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FNGU vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FNGU vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors FANG+ 3X Leveraged ETNs (FNGU) 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, FNGU achieves a 36.18% return, which is significantly higher than COTG's 17.32% return.


FNGU

1D
-3.75%
1M
33.96%
YTD
36.18%
6M
16.22%
1Y
64.67%
3Y*
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)

FNGU vs. COTG - Yearly Performance Comparison


Correlation

The correlation between FNGU 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

FNGU vs. COTG — Risk / Return Rank

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

FNGU
FNGU Risk / Return Rank: 2727
Overall Rank
FNGU Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FNGU Sortino Ratio Rank: 3131
Sortino Ratio Rank
FNGU Omega Ratio Rank: 3030
Omega Ratio Rank
FNGU Calmar Ratio Rank: 2323
Calmar Ratio Rank
FNGU Martin Ratio Rank: 2121
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.

FNGU vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors FANG+ 3X Leveraged ETNs (FNGU) 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.


FNGUCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.09

Martin ratioReturn relative to average drawdown

2.64

FNGU vs. COTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FNGUCOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

-0.28

+0.68

Drawdowns

FNGU vs. COTG - Drawdown Comparison

The maximum FNGU drawdown since its inception was -60.84%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for FNGU and COTG.


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Drawdown Indicators


FNGUCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-60.84%

-25.69%

-35.15%

Max Drawdown (1Y)

Largest decline over 1 year

-59.55%

Current Drawdown

Current decline from peak

-4.84%

-23.48%

+18.64%

Average Drawdown

Average peak-to-trough decline

-22.06%

-8.35%

-13.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.57%

Volatility

FNGU vs. COTG - Volatility Comparison


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Volatility by Period


FNGUCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

Volatility (6M)

Calculated over the trailing 6-month period

44.77%

Volatility (1Y)

Calculated over the trailing 1-year period

57.50%

40.65%

+16.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.60%

40.65%

+37.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.60%

40.65%

+37.95%

FNGU vs. COTG - Expense Ratio Comparison

FNGU has a 2.60% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

FNGU vs. COTG - Dividend Comparison

Neither FNGU nor COTG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FNGU 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 2.60% for FNGU.

FNGU and COTG have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Bank of Montreal and Leverage Shares. Their fees differ too: 2.60% for FNGU and 0.75% for COTG.

Portfolio Optimizer

Find the right allocation for FNGU and COTG

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