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TSLL vs. COTG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TSLL vs. COTG - Performance Comparison

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

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Returns By Period

In the year-to-date period, TSLL achieves a -20.85% return, which is significantly lower than COTG's 17.32% return.


TSLL

1D
0.00%
1M
13.88%
YTD
-20.85%
6M
-21.38%
1Y
7.17%
3Y*
9.79%
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)

TSLL vs. COTG - Yearly Performance Comparison


2026 (YTD)2025
TSLL
Direxion Daily TSLA Bull 2X ETF
-20.85%5.77%
COTG
Leverage Shares 2X Long COST Daily ETF
17.32%-21.71%

Correlation

The correlation between TSLL and COTG is -0.15, 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 19, 2025

-0.15

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Return for Risk

TSLL vs. COTG — Risk / Return Rank

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

TSLL
TSLL Risk / Return Rank: 1212
Overall Rank
TSLL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
TSLL Sortino Ratio Rank: 1515
Sortino Ratio Rank
TSLL Omega Ratio Rank: 1515
Omega Ratio Rank
TSLL Calmar Ratio Rank: 1010
Calmar Ratio Rank
TSLL Martin Ratio Rank: 1010
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.

TSLL vs. COTG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily TSLA Bull 2X ETF (TSLL) 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.


TSLLCOTGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.27

TSLL vs. COTG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TSLLCOTGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.08

-0.28

+0.21

Drawdowns

TSLL vs. COTG - Drawdown Comparison

The maximum TSLL drawdown since its inception was -82.88%, which is greater than COTG's maximum drawdown of -25.69%. Use the drawdown chart below to compare losses from any high point for TSLL and COTG.


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Drawdown Indicators


TSLLCOTGDifference

Max Drawdown

Largest peak-to-trough decline

-82.88%

-25.69%

-57.19%

Max Drawdown (1Y)

Largest decline over 1 year

-54.75%

Max Drawdown (3Y)

Largest decline over 3 years

-82.88%

Current Drawdown

Current decline from peak

-60.03%

-23.48%

-36.55%

Average Drawdown

Average peak-to-trough decline

-53.82%

-8.35%

-45.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.72%

Volatility

TSLL vs. COTG - Volatility Comparison


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Volatility by Period


TSLLCOTGDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.26%

Volatility (6M)

Calculated over the trailing 6-month period

54.47%

Volatility (1Y)

Calculated over the trailing 1-year period

92.38%

40.65%

+51.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

106.87%

40.65%

+66.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

106.87%

40.65%

+66.22%

TSLL vs. COTG - Expense Ratio Comparison

TSLL has a 0.83% expense ratio, which is higher than COTG's 0.75% expense ratio.


Dividends

TSLL vs. COTG - Dividend Comparison

TSLL's dividend yield for the trailing twelve months is around 6.46%, while COTG has not paid dividends to shareholders.


PositionTTM2025202420232022
COTG
Leverage Shares 2X Long COST Daily ETF
0.00%0.00%0.00%0.00%0.00%
TSLL
Direxion Daily TSLA Bull 2X ETF
6.46%5.00%2.47%4.44%1.57%

Frequently Asked Questions


TSLL and COTG have a correlation of -0.15, 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 0.83% for TSLL.

TSLL has the higher dividend yield at 6.46%, compared with 0.00% for COTG.

They also come from different issuers: Direxion and Leverage Shares. Their fees differ too: 0.83% for TSLL and 0.75% for COTG.

Portfolio Optimizer

Find the right allocation for TSLL and COTG

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