COTG vs. BEG

Last updated Jun 24, 2026

COTG (Leverage Shares 2X Long COST Daily ETF) and BEG (Leverage Shares 2X Long BE Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a correlation of -0.13, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

COTG vs. BEG - Performance Comparison

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

Returns By Period

In the year-to-date period, COTG achieves a 15.84% return, which is significantly lower than BEG's 658.88% return.

COTG

• 1D: 1.52%
• 1M: -14.19%
• YTD: 15.84%
• 6M: 17.42%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BEG

• 1D: -13.66%
• 1M: 4.00%
• YTD: 658.88%
• 6M: 577.94%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COTG vs. BEG - Yearly Performance Comparison

	2026 (YTD)	2025
COTG Leverage Shares 2X Long COST Daily ETF	15.84%	-0.12%
BEG Leverage Shares 2X Long BE Daily ETF	658.88%	1.77%

Correlation

The correlation between COTG and BEG is -0.13, 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 Dec 16, 2025	-0.13

Return for Risk

COTG vs. BEG - Risk-Adjusted Trends Comparison

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

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

Drawdowns

COTG vs. BEG - Drawdown Comparison

The maximum COTG drawdown since its inception was -25.69%, smaller than the maximum BEG drawdown of -59.85%. Use the drawdown chart below to compare losses from any high point for COTG and BEG.

Drawdown Indicators

	COTG	BEG	Difference
Max Drawdown Largest peak-to-trough decline	-25.69%	-59.85%	+34.16%
Current Drawdown Current decline from peak	-24.45%	-13.66%	-10.79%
Average Drawdown Average peak-to-trough decline	-9.72%	-16.74%	+7.02%

Volatility

Volatility by Period

	COTG	BEG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	40.02%	212.91%	-172.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.02%	212.91%	-172.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.02%	212.91%	-172.89%

COTG vs. BEG - Expense Ratio Comparison

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

Dividends

COTG vs. BEG - Dividend Comparison

Neither COTG nor BEG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both COTG and BEG in my portfolio?

COTG and BEG have a correlation of -0.13, 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 BEG?

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 BEG?

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

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

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