WULX vs. COTG
WULX (Tradr 2X Long WULF Daily ETF) and COTG (Leverage Shares 2X Long COST Daily ETF) are both Leveraged Equities funds. Both are actively managed. Their -0.14 correlation means they have often moved in opposite directions in the past. WULX charges 1.30%/yr vs 0.75%/yr for COTG.
Performance
WULX vs. COTG - Performance Comparison
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Returns By Period
In the year-to-date period, WULX achieves a 26.70% return, which is significantly higher than COTG's 12.60% return.
WULX
- 1D
- -2.02%
- 1M
- -38.57%
- 6M
- 0.68%
- YTD
- 26.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COTG
- 1D
- -0.68%
- 1M
- -0.88%
- 6M
- -3.87%
- YTD
- 12.60%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $653.21K | $1.05M | $1.51M | |
| $5.78M | $8.80M | $7.30M |
WULX vs. COTG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WULX Tradr 2X Long WULF Daily ETF | 26.70% | -34.00% |
COTG Leverage Shares 2X Long COST Daily ETF | 12.60% | -18.58% |
Correlation
The correlation between WULX and COTG is -0.14, 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 Oct 23, 2025 | -0.14 |
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Return for Risk
WULX vs. COTG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long WULF Daily ETF (WULX) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Drawdowns
WULX vs. COTG - Drawdown Comparison
The maximum WULX drawdown since its inception was -75.66%, which is greater than COTG's maximum drawdown of -32.16%. Use the drawdown chart below to compare losses from any high point for WULX and COTG.
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Drawdown Indicators
| WULX | COTG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.66% | -32.16% | -43.50% |
Current DrawdownCurrent decline from peak | -67.76% | -26.56% | -41.20% |
Average DrawdownAverage peak-to-trough decline | -31.68% | -11.97% | -19.71% |
Volatility
WULX vs. COTG - Volatility Comparison
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Volatility by Period
| WULX | COTG | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 191.47% | 40.99% | +150.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 191.47% | 40.99% | +150.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 191.47% | 40.99% | +150.48% |
WULX vs. COTG - Expense Ratio Comparison
WULX has a 1.30% expense ratio, which is higher than COTG's 0.75% expense ratio.
Dividends
WULX vs. COTG - Dividend Comparison
Neither WULX nor COTG has paid dividends to shareholders.
Frequently Asked Questions
WULX and COTG have a correlation of -0.14, 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 1.30% for WULX.
WULX and COTG have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tradr and Leverage Shares. Their fees differ too: 1.30% for WULX and 0.75% for COTG.
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