COTG vs. FUTG
COTG (Leverage Shares 2X Long COST Daily ETF) and FUTG (Leverage Shares 2X Long FUTU Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a correlation of -0.22, they often move in opposite directions. Both charge a 0.75% expense ratio.
Performance
COTG vs. FUTG - Performance Comparison
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Returns By Period
In the year-to-date period, COTG achieves a 17.32% return, which is significantly higher than FUTG's -75.53% return.
COTG
- 1D
- 1.39%
- 1M
- -11.21%
- YTD
- 17.32%
- 6M
- 1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FUTG
- 1D
- -11.10%
- 1M
- -70.24%
- YTD
- -75.53%
- 6M
- -77.00%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTG vs. FUTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COTG Leverage Shares 2X Long COST Daily ETF | 17.32% | -19.20% |
FUTG Leverage Shares 2X Long FUTU Daily ETF | -75.53% | -0.80% |
Correlation
The correlation between COTG and FUTG is -0.22, 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 Oct 15, 2025 | -0.22 |
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Return for Risk
COTG vs. FUTG - 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 FUTU Daily ETF (FUTG). 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
| COTG | FUTG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | -0.66 | +0.38 |
Drawdowns
COTG vs. FUTG - Drawdown Comparison
The maximum COTG drawdown since its inception was -25.69%, smaller than the maximum FUTG drawdown of -86.19%. Use the drawdown chart below to compare losses from any high point for COTG and FUTG.
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Drawdown Indicators
| COTG | FUTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.69% | -86.19% | +60.50% |
Current DrawdownCurrent decline from peak | -23.48% | -84.29% | +60.81% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -40.35% | +32.00% |
Volatility
COTG vs. FUTG - Volatility Comparison
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Volatility by Period
| COTG | FUTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 40.65% | 136.01% | -95.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.65% | 136.01% | -95.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.65% | 136.01% | -95.36% |
COTG vs. FUTG - Expense Ratio Comparison
Both COTG and FUTG have an expense ratio of 0.75%.
Dividends
COTG vs. FUTG - Dividend Comparison
Neither COTG nor FUTG has paid dividends to shareholders.
Frequently Asked Questions
COTG and FUTG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
COTG and FUTG have the same expense ratio: 0.75% per year.
COTG and FUTG have nearly identical dividend yields, around 0.00%.
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