COTG vs. OOQB

Last updated Apr 1, 2026

Compare and contrast key facts about Leverage Shares 2X Long COST Daily ETF (COTG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB).

COTG and OOQB are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COTG is an actively managed fund by Leverage Shares. It was launched on Sep 18, 2025. OOQB is an actively managed fund by Volatility Shares. It was launched on Feb 18, 2025.

Performance

COTG vs. OOQB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long COST Daily ETF (COTG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). The values are adjusted to include any dividend payments, if applicable.

COTG vs. OOQB - Yearly Performance Comparison

	2026 (YTD)	2025
COTG Leverage Shares 2X Long COST Daily ETF	29.11%	-21.71%
OOQB Volatility Shares One+One Nasdaq-100® and Bitcoin ETF	-27.42%	-25.76%

Returns By Period

In the year-to-date period, COTG achieves a 29.11% return, which is significantly higher than OOQB's -27.42% return.

COTG

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

OOQB

• 1D: 1.78%
• 1M: -6.25%
• YTD: -27.42%
• 6M: -46.56%
• 1Y: -16.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

COTG vs. OOQB - Expense Ratio Comparison

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

COTG

Leverage Shares 2X Long COST Daily ETF

OOQB

Volatility Shares One+One Nasdaq-100® and Bitcoin ETF

Return for Risk

COTG vs. OOQB — Risk / Return Rank

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

OOQB

OOQB Risk / Return Rank: 8
OOQB Sharpe Ratio Rank: 7
OOQB Sortino Ratio Rank: 9
OOQB Omega Ratio Rank: 9
OOQB Calmar Ratio Rank: 8
OOQB Martin Ratio Rank: 8

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. OOQB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COST Daily ETF (COTG) and Volatility Shares One+One Nasdaq-100® and Bitcoin ETF (OOQB). 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	OOQB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.05	-0.55	+0.61

Correlation

The correlation between COTG and OOQB 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. OOQB - Dividend Comparison

COTG has not paid dividends to shareholders, while OOQB's dividend yield for the trailing twelve months is around 13.65%.

	TTM	2025
COTG Leverage Shares 2X Long COST Daily ETF	0.00%	0.00%
OOQB Volatility Shares One+One Nasdaq-100® and Bitcoin ETF	13.65%	9.53%

Drawdowns

COTG vs. OOQB - Drawdown Comparison

The maximum COTG drawdown since its inception was -23.44%, smaller than the maximum OOQB drawdown of -53.44%. Use the drawdown chart below to compare losses from any high point for COTG and OOQB.

Drawdown Indicators

	COTG	OOQB	Difference
Max Drawdown Largest peak-to-trough decline	-23.44%	-53.44%	+30.00%
Max Drawdown (1Y) Largest decline over 1 year	—	-53.44%	—
Current Drawdown Current decline from peak	-5.89%	-49.90%	+44.01%
Average Drawdown Average peak-to-trough decline	-8.60%	-20.05%	+11.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	24.19%	—

Volatility

Volatility by Period

	COTG	OOQB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	46.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	38.64%	59.59%	-20.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.64%	61.88%	-23.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	38.64%	61.88%	-23.24%