PortfoliosLab logoPortfoliosLab logo
SSG vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SSG vs. COTG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SSG achieves a -60.94% return, which is significantly lower than COTG's 17.32% return.


SSG

1D
1.36%
1M
-33.91%
YTD
-60.94%
6M
-61.42%
1Y
-81.06%
3Y*
-74.84%
5Y*
-66.94%
10Y*
-62.12%

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)

SSG vs. COTG - Yearly Performance Comparison


Correlation

The correlation between SSG and COTG is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 19, 2025

0.18

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SSG vs. COTG — Risk / Return Rank

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

SSG
SSG Risk / Return Rank: 00
Overall Rank
SSG Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SSG Sortino Ratio Rank: 00
Sortino Ratio Rank
SSG Omega Ratio Rank: 00
Omega Ratio Rank
SSG Calmar Ratio Rank: 00
Calmar Ratio Rank
SSG Martin Ratio Rank: 11
Martin Ratio Rank

COTG
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.

SSG vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Proshares Ultrashort Semiconductors (SSG) 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.


SSGCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.67

Calmar ratioReturn relative to maximum drawdown

-1.00

Martin ratioReturn relative to average drawdown

-1.60

SSG vs. COTG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


SSGCOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

-0.28

-0.50

Drawdowns

SSG vs. COTG - Drawdown Comparison

The maximum SSG drawdown since its inception was -100.00%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for SSG and COTG.


Loading charts...

Drawdown Indicators


SSGCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-25.69%

-74.31%

Max Drawdown (1Y)

Largest decline over 1 year

-81.36%

Max Drawdown (3Y)

Largest decline over 3 years

-98.49%

Max Drawdown (5Y)

Largest decline over 5 years

-99.64%

Max Drawdown (10Y)

Largest decline over 10 years

-99.99%

Current Drawdown

Current decline from peak

-100.00%

-23.48%

-76.52%

Average Drawdown

Average peak-to-trough decline

-88.59%

-8.35%

-80.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.50%

Volatility

SSG vs. COTG - Volatility Comparison


Loading charts...

Volatility by Period


SSGCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.44%

Volatility (6M)

Calculated over the trailing 6-month period

47.41%

Volatility (1Y)

Calculated over the trailing 1-year period

61.80%

40.65%

+21.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.33%

40.65%

+36.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.97%

40.65%

+28.32%

SSG vs. COTG - Expense Ratio Comparison

SSG has a 0.95% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

SSG vs. COTG - Dividend Comparison

SSG's dividend yield for the trailing twelve months is around 13.36%, while COTG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
COTG
Leverage Shares 2X Long COST Daily ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SSG
Proshares Ultrashort Semiconductors
13.36%9.19%7.67%6.73%0.75%0.00%0.34%1.81%0.62%

Frequently Asked Questions


SSG and COTG have a correlation of 0.18, 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 0.95% for SSG.

SSG has the higher dividend yield at 13.36%, compared with 0.00% for COTG.

They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for SSG and 0.75% for COTG.

Portfolio Optimizer

Find the right allocation for SSG and COTG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer