COTG vs. STLG
COTG (Leverage Shares 2X Long COST Daily ETF) and STLG (iShares Factors US Growth Style ETF) are both exchange-traded funds - COTG is a Leveraged Equities fund actively managed by Leverage Shares, while STLG is a Large Cap Growth Equities fund tracking the Russell US Large Cap Factors Growth Style Index. COTG is actively managed, while STLG is passively managed. Their -0.23 correlation means they have often moved in opposite directions in the past. COTG charges 0.75%/yr vs 0.25%/yr for STLG.
Performance
COTG vs. STLG - Performance Comparison
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Returns By Period
In the year-to-date period, COTG achieves a 12.60% return, which is significantly lower than STLG's 16.89% return.
COTG
- 1D
- -0.68%
- 1M
- -0.88%
- 6M
- -3.87%
- YTD
- 12.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
STLG
- 1D
- 0.66%
- 1M
- -1.22%
- 6M
- 14.45%
- YTD
- 16.89%
- 1Y
- 31.75%
- 3Y*
- 28.85%
- 5Y*
- 17.48%
- 10Y*
- —
- ALL TIME*
- 20.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $653.21K | $1.05M | $1.51M | |
| $25.65M | $25.43M | $23.00M |
COTG vs. STLG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
COTG Leverage Shares 2X Long COST Daily ETF | 12.60% | -22.61% |
STLG iShares Factors US Growth Style ETF | 16.89% | 5.39% |
Correlation
The correlation between COTG and STLG is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025 | -0.23 |
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Return for Risk
COTG vs. STLG — Risk / Return Rank
COTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
STLG
COTG vs. STLG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long COST Daily ETF (COTG) and iShares Factors US Growth Style ETF (STLG). 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 | STLG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.19 | — |
| Martin ratioReturn relative to average drawdown | — | 7.99 | — |
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Drawdowns
COTG vs. STLG - Drawdown Comparison
The maximum COTG drawdown since its inception was -32.16%, roughly equal to the maximum STLG drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for COTG and STLG.
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Drawdown Indicators
| COTG | STLG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.16% | -31.34% | -0.82% |
Max Drawdown (1Y)Largest decline over 1 year | — | -13.69% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.73% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.61% | — |
Current DrawdownCurrent decline from peak | -26.56% | -4.34% | -22.22% |
Average DrawdownAverage peak-to-trough decline | -11.97% | -7.27% | -4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.75% | — |
Volatility
COTG vs. STLG - Volatility Comparison
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Volatility by Period
| COTG | STLG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 16.18% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 40.99% | 20.02% | +20.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.99% | 22.34% | +18.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.99% | 23.92% | +17.07% |
COTG vs. STLG - Expense Ratio Comparison
COTG has a 0.75% expense ratio, which is higher than STLG's 0.25% expense ratio.
Dividends
COTG vs. STLG - Dividend Comparison
COTG has not paid dividends to shareholders, while STLG's dividend yield for the trailing twelve months is around 0.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
COTG Leverage Shares 2X Long COST Daily ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STLG iShares Factors US Growth Style ETF | 0.27% | 0.31% | 0.38% | 0.75% | 1.85% | 0.67% | 0.75% |
Frequently Asked Questions
COTG and STLG have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, STLG is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
STLG is cheaper with a 0.25% expense ratio, compared with 0.75% for COTG.
STLG has the higher dividend yield at 0.27%, compared with 0.00% for COTG.
COTG is categorized as Leveraged Equities, while STLG is Large Cap Growth Equities. They also come from different issuers: Leverage Shares and iShares. Their fees differ too: 0.75% for COTG and 0.25% for STLG.
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