LCDL vs. COTG
LCDL (GraniteShares 2x Long LCID Daily ETF) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a correlation of -0.16, they often move in opposite directions. LCDL charges 1.15%/yr vs 0.75%/yr for COTG.
Performance
LCDL vs. COTG - Performance Comparison
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Returns By Period
In the year-to-date period, LCDL achieves a -81.40% return, which is significantly lower than COTG's 4.79% return.
LCDL
- 1D
- -8.59%
- 1M
- 7.71%
- 6M
- -83.58%
- YTD
- -81.40%
- 1Y
- -97.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTG
- 1D
- 0.74%
- 1M
- -13.07%
- 6M
- -8.55%
- YTD
- 4.79%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LCDL vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LCDL GraniteShares 2x Long LCID Daily ETF | -81.40% | -76.85% |
COTG Leverage Shares 2X Long COST Daily ETF | 4.79% | -22.61% |
Correlation
The correlation between LCDL and COTG is -0.16, 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 18, 2025 | -0.16 |
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Return for Risk
LCDL vs. COTG — Risk / Return Rank
LCDL
COTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
LCDL vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long LCID Daily ETF (LCDL) 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.
| LCDL | COTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.76 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | — | — |
| Martin ratioReturn relative to average drawdown | -1.18 | — | — |
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Drawdowns
LCDL vs. COTG - Drawdown Comparison
The maximum LCDL drawdown since its inception was -98.76%, which is greater than COTG's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for LCDL and COTG.
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Drawdown Indicators
| LCDL | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.76% | -32.16% | -66.60% |
Max Drawdown (1Y)Largest decline over 1 year | -98.73% | — | — |
Current DrawdownCurrent decline from peak | -98.43% | -31.65% | -66.78% |
Average DrawdownAverage peak-to-trough decline | -71.09% | -10.77% | -60.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 82.36% | — | — |
Volatility
LCDL vs. COTG - Volatility Comparison
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Volatility by Period
| LCDL | COTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 58.95% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 109.44% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 160.21% | 40.97% | +119.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 153.57% | 40.97% | +112.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 153.57% | 40.97% | +112.60% |
LCDL vs. COTG - Expense Ratio Comparison
LCDL has a 1.15% expense ratio, which is higher than COTG's 0.75% expense ratio.
Dividends
LCDL vs. COTG - Dividend Comparison
Neither LCDL nor COTG has paid dividends to shareholders.
Frequently Asked Questions
LCDL and COTG have a correlation of -0.16, 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 1.15% for LCDL.
LCDL and COTG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.15% for LCDL and 0.75% for COTG.
Find the right allocation for LCDL and COTG
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