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 -0.12, 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 -82.24% return, which is significantly lower than COTG's 19.79% return.
LCDL
- 1D
- -18.78%
- 1M
- -33.34%
- YTD
- -82.24%
- 6M
- -89.30%
- 1Y
- -97.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COTG
- 1D
- -0.21%
- 1M
- -6.22%
- YTD
- 19.79%
- 6M
- 10.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LCDL vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LCDL GraniteShares 2x Long LCID Daily ETF | -82.24% | -77.24% |
COTG Leverage Shares 2X Long COST Daily ETF | 19.79% | -21.71% |
Correlation
The correlation between LCDL 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 Sep 19, 2025 | -0.12 |
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Return for Risk
LCDL vs. COTG — Risk / Return Rank
LCDL
COTG
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.
| LCDL | COTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.75 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.99 | — | — |
| Martin ratioReturn relative to average drawdown | -1.26 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCDL | COTG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.64 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.65 | -0.21 | -0.43 |
Drawdowns
LCDL vs. COTG - Drawdown Comparison
The maximum LCDL drawdown since its inception was -98.50%, which is greater than COTG's maximum drawdown of -25.69%. 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 | -98.50% | -25.69% | -72.81% |
Max Drawdown (1Y)Largest decline over 1 year | -98.45% | — | — |
Current DrawdownCurrent decline from peak | -98.50% | -21.87% | -76.63% |
Average DrawdownAverage peak-to-trough decline | -69.12% | -8.50% | -60.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 76.86% | — | — |
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 | 41.04% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 98.89% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 151.10% | 40.52% | +110.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 149.61% | 40.52% | +109.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.61% | 40.52% | +109.09% |
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 -0.12, 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.
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