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COTG vs. XTJL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COTG vs. XTJL - 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 U.S. Equity Accelerated Plus ETF - July (XTJL). 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 XTJL's 5.36% return.


COTG

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

XTJL

1D
0.00%
1M
1.16%
YTD
5.36%
6M
6.38%
1Y
15.64%
3Y*
14.68%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COTG vs. XTJL - Yearly Performance Comparison


Correlation

The correlation between COTG and XTJL is -0.01, 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

-0.01

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Return for Risk

COTG vs. XTJL — Risk / Return Rank

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

COTG

XTJL
XTJL Risk / Return Rank: 7171
Overall Rank
XTJL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
XTJL Sortino Ratio Rank: 6868
Sortino Ratio Rank
XTJL Omega Ratio Rank: 7777
Omega Ratio Rank
XTJL Calmar Ratio Rank: 6262
Calmar Ratio Rank
XTJL Martin Ratio Rank: 8484
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. XTJL - 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 U.S. Equity Accelerated Plus ETF - July (XTJL). 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. XTJL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COTGXTJLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.28

0.65

-0.93

Drawdowns

COTG vs. XTJL - Drawdown Comparison

The maximum COTG drawdown since its inception was -25.69%, which is greater than XTJL's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for COTG and XTJL.


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Drawdown Indicators


COTGXTJLDifference

Max Drawdown

Largest peak-to-trough decline

-25.69%

-23.24%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.70%

Current Drawdown

Current decline from peak

-23.48%

0.00%

-23.48%

Average Drawdown

Average peak-to-trough decline

-8.35%

-4.04%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

Volatility

COTG vs. XTJL - Volatility Comparison


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Volatility by Period


COTGXTJLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

Volatility (6M)

Calculated over the trailing 6-month period

5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

40.65%

7.43%

+33.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.65%

15.22%

+25.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.65%

15.22%

+25.43%

COTG vs. XTJL - Expense Ratio Comparison

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


Dividends

COTG vs. XTJL - Dividend Comparison

Neither COTG nor XTJL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COTG and XTJL 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.

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 XTJL.

COTG and XTJL 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 XTJL.

Portfolio Optimizer

Find the right allocation for COTG and XTJL

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