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MSTU vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSTU vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long MSTR Daily Target ETF (MSTU) 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, MSTU achieves a -78.22% return, which is significantly lower than COTG's 12.95% return.


MSTU

1D
2.84%
1M
-15.81%
6M
-72.32%
YTD
-78.22%
1Y
-97.30%
3Y*
5Y*
10Y*
ALL TIME*
-75.33%

COTG

1D
0.31%
1M
-0.58%
6M
-8.93%
YTD
12.95%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$660.67K$1.03M$1.54M
$200.96M$178.85M$198.52M

MSTU vs. COTG - Yearly Performance Comparison


2026 (YTD)2025
MSTU
T-Rex 2X Long MSTR Daily Target ETF
-78.22%-83.45%
COTG
Leverage Shares 2X Long COST Daily ETF
12.95%-22.61%

Correlation

The correlation between MSTU and COTG is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 18, 2025

-0.07

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Return for Risk

MSTU vs. COTG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSTU
MSTU Risk / Return Rank: 22
Overall Rank
MSTU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSTU Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTU Omega Ratio Rank: 00
Omega Ratio Rank
MSTU Calmar Ratio Rank: 00
Calmar Ratio Rank
MSTU Martin Ratio Rank: 33
Martin Ratio Rank

COTG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSTU vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long MSTR Daily Target ETF (MSTU) 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.


MSTUCOTGDifference
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

-1.20

MSTU vs. COTG - Sharpe Ratio Comparison


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Drawdowns

MSTU vs. COTG - Drawdown Comparison

The maximum MSTU drawdown since its inception was -99.43%, which is greater than COTG's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for MSTU and COTG.


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Drawdown Indicators


MSTUCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-32.16%

-67.27%

Max Drawdown (1Y)

Largest decline over 1 year

-98.15%

Current Drawdown

Current decline from peak

-99.29%

-26.33%

-72.96%

Average Drawdown

Average peak-to-trough decline

-74.16%

-12.04%

-62.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

80.83%

Volatility

MSTU vs. COTG - Volatility Comparison


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Volatility by Period


MSTUCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.84%

Volatility (6M)

Calculated over the trailing 6-month period

119.27%

Volatility (1Y)

Calculated over the trailing 1-year period

147.80%

40.89%

+106.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

168.37%

40.89%

+127.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

168.37%

40.89%

+127.48%

MSTU vs. COTG - Expense Ratio Comparison

MSTU has a 1.05% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

MSTU vs. COTG - Dividend Comparison

Neither MSTU nor COTG has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MSTU and COTG have a correlation of -0.07, 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 1.05% for MSTU.

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

They also come from different issuers: T-Rex and Leverage Shares. Their fees differ too: 1.05% for MSTU and 0.75% for COTG.

Portfolio Optimizer

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