RTXG vs. COTG

Last updated Jun 23, 2026

RTXG (Leverage Shares 2X Long RTX 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 -0.02, they often move in opposite directions. Both charge a 0.75% expense ratio.

Performance

RTXG vs. COTG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leverage Shares 2X Long RTX Daily ETF (RTXG) 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, RTXG achieves a -8.90% return, which is significantly lower than COTG's 14.10% return.

RTXG

• 1D: -4.49%
• 1M: 3.75%
• YTD: -8.90%
• 6M: -11.14%
• 1Y: 30.73%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COTG

• 1D: -0.33%
• 1M: -15.48%
• YTD: 14.10%
• 6M: 16.69%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

RTXG vs. COTG - Yearly Performance Comparison

	2026 (YTD)	2025
RTXG Leverage Shares 2X Long RTX Daily ETF	-8.90%	29.04%
COTG Leverage Shares 2X Long COST Daily ETF	14.10%	-22.61%

Correlation

The correlation between RTXG and COTG is -0.02, 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 18, 2025	-0.02

Return for Risk

RTXG vs. COTG — Risk / Return Rank

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

RTXG

RTXG Risk / Return Rank: 20
RTXG Sharpe Ratio Rank: 19
RTXG Sortino Ratio Rank: 22
RTXG Omega Ratio Rank: 22
RTXG Calmar Ratio Rank: 19
RTXG Martin Ratio Rank: 19

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.

RTXG vs. COTG - Risk-Adjusted Trends Comparison

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

	RTXG	COTG	Difference
Sharpe ratio: Return per unit of total volatility	0.62	—	—
Sortino ratio: Return per unit of downside risk	1.20	—	—
Omega ratio: Gain probability vs. loss probability	1.15	—	—
Calmar ratio: Return relative to maximum drawdown	0.82	—	—
Martin ratio: Return relative to average drawdown	2.07	—	—

Drawdowns

RTXG vs. COTG - Drawdown Comparison

The maximum RTXG drawdown since its inception was -37.49%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for RTXG and COTG.

Drawdown Indicators

	RTXG	COTG	Difference
Max Drawdown Largest peak-to-trough decline	-37.49%	-25.69%	-11.80%
Max Drawdown (1Y) Largest decline over 1 year	-37.49%	—	—
Current Drawdown Current decline from peak	-30.36%	-25.58%	-4.78%
Average Drawdown Average peak-to-trough decline	-9.57%	-9.64%	+0.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.90%	—	—

Volatility

Volatility by Period

	RTXG	COTG	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.26%	—	—
Volatility (6M) Calculated over the trailing 6-month period	38.42%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	49.86%	40.09%	+9.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.06%	40.09%	+9.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.06%	40.09%	+9.97%

RTXG vs. COTG - Expense Ratio Comparison

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

Dividends

RTXG vs. COTG - Dividend Comparison

RTXG's dividend yield for the trailing twelve months is around 6.98%, while COTG has not paid dividends to shareholders.

Position	TTM	2025
COTG Leverage Shares 2X Long COST Daily ETF	0.00%	0.00%
RTXG Leverage Shares 2X Long RTX Daily ETF	6.98%	6.36%

Frequently Asked Questions

Can I hold both RTXG and COTG in my portfolio?

RTXG and COTG have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RTXG 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, RTXG or COTG?

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

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

RTXG has the higher dividend yield at 6.98%, compared with 0.00% for COTG.