COTG vs. BSCR

Last updated Jun 5, 2026

COTG (Leverage Shares 2X Long COST Daily ETF) and BSCR (Invesco BulletShares 2027 Corporate Bond ETF) are both exchange-traded funds - COTG is a Leveraged Equities fund actively managed by Leverage Shares, while BSCR is a Corporate Bonds fund tracking the NASDAQ Bulletshares® USD Corporate Bond 2027 Index. COTG is actively managed, while BSCR is passively managed. At a correlation of -0.19, they often move in opposite directions. COTG charges 0.75%/yr vs 0.10%/yr for BSCR.

Performance

COTG vs. BSCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long COST Daily ETF (COTG) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COTG achieves a 20.04% return, which is significantly higher than BSCR's 1.27% return.

COTG

• 1D: 2.32%
• 1M: -9.84%
• YTD: 20.04%
• 6M: 10.13%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSCR

• 1D: 0.00%
• 1M: 0.36%
• YTD: 1.27%
• 6M: 1.66%
• 1Y: 4.46%
• 3Y*: 5.23%
• 5Y*: 1.41%
• 10Y*: —

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

COTG vs. BSCR - Yearly Performance Comparison

	2026 (YTD)	2025
COTG Leverage Shares 2X Long COST Daily ETF	20.04%	-21.71%
BSCR Invesco BulletShares 2027 Corporate Bond ETF	1.27%	1.28%

Correlation

The correlation between COTG and BSCR is -0.19, 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	-0.19

Return for Risk

COTG vs. BSCR — Risk / Return Rank

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

BSCR

BSCR Risk / Return Rank: 97
BSCR Sharpe Ratio Rank: 96
BSCR Sortino Ratio Rank: 98
BSCR Omega Ratio Rank: 98
BSCR Calmar Ratio Rank: 97
BSCR Martin Ratio Rank: 97

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. BSCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COST Daily ETF (COTG) and Invesco BulletShares 2027 Corporate Bond ETF (BSCR). 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.

Sharpe Ratios by Period

	COTG	BSCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.20	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.59	-0.80

Drawdowns

COTG vs. BSCR - Drawdown Comparison

The maximum COTG drawdown since its inception was -25.69%, which is greater than BSCR's maximum drawdown of -17.26%. Use the drawdown chart below to compare losses from any high point for COTG and BSCR.

Drawdown Indicators

	COTG	BSCR	Difference
Max Drawdown Largest peak-to-trough decline	-25.69%	-17.26%	-8.43%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.42%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-2.41%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-14.87%	—
Current Drawdown Current decline from peak	-21.71%	0.00%	-21.71%
Average Drawdown Average peak-to-trough decline	-8.42%	-3.34%	-5.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.10%	—

Volatility

Volatility by Period

	COTG	BSCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.59%	—
Volatility (1Y) Calculated over the trailing 1-year period	40.63%	1.07%	+39.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.63%	4.09%	+36.54%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.63%	5.35%	+35.28%

COTG vs. BSCR - Expense Ratio Comparison

COTG has a 0.75% expense ratio, which is higher than BSCR's 0.10% expense ratio.

Dividends

COTG vs. BSCR - Dividend Comparison

COTG has not paid dividends to shareholders, while BSCR's dividend yield for the trailing twelve months is around 4.29%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSCR Invesco BulletShares 2027 Corporate Bond ETF	4.29%	4.26%	4.27%	3.74%	2.65%	2.12%	2.46%	3.11%	3.35%	0.78%
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%

Frequently Asked Questions

Can I hold both COTG and BSCR in my portfolio?

COTG and BSCR have a correlation of -0.19, 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 BSCR?

On fees, BSCR is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COTG or BSCR?

BSCR is cheaper with a 0.10% expense ratio, compared with 0.75% for COTG.

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

BSCR has the higher dividend yield at 4.29%, compared with 0.00% for COTG.

What is the main difference between COTG and BSCR?

COTG is categorized as Leveraged Equities, while BSCR is Corporate Bonds. They also come from different issuers: Leverage Shares and Invesco. Their fees differ too: 0.75% for COTG and 0.10% for BSCR.