Honestly, that's such a common frustration but it really stings when you dig into the numbers.
Big cities are basically ad soup. Everyone's fighting for the same eyeballs, people are so used to seeing ads everywhere they just tune out. Smaller towns? Less noise, more attention, especially if you're solving something that actually matters locally.
Quick thing to try: grab your best-performing smaller city campaign, duplicate it for the big city, but swap in hyperlocal copy. Mentioning a neighbourhood or a well-known landmark can make it feel way more relevant. If your tracking's decent, you could also test cutting out the absolute city centre and just targeting the residential outskirts around it. Sometimes conversion pops when you're not competing with every coffee shop and gym on the same block.
What's your offer? And how are you measuring conversions across city sizes-is it the conversion rate dragging you down or are CPCs also different?