RDTL vs. COTG

Last updated Jul 15, 2026

RDTL (GraniteShares 2x Long RDDT Daily ETF) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds. Both are actively managed. At a correlation of -0.22, they often move in opposite directions. RDTL charges 1.50%/yr vs 0.75%/yr for COTG.

Performance

RDTL vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long RDDT Daily ETF (RDTL) 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, RDTL achieves a -44.20% return, which is significantly lower than COTG's 5.92% return.

RDTL

• 1D: 2.64%
• 1M: 47.73%
• 6M: -55.45%
• YTD: -44.20%
• 1Y: 4.79%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COTG

• 1D: -0.98%
• 1M: -13.10%
• 6M: -10.61%
• YTD: 5.92%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RDTL vs. COTG - Yearly Performance Comparison

	2026 (YTD)	2025
RDTL GraniteShares 2x Long RDDT Daily ETF	-44.20%	-37.64%
COTG Leverage Shares 2X Long COST Daily ETF	5.92%	-22.61%

Correlation

The correlation between RDTL and COTG is -0.22, 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	-0.22

Return for Risk

RDTL vs. COTG — Risk / Return Rank

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

RDTL

RDTL Risk / Return Rank: 15
RDTL Sharpe Ratio Rank: 10
RDTL Sortino Ratio Rank: 23
RDTL Omega Ratio Rank: 21
RDTL Calmar Ratio Rank: 10
RDTL Martin Ratio Rank: 10

COTG

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

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.

RDTL vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long RDDT Daily ETF (RDTL) 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.

	RDTL	COTG	Difference
Sharpe ratio: Return per unit of total volatility	0.04	—	—
Sortino ratio: Return per unit of downside risk	1.06	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.06	—	—
Martin ratio: Return relative to average drawdown	0.08	—	—

Drawdowns

RDTL vs. COTG - Drawdown Comparison

The maximum RDTL drawdown since its inception was -85.21%, which is greater than COTG's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for RDTL and COTG.

Drawdown Indicators

	RDTL	COTG	Difference
Max Drawdown Largest peak-to-trough decline	-85.21%	-32.16%	-53.05%
Max Drawdown (1Y) Largest decline over 1 year	-85.21%	—	—
Current Drawdown Current decline from peak	-66.04%	-30.92%	-35.12%
Average Drawdown Average peak-to-trough decline	-46.02%	-10.96%	-35.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	57.82%	—	—

Volatility

Volatility by Period

	RDTL	COTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	45.05%	—	—
Volatility (6M) Calculated over the trailing 6-month period	99.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	134.21%	40.85%	+93.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	142.98%	40.85%	+102.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	142.98%	40.85%	+102.13%

RDTL vs. COTG - Expense Ratio Comparison

RDTL has a 1.50% expense ratio, which is higher than COTG's 0.75% expense ratio.

Dividends

RDTL vs. COTG - Dividend Comparison

Neither RDTL nor COTG has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both RDTL and COTG in my portfolio?

RDTL and COTG have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RDTL or COTG?

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.

Which ETF is cheaper, RDTL or COTG?

COTG is cheaper with a 0.75% expense ratio, compared with 1.50% for RDTL.

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

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

What is the main difference between RDTL and COTG?

They also come from different issuers: GraniteShares and Leverage Shares. Their fees differ too: 1.50% for RDTL and 0.75% for COTG.