PortfoliosLab logoPortfoliosLab logo
COTG vs. IFED
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COTG vs. IFED - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long COST Daily ETF (COTG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

COTG vs. IFED - Yearly Performance Comparison


Returns By Period

In the year-to-date period, COTG achieves a 29.11% return, which is significantly higher than IFED's -10.70% return.


COTG

1D
-0.12%
1M
-4.20%
YTD
29.11%
6M
7.24%
1Y
3Y*
5Y*
10Y*

IFED

1D
2.06%
1M
-5.98%
YTD
-10.70%
6M
-11.02%
1Y
5.41%
3Y*
14.83%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


COTG vs. IFED - Expense Ratio Comparison

COTG has a 0.75% expense ratio, which is higher than IFED's 0.45% expense ratio.


Return for Risk

COTG vs. IFED — Risk / Return Rank

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

COTG

IFED
IFED Risk / Return Rank: 2020
Overall Rank
IFED Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
IFED Sortino Ratio Rank: 1919
Sortino Ratio Rank
IFED Omega Ratio Rank: 2020
Omega Ratio Rank
IFED Calmar Ratio Rank: 2020
Calmar Ratio Rank
IFED Martin Ratio Rank: 2121
Martin Ratio Rank
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. IFED - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COST Daily ETF (COTG) and ETRACS IFED Invest with the Fed TR Index ETN (IFED). 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.

COTG vs. IFED - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


COTGIFEDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.58

-0.53

Correlation

The correlation between COTG and IFED is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

COTG vs. IFED - Dividend Comparison

Neither COTG nor IFED has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

COTG vs. IFED - Drawdown Comparison

The maximum COTG drawdown since its inception was -23.44%, roughly equal to the maximum IFED drawdown of -22.36%. Use the drawdown chart below to compare losses from any high point for COTG and IFED.


Loading graphics...

Drawdown Indicators


COTGIFEDDifference

Max Drawdown

Largest peak-to-trough decline

-23.44%

-22.36%

-1.08%

Max Drawdown (1Y)

Largest decline over 1 year

-14.65%

Current Drawdown

Current decline from peak

-5.89%

-12.52%

+6.63%

Average Drawdown

Average peak-to-trough decline

-8.60%

-5.70%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

Volatility

COTG vs. IFED - Volatility Comparison


Loading graphics...

Volatility by Period


COTGIFEDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

Volatility (1Y)

Calculated over the trailing 1-year period

38.64%

18.80%

+19.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.64%

19.72%

+18.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.64%

19.72%

+18.92%