rank: 91
AIFD Martin Ratio Rank: 89

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.

COTG vs. AIFD - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COTG	AIFD	Difference
Sharpe ratio: Return per unit of total volatility	—	2.07	—
Sortino ratio: Return per unit of downside risk	—	2.55	—
Omega ratio: Gain probability vs. loss probability	—	1.33	—
Calmar ratio: Return relative to maximum drawdown	—	4.50	—
Martin ratio: Return relative to average drawdown	—	15.50	—

Drawdowns

COTG vs. AIFD - Drawdown Comparison

The maximum COTG drawdown since its inception was -32.16%, roughly equal to the maximum AIFD drawdown of -33.20%. Use the drawdown chart below to compare losses from any high point for COTG and AIFD.

Drawdown Indicators

	COTG	AIFD	Difference
Max Drawdown Largest peak-to-trough decline	-32.16%	-33.20%	+1.04%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.42%	—
Current Drawdown Current decline from peak	-27.44%	-13.42%	-14.02%
Average Drawdown Average peak-to-trough decline	-11.14%	-5.82%	-5.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.89%	—

Volatility

Volatility by Period

	COTG	AIFD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	11.77%	—
Volatility (6M) Calculated over the trailing 6-month period	—	23.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	41.28%	29.13%	+12.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.28%	30.30%	+10.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.28%	30.30%	+10.98%

COTG vs. AIFD - Expense Ratio Comparison

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

Dividends

COTG vs. AIFD - Dividend Comparison

Neither COTG nor AIFD has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COTG and AIFD in my portfolio?

COTG and AIFD have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COTG or AIFD?

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, COTG or AIFD?

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

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

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

What is the main difference between COTG and AIFD?

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