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COTG vs. AIVC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COTG vs. AIVC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long COST Daily ETF (COTG) and Amplify Bloomberg AI Value Chain ETF (AIVC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COTG achieves a 12.60% return, which is significantly lower than AIVC's 51.80% return.


COTG

1D
-0.68%
1M
-0.88%
6M
-3.87%
YTD
12.60%
1Y
3Y*
5Y*
10Y*
ALL TIME*

AIVC

1D
2.05%
1M
-3.20%
6M
43.84%
YTD
51.80%
1Y
90.42%
3Y*
40.15%
5Y*
15.23%
10Y*
14.90%
ALL TIME*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$693.08K$1.23M$2.77M
$653.21K$1.05M$1.51M

COTG vs. AIVC - Yearly Performance Comparison


Correlation

The correlation between COTG and AIVC is -0.28, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

-0.28

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Return for Risk

COTG vs. AIVC — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


AIVC
AIVC Risk / Return Rank: 8888
Overall Rank
AIVC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AIVC Sortino Ratio Rank: 8686
Sortino Ratio Rank
AIVC Omega Ratio Rank: 8484
Omega Ratio Rank
AIVC Calmar Ratio Rank: 8989
Calmar Ratio Rank
AIVC Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COTG vs. AIVC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COST Daily ETF (COTG) and Amplify Bloomberg AI Value Chain ETF (AIVC). 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.


COTGAIVCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

3.70

Martin ratioReturn relative to average drawdown

13.10

COTG vs. AIVC - Sharpe Ratio Comparison


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Drawdowns

COTG vs. AIVC - Drawdown Comparison

The maximum COTG drawdown since its inception was -32.16%, smaller than the maximum AIVC drawdown of -56.11%. Use the drawdown chart below to compare losses from any high point for COTG and AIVC.


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Drawdown Indicators


COTGAIVCDifference

Max Drawdown

Largest peak-to-trough decline

-32.16%

-56.11%

+23.95%

Max Drawdown (1Y)

Largest decline over 1 year

-23.29%

Max Drawdown (3Y)

Largest decline over 3 years

-32.55%

Max Drawdown (5Y)

Largest decline over 5 years

-53.58%

Max Drawdown (10Y)

Largest decline over 10 years

-56.11%

Current Drawdown

Current decline from peak

-26.56%

-16.53%

-10.03%

Average Drawdown

Average peak-to-trough decline

-11.97%

-16.35%

+4.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.56%

Volatility

COTG vs. AIVC - Volatility Comparison


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Volatility by Period


COTGAIVCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

Volatility (6M)

Calculated over the trailing 6-month period

29.86%

Volatility (1Y)

Calculated over the trailing 1-year period

40.99%

35.26%

+5.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.99%

31.35%

+9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.99%

27.49%

+13.50%

COTG vs. AIVC - Expense Ratio Comparison

COTG has a 0.75% expense ratio, which is higher than AIVC's 0.59% expense ratio.


Dividends

COTG vs. AIVC - Dividend Comparison

COTG has not paid dividends to shareholders, while AIVC's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025202420232022202120202019201820172016
AIVC
Amplify Bloomberg AI Value Chain ETF
0.11%0.17%0.21%0.00%0.00%0.00%0.39%1.16%0.38%0.92%0.64%
COTG
Leverage Shares 2X Long COST Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COTG and AIVC 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.

On fees, AIVC is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AIVC is cheaper with a 0.59% expense ratio, compared with 0.75% for COTG.

AIVC has the higher dividend yield at 0.11%, compared with 0.00% for COTG.

COTG is categorized as Leveraged Equities, while AIVC is Technology Equities. They also come from different issuers: Leverage Shares and Amplify. Their fees differ too: 0.75% for COTG and 0.59% for AIVC.

Portfolio Optimizer

Find the right allocation for COTG and AIVC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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