URTY vs. COTG
URTY (ProShares UltraPro Russell2000) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds. URTY is passively managed, while COTG is actively managed. Their -0.11 correlation means they have often moved in opposite directions in the past. URTY charges 0.95%/yr vs 0.75%/yr for COTG.
Performance
URTY vs. COTG - Performance Comparison
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Returns By Period
In the year-to-date period, URTY achieves a 55.97% return, which is significantly higher than COTG's 12.95% return.
URTY
- 1D
- 5.14%
- 1M
- -2.55%
- 6M
- 31.22%
- YTD
- 55.97%
- 1Y
- 118.59%
- 3Y*
- 23.05%
- 5Y*
- -2.82%
- 10Y*
- 6.75%
- ALL TIME*
- 14.07%
COTG
- 1D
- 0.31%
- 1M
- -0.58%
- 6M
- -8.93%
- YTD
- 12.95%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $660.67K | $1.03M | $1.54M | |
| $35.77M | $36.50M | $68.68M |
URTY vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
URTY ProShares UltraPro Russell2000 | 55.97% | 3.87% |
COTG Leverage Shares 2X Long COST Daily ETF | 12.95% | -22.61% |
Correlation
The correlation between URTY and COTG is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025 | -0.11 |
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Return for Risk
URTY vs. COTG — Risk / Return Rank
URTY
COTG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
URTY vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares UltraPro Russell2000 (URTY) 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.
| URTY | COTG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.66 | — | — |
| Martin ratioReturn relative to average drawdown | 12.00 | — | — |
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Drawdowns
URTY vs. COTG - Drawdown Comparison
The maximum URTY drawdown since its inception was -88.09%, which is greater than COTG's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for URTY and COTG.
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Drawdown Indicators
| URTY | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.09% | -32.16% | -55.93% |
Max Drawdown (1Y)Largest decline over 1 year | -32.56% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -65.85% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -82.76% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -88.09% | — | — |
Current DrawdownCurrent decline from peak | -35.79% | -26.33% | -9.46% |
Average DrawdownAverage peak-to-trough decline | -34.80% | -12.04% | -22.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.92% | — | — |
Volatility
URTY vs. COTG - Volatility Comparison
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Volatility by Period
| URTY | COTG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.57% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 42.24% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 57.90% | 40.89% | +17.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.36% | 40.89% | +26.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 69.28% | 40.89% | +28.39% |
URTY vs. COTG - Expense Ratio Comparison
URTY has a 0.95% expense ratio, which is higher than COTG's 0.75% expense ratio.
Dividends
URTY vs. COTG - Dividend Comparison
URTY's dividend yield for the trailing twelve months is around 0.76%, while COTG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
URTY ProShares UltraPro Russell2000 | 0.76% | 1.02% | 1.16% | 0.55% | 0.28% | 0.00% | 0.00% | 0.18% | 0.28% | 0.00% | 0.03% |
Frequently Asked Questions
URTY and COTG have a correlation of -0.11, 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 URTY.
URTY has the higher dividend yield at 0.76%, compared with 0.00% for COTG.
They also come from different issuers: ProShares and Leverage Shares. Their fees differ too: 0.95% for URTY and 0.75% for COTG.
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