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ISIN
US20403P1057
Inception Date
Apr 11, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$21M

Share Price Chart


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Performance

CCSB Performance Chart

Carbon Collective Short Duration Green Bond ETF (CCSB) is up 1.1% since the beginning of the year. CCSB is currently trading at $20 per share.


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S&P 500 Index

Returns By Period

Carbon Collective Short Duration Green Bond ETF (CCSB) has returned 1.07% so far this year and 3.09% over the past 12 months.


Carbon Collective Short Duration Green Bond ETF

1D
0.10%
1M
0.64%
YTD
1.07%
6M
1.07%
1Y
3.09%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.68%
YTD
11.16%
6M
11.10%
1Y
27.46%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCSB Monthly Returns History

Based on dividend-adjusted daily data since Apr 12, 2024, CCSB's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 81% of months were positive and 19% were negative. The best month was Feb 2025 with a return of +0.9%, while the worst month was Sep 2025 at -1.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, CCSB closed higher 54% of trading days. The best single day was Sep 9, 2025 with a return of +13.8%, while the worst single day was Sep 10, 2025 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.56%0.75%-1.06%0.36%0.49%-0.02%1.07%
20250.49%0.94%0.02%0.64%0.09%0.91%0.29%0.87%-1.08%0.34%0.69%0.10%4.37%
20240.32%0.62%0.35%0.88%0.77%0.84%-0.14%0.60%-0.15%4.17%

Benchmark Metrics

Carbon Collective Short Duration Green Bond ETF has an annualized alpha of 4.89%, beta of 0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 15, 2024.

  • This ETF captured 11.36% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -8.36%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.03 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.89%
Beta
0.03
0.00
Upside Capture
11.36%
Downside Capture
-8.36%

Expense Ratio

CCSB has an expense ratio of 0.51%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CCSB ranks 13 for risk / return — in the bottom 13% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CCSB Risk / Return Rank: 1313
Overall Rank
CCSB Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CCSB Sortino Ratio Rank: 1111
Sortino Ratio Rank
CCSB Omega Ratio Rank: 2222
Omega Ratio Rank
CCSB Calmar Ratio Rank: 1111
Calmar Ratio Rank
CCSB Martin Ratio Rank: 1010
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Carbon Collective Short Duration Green Bond ETF (CCSB) and compare them to S&P 500 Index.


CCSBBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.16

2.39

-2.23

Sortino ratio

Return per unit of downside risk

0.38

3.25

-2.87

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.28

Calmar ratio

Return relative to maximum drawdown

0.20

3.11

-2.91

Martin ratio

Return relative to average drawdown

0.30

14.38

-14.09

Dividends

Dividend History

Carbon Collective Short Duration Green Bond ETF provided a 4.61% dividend yield over the last twelve months, with an annual payout of $0.92 per share.


3.00%3.50%4.00%4.50%$0.00$0.20$0.40$0.60$0.80$1.0020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$0.92$0.96$0.64

Dividend yield

4.61%4.79%3.16%

Monthly Dividends

The table displays the monthly dividend distributions for Carbon Collective Short Duration Green Bond ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.10$0.08$0.07$0.05$0.00$0.32
2025$0.05$0.08$0.07$0.08$0.08$0.07$0.08$0.07$0.09$0.08$0.06$0.15$0.96
2024$0.09$0.09$0.10$0.07$0.08$0.07$0.14$0.64

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Carbon Collective Short Duration Green Bond ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Carbon Collective Short Duration Green Bond ETF was 14.95%, occurring on Dec 24, 2025. The portfolio has not yet recovered.

The current Carbon Collective Short Duration Green Bond ETF drawdown is 11.29%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 correction2025
-14.95%Dec 2025
3mo 15d
8mo 27dSep 2025 - now
2025 selloff2025
-2.04%Apr 2025
0s2mo 3d
2mo 3dApr 2025 - Jun 2025
2025 selloff2025
-1.46%Feb 2025
0s1mo 26d
1mo 26dFeb 2025 - Apr 2025
2025 selloff2025
-1.12%Apr 2025
3d3d
6dApr 2025 - Apr 2025
2024 pullback2024
-0.64%Dec 2024
6d24d
1moDec 2024 - Jan 2025

Drawdown Indicators


CCSBBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-14.95%

-56.78%

+41.83%

Max Drawdown (1Y)

Largest decline over 1 year

-14.95%

-9.10%

-5.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-11.29%

0.00%

-11.29%

Average Drawdown

Average peak-to-trough decline

-4.34%

-10.72%

+6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.32%

1.97%

+8.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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