GRAG vs. COTG
GRAG (Leverage Shares 2X Long GRAB 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 -0.08, they often move in opposite directions. Both charge a 0.75% expense ratio.
Performance
GRAG vs. COTG - Performance Comparison
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Returns By Period
In the year-to-date period, GRAG achieves a -58.07% return, which is significantly lower than COTG's 17.32% return.
GRAG
- 1D
- -9.91%
- 1M
- -12.45%
- YTD
- -58.07%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTG
- 1D
- 1.39%
- 1M
- -11.21%
- YTD
- 17.32%
- 6M
- 1.51%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GRAG vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GRAG Leverage Shares 2X Long GRAB Daily ETF | -58.07% | -7.82% |
COTG Leverage Shares 2X Long COST Daily ETF | 17.32% | -5.73% |
Correlation
The correlation between GRAG and COTG is -0.08, 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 Dec 12, 2025 | -0.08 |
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Return for Risk
GRAG vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long GRAB Daily ETF (GRAG) 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
| GRAG | COTG | Difference | |
|---|---|---|---|
Sharpe Ratio (All Time)Calculated using the full available price history | -1.25 | -0.28 | -0.97 |
Drawdowns
GRAG vs. COTG - Drawdown Comparison
The maximum GRAG drawdown since its inception was -62.22%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for GRAG and COTG.
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Drawdown Indicators
| GRAG | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.22% | -25.69% | -36.53% |
Current DrawdownCurrent decline from peak | -62.22% | -23.48% | -38.74% |
Average DrawdownAverage peak-to-trough decline | -39.65% | -8.35% | -31.30% |
Volatility
GRAG vs. COTG - Volatility Comparison
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Volatility by Period
| GRAG | COTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 69.83% | 40.65% | +29.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.83% | 40.65% | +29.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.83% | 40.65% | +29.18% |
GRAG vs. COTG - Expense Ratio Comparison
Both GRAG and COTG have an expense ratio of 0.75%.
Dividends
GRAG vs. COTG - Dividend Comparison
Neither GRAG nor COTG has paid dividends to shareholders.
Frequently Asked Questions
GRAG and COTG have a correlation of -0.08, 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.
GRAG and COTG have the same expense ratio: 0.75% per year.
GRAG and COTG have nearly identical dividend yields, around 0.00%.
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