PLTG vs. COTG

Last updated Jun 4, 2026

PLTG (Leverage Shares 2X Long PLTR 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 -0.04, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

PLTG vs. COTG - Performance Comparison

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

Returns By Period

In the year-to-date period, PLTG achieves a -47.23% return, which is significantly lower than COTG's 17.32% return.

PLTG

• 1D: -13.32%
• 1M: -9.50%
• YTD: -47.23%
• 6M: -47.68%
• 1Y: -24.67%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COTG

• 1D: 1.39%
• 1M: -11.21%
• YTD: 17.32%
• 6M: 1.51%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

PLTG vs. COTG - Yearly Performance Comparison

	2026 (YTD)	2025
PLTG Leverage Shares 2X Long PLTR Daily ETF	-47.23%	-10.05%
COTG Leverage Shares 2X Long COST Daily ETF	17.32%	-21.71%

Correlation

The correlation between PLTG and COTG is -0.04, 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 Sep 19, 2025	-0.04

Return for Risk

PLTG vs. COTG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PLTG

PLTG Risk / Return Rank: 8
PLTG Sharpe Ratio Rank: 6
PLTG Sortino Ratio Rank: 11
PLTG Omega Ratio Rank: 11
PLTG Calmar Ratio Rank: 6
PLTG Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PLTG vs. COTG - Risk-Adjusted Trends Comparison

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

	PLTG	COTG	Difference
Sharpe ratio: Return per unit of total volatility	-0.24	—	—
Sortino ratio: Return per unit of downside risk	0.34	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	-0.36	—	—
Martin ratio: Return relative to average drawdown	-0.62	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PLTG	COTG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.24	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	-0.28	+0.27

Drawdowns

PLTG vs. COTG - Drawdown Comparison

The maximum PLTG drawdown since its inception was -69.02%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for PLTG and COTG.

Drawdown Indicators

	PLTG	COTG	Difference
Max Drawdown Largest peak-to-trough decline	-69.02%	-25.69%	-43.33%
Max Drawdown (1Y) Largest decline over 1 year	-69.02%	—	—
Current Drawdown Current decline from peak	-64.14%	-23.48%	-40.66%
Average Drawdown Average peak-to-trough decline	-30.36%	-8.35%	-22.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.15%	—	—

Volatility

Volatility by Period

	PLTG	COTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	36.64%	—	—
Volatility (6M) Calculated over the trailing 6-month period	77.89%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	103.03%	40.65%	+62.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.00%	40.65%	+65.35%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.00%	40.65%	+65.35%

PLTG vs. COTG - Expense Ratio Comparison

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

Dividends

PLTG vs. COTG - Dividend Comparison

PLTG's dividend yield for the trailing twelve months is around 34.37%, while COTG has not paid dividends to shareholders.

Position	TTM	2025
COTG Leverage Shares 2X Long COST Daily ETF	0.00%	0.00%
PLTG Leverage Shares 2X Long PLTR Daily ETF	34.37%	18.14%

Frequently Asked Questions

Can I hold both PLTG and COTG in my portfolio?

PLTG and COTG have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PLTG or COTG?

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PLTG or COTG?

PLTG and COTG have the same expense ratio: 0.75% per year.

Which ETF pays a higher dividend yield, PLTG or COTG?

PLTG has the higher dividend yield at 34.37%, compared with 0.00% for COTG.