FIGG vs. COTG
FIGG (Leverage Shares 2X Long FIG Daily ETF) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds from Leverage Shares. Both are actively managed. At a correlation of -0.12, they often move in opposite directions. Both charge a 0.75% expense ratio.
Performance
FIGG vs. COTG - Performance Comparison
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Returns By Period
In the year-to-date period, FIGG achieves a -74.27% return, which is significantly lower than COTG's 17.32% return.
FIGG
- 1D
- -12.59%
- 1M
- 18.39%
- YTD
- -74.27%
- 6M
- -75.12%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTG
- 1D
- 1.39%
- 1M
- -11.21%
- YTD
- 17.32%
- 6M
- 1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FIGG vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FIGG Leverage Shares 2X Long FIG Daily ETF | -74.27% | -65.98% |
COTG Leverage Shares 2X Long COST Daily ETF | 17.32% | -19.20% |
Correlation
The correlation between FIGG and COTG is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 15, 2025 | -0.12 |
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Return for Risk
FIGG vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long FIG Daily ETF (FIGG) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| FIGG | COTG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -0.66 | -0.28 | -0.38 |
Drawdowns
FIGG vs. COTG - Drawdown Comparison
The maximum FIGG drawdown since its inception was -95.11%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for FIGG and COTG.
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Drawdown Indicators
| FIGG | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.11% | -25.69% | -69.42% |
Current DrawdownCurrent decline from peak | -91.99% | -23.48% | -68.51% |
Average DrawdownAverage peak-to-trough decline | -77.03% | -8.35% | -68.68% |
Volatility
FIGG vs. COTG - Volatility Comparison
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Volatility by Period
| FIGG | COTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 148.39% | 40.65% | +107.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 148.39% | 40.65% | +107.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 148.39% | 40.65% | +107.74% |
FIGG vs. COTG - Expense Ratio Comparison
Both FIGG and COTG have an expense ratio of 0.75%.
Dividends
FIGG vs. COTG - Dividend Comparison
Neither FIGG nor COTG has paid dividends to shareholders.
Frequently Asked Questions
FIGG and COTG have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
FIGG and COTG have the same expense ratio: 0.75% per year.
FIGG and COTG have nearly identical dividend yields, around 0.00%.
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