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FNGG vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGG vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) 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, FNGG achieves a 28.89% return, which is significantly higher than COTG's 17.32% return.


FNGG

1D
-2.33%
1M
23.02%
YTD
28.89%
6M
17.02%
1Y
55.32%
3Y*
62.01%
5Y*
10Y*

COTG

1D
1.39%
1M
-11.21%
YTD
17.32%
6M
1.51%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FNGG vs. COTG - Yearly Performance Comparison


Correlation

The correlation between FNGG and COTG is -0.20, 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 Sep 19, 2025

-0.20

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Return for Risk

FNGG vs. COTG — Risk / Return Rank

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

FNGG
FNGG Risk / Return Rank: 3232
Overall Rank
FNGG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
FNGG Sortino Ratio Rank: 3636
Sortino Ratio Rank
FNGG Omega Ratio Rank: 3535
Omega Ratio Rank
FNGG Calmar Ratio Rank: 2727
Calmar Ratio Rank
FNGG Martin Ratio Rank: 2525
Martin Ratio Rank

COTG
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.

FNGG vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily NYSE FANG+ Bull 2X Shares (FNGG) 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.


FNGGCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.29

Martin ratioReturn relative to average drawdown

3.42

FNGG vs. COTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FNGGCOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

-0.28

+0.35

Drawdowns

FNGG vs. COTG - Drawdown Comparison

The maximum FNGG drawdown since its inception was -91.33%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for FNGG and COTG.


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Drawdown Indicators


FNGGCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-91.33%

-25.69%

-65.64%

Max Drawdown (1Y)

Largest decline over 1 year

-43.01%

Max Drawdown (3Y)

Largest decline over 3 years

-47.03%

Current Drawdown

Current decline from peak

-4.67%

-23.48%

+18.81%

Average Drawdown

Average peak-to-trough decline

-56.04%

-8.35%

-47.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.25%

Volatility

FNGG vs. COTG - Volatility Comparison


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Volatility by Period


FNGGCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.39%

Volatility (6M)

Calculated over the trailing 6-month period

30.55%

Volatility (1Y)

Calculated over the trailing 1-year period

39.61%

40.65%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.64%

40.65%

+26.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.64%

40.65%

+26.99%

FNGG vs. COTG - Expense Ratio Comparison

FNGG has a 0.98% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

FNGG vs. COTG - Dividend Comparison

FNGG's dividend yield for the trailing twelve months is around 9.20%, while COTG has not paid dividends to shareholders.


PositionTTM20252024202320222021
COTG
Leverage Shares 2X Long COST Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%
FNGG
Direxion Daily NYSE FANG+ Bull 2X Shares
9.20%11.89%0.79%0.88%0.00%4.99%

Frequently Asked Questions


FNGG and COTG have a correlation of -0.20, 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 0.98% for FNGG.

FNGG has the higher dividend yield at 9.20%, compared with 0.00% for COTG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 0.98% for FNGG and 0.75% for COTG.

Portfolio Optimizer

Find the right allocation for FNGG 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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