COTG vs. RTXG

Last updated Aug 2, 2026

COTG (Leverage Shares 2X Long COST Daily ETF) and RTXG (Leverage Shares 2X Long RTX Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. Their -0.01 correlation means they have often moved in opposite directions in the past. Both charge a 0.75% expense ratio.

Performance

COTG vs. RTXG - Performance Comparison

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

Returns By Period

In the year-to-date period, COTG achieves a 12.60% return, which is significantly lower than RTXG's 24.96% return.

COTG

• 1D: -0.68%
• 1M: -0.88%
• 6M: -3.87%
• YTD: 12.60%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

RTXG

• 1D: 0.90%
• 1M: 15.56%
• 6M: 5.40%
• YTD: 24.96%
• 1Y: 63.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 83.56%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COTG Leverage Shares 2X Long COST Daily ETF	$653.21K	$1.05M	$1.51M
RTXG Leverage Shares 2X Long RTX Daily ETF	$945.29K	$642.88K	$633.54K

COTG vs. RTXG - Yearly Performance Comparison

	2026 (YTD)	2025
COTG Leverage Shares 2X Long COST Daily ETF	12.60%	-22.61%
RTXG Leverage Shares 2X Long RTX Daily ETF	24.96%	29.04%

Correlation

The correlation between COTG and RTXG is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025	-0.01

Return for Risk

COTG vs. RTXG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COTG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RTXG

RTXG Risk / Return Rank: 47
RTXG Sharpe Ratio Rank: 48
RTXG Sortino Ratio Rank: 53
RTXG Omega Ratio Rank: 50
RTXG Calmar Ratio Rank: 45
RTXG Martin Ratio Rank: 37

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COTG vs. RTXG - 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 RTX Daily ETF (RTXG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	COTG	RTXG	Difference
Sharpe ratio: Return per unit of total volatility	—	1.19	—
Sortino ratio: Return per unit of downside risk	—	1.89	—
Omega ratio: Gain probability vs. loss probability	—	1.23	—
Calmar ratio: Return relative to maximum drawdown	—	1.64	—
Martin ratio: Return relative to average drawdown	—	3.79	—

Drawdowns

COTG vs. RTXG - Drawdown Comparison

The maximum COTG drawdown since its inception was -32.16%, smaller than the maximum RTXG drawdown of -37.49%. Use the drawdown chart below to compare losses from any high point for COTG and RTXG.

Drawdown Indicators

	COTG	RTXG	Difference
Max Drawdown Largest peak-to-trough decline	-32.16%	-37.49%	+5.33%
Max Drawdown (1Y) Largest decline over 1 year	—	-37.49%	—
Current Drawdown Current decline from peak	-26.56%	-4.48%	-22.08%
Average Drawdown Average peak-to-trough decline	-11.97%	-10.35%	-1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	16.21%	—

Volatility

Volatility by Period

	COTG	RTXG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	18.65%	—
Volatility (6M) Calculated over the trailing 6-month period	—	40.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	40.99%	51.89%	-10.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.99%	51.21%	-10.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.99%	51.21%	-10.22%

COTG vs. RTXG - Expense Ratio Comparison

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

Dividends

COTG vs. RTXG - Dividend Comparison

COTG has not paid dividends to shareholders, while RTXG's dividend yield for the trailing twelve months is around 5.09%.

Position	TTM	2025
COTG Leverage Shares 2X Long COST Daily ETF	0.00%	0.00%
RTXG Leverage Shares 2X Long RTX Daily ETF	5.09%	6.36%

Frequently Asked Questions

Can I hold both COTG and RTXG in my portfolio?

COTG and RTXG have a correlation of -0.01, 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 RTXG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COTG or RTXG?

COTG and RTXG have the same expense ratio: 0.75% per year.

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

RTXG has the higher dividend yield at 5.09%, compared with 0.00% for COTG.