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DIG vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIG vs. COTG - Performance Comparison

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

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Returns By Period

In the year-to-date period, DIG achieves a 66.37% return, which is significantly higher than COTG's 12.95% return.


DIG

1D
-2.58%
1M
20.98%
6M
33.99%
YTD
66.37%
1Y
81.22%
3Y*
16.66%
5Y*
35.08%
10Y*
5.18%
ALL TIME*
-0.04%

COTG

1D
0.31%
1M
-0.58%
6M
-8.93%
YTD
12.95%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$660.67K$1.03M$1.54M
$2.23M$2.48M$2.42M

DIG vs. COTG - Yearly Performance Comparison


2026 (YTD)2025
DIG
ProShares Ultra Oil & Gas
66.37%-0.44%
COTG
Leverage Shares 2X Long COST Daily ETF
12.95%-22.61%

Correlation

The correlation between DIG and COTG is 0.11, which is low. Their historical price movements had little consistent relationship.


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

0.11

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Return for Risk

DIG vs. COTG — Risk / Return Rank

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

DIG
DIG Risk / Return Rank: 7070
Overall Rank
DIG Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DIG Sortino Ratio Rank: 7171
Sortino Ratio Rank
DIG Omega Ratio Rank: 6868
Omega Ratio Rank
DIG Calmar Ratio Rank: 7575
Calmar Ratio Rank
DIG Martin Ratio Rank: 5757
Martin Ratio Rank

COTG

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

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.

DIG vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Oil & Gas (DIG) and Leverage Shares 2X Long COST Daily ETF (COTG). 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.


DIGCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.74

Martin ratioReturn relative to average drawdown

6.98

DIG vs. COTG - Sharpe Ratio Comparison


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Drawdowns

DIG vs. COTG - Drawdown Comparison

The maximum DIG drawdown since its inception was -97.04%, which is greater than COTG's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for DIG and COTG.


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Drawdown Indicators


DIGCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-97.04%

-32.16%

-64.88%

Max Drawdown (1Y)

Largest decline over 1 year

-29.80%

Max Drawdown (3Y)

Largest decline over 3 years

-42.41%

Max Drawdown (5Y)

Largest decline over 5 years

-46.02%

Max Drawdown (10Y)

Largest decline over 10 years

-92.53%

Current Drawdown

Current decline from peak

-51.26%

-26.33%

-24.93%

Average Drawdown

Average peak-to-trough decline

-64.27%

-12.04%

-52.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.68%

Volatility

DIG vs. COTG - Volatility Comparison


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Volatility by Period


DIGCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.58%

Volatility (6M)

Calculated over the trailing 6-month period

33.67%

Volatility (1Y)

Calculated over the trailing 1-year period

42.13%

40.89%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.16%

40.89%

+10.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.79%

40.89%

+16.90%

DIG vs. COTG - Expense Ratio Comparison

DIG has a 0.95% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

DIG vs. COTG - Dividend Comparison

DIG's dividend yield for the trailing twelve months is around 1.49%, while COTG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COTG
Leverage Shares 2X Long COST Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIG
ProShares Ultra Oil & Gas
1.49%2.62%3.13%0.61%1.33%2.24%3.18%2.72%2.30%1.76%1.09%1.56%

Frequently Asked Questions


DIG and COTG have a correlation of 0.11, 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 0.95% for DIG.

DIG has the higher dividend yield at 1.49%, compared with 0.00% for COTG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for DIG and 0.75% for COTG.

Portfolio Optimizer

Find the right allocation for DIG and COTG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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