NBIG vs. COTG

Last updated Apr 2, 2026

Compare and contrast key facts about Leverage Shares 2X Long NBIS Daily ETF (NBIG) and Leverage Shares 2X Long COST Daily ETF (COTG).

NBIG and COTG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. NBIG is an actively managed fund by Leverage Shares. It was launched on Oct 27, 2025. COTG is an actively managed fund by Leverage Shares. It was launched on Sep 18, 2025.

Performance

NBIG vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long NBIS Daily ETF (NBIG) and Leverage Shares 2X Long COST Daily ETF (COTG). The values are adjusted to include any dividend payments, if applicable.

NBIG vs. COTG - Yearly Performance Comparison

	2026 (YTD)	2025
NBIG Leverage Shares 2X Long NBIS Daily ETF	9.01%	-62.34%
COTG Leverage Shares 2X Long COST Daily ETF	29.14%	-16.01%

Returns By Period

In the year-to-date period, NBIG achieves a 9.01% return, which is significantly lower than COTG's 29.14% return.

NBIG

• 1D: -3.97%
• 1M: 10.38%
• YTD: 9.01%
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COTG

• 1D: 0.02%
• 1M: -2.43%
• YTD: 29.14%
• 6M: 10.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NBIG vs. COTG - Expense Ratio Comparison

Both NBIG and COTG have an expense ratio of 0.75%.

NBIG

Leverage Shares 2X Long NBIS Daily ETF

COTG

Leverage Shares 2X Long COST Daily ETF

Return for Risk

NBIG vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long NBIS Daily ETF (NBIG) 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.

Sharpe Ratios by Period

	NBIG	COTG	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.44	0.05	-0.50

Correlation

The correlation between NBIG and COTG is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

NBIG vs. COTG - Dividend Comparison

Neither NBIG nor COTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

NBIG vs. COTG - Drawdown Comparison

The maximum NBIG drawdown since its inception was -75.83%, which is greater than COTG's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for NBIG and COTG.

Drawdown Indicators

	NBIG	COTG	Difference
Max Drawdown Largest peak-to-trough decline	-75.83%	-23.44%	-52.39%
Current Drawdown Current decline from peak	-62.63%	-5.87%	-56.76%
Average Drawdown Average peak-to-trough decline	-53.63%	-8.58%	-45.05%

Volatility

Volatility by Period

	NBIG	COTG	Difference
Volatility (1Y) Calculated over the trailing 1-year period	198.26%	38.49%	+159.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	198.26%	38.49%	+159.77%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	198.26%	38.49%	+159.77%