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COTG vs. QTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COTG vs. QTJL - Performance Comparison

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

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Returns By Period

In the year-to-date period, COTG achieves a 17.32% return, which is significantly higher than QTJL's 7.15% return.


COTG

1D
1.39%
1M
-11.21%
YTD
17.32%
6M
1.51%
1Y
3Y*
5Y*
10Y*

QTJL

1D
-0.01%
1M
1.20%
YTD
7.15%
6M
7.91%
1Y
20.52%
3Y*
19.20%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COTG vs. QTJL - Yearly Performance Comparison


Correlation

The correlation between COTG and QTJL is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 19, 2025

-0.02

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Return for Risk

COTG vs. QTJL — Risk / Return Rank

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

COTG

QTJL
QTJL Risk / Return Rank: 6868
Overall Rank
QTJL Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QTJL Sortino Ratio Rank: 6363
Sortino Ratio Rank
QTJL Omega Ratio Rank: 7070
Omega Ratio Rank
QTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
QTJL Martin Ratio Rank: 8181
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. QTJL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COST Daily ETF (COTG) and Innovator Growth Accelerated Plus ETF - July (QTJL). 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. QTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COTGQTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.52

-0.80

Drawdowns

COTG vs. QTJL - Drawdown Comparison

The maximum COTG drawdown since its inception was -25.69%, smaller than the maximum QTJL drawdown of -33.40%. Use the drawdown chart below to compare losses from any high point for COTG and QTJL.


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Drawdown Indicators


COTGQTJLDifference

Max Drawdown

Largest peak-to-trough decline

-25.69%

-33.40%

+7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

Current Drawdown

Current decline from peak

-23.48%

-0.01%

-23.47%

Average Drawdown

Average peak-to-trough decline

-8.35%

-7.94%

-0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

COTG vs. QTJL - Volatility Comparison


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Volatility by Period


COTGQTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

7.61%

Volatility (1Y)

Calculated over the trailing 1-year period

40.65%

10.01%

+30.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.65%

20.42%

+20.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.65%

20.42%

+20.23%

COTG vs. QTJL - Expense Ratio Comparison

COTG has a 0.75% expense ratio, which is lower than QTJL's 0.79% expense ratio.


Dividends

COTG vs. QTJL - Dividend Comparison

Neither COTG nor QTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COTG and QTJL have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COTG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COTG is cheaper with a 0.75% expense ratio, compared with 0.79% for QTJL.

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

They also come from different issuers: Leverage Shares and Innovator. Their fees differ too: 0.75% for COTG and 0.79% for QTJL.

Portfolio Optimizer

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