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ISIN
US88634T1051
Inception Date
Sep 19, 2022
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Growth
Assets Under Management
$39M

Share Price Chart


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Performance

CCSO Performance Chart

Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) is up 15.2% since the beginning of the year. CCSO is currently trading at $28 per share.


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S&P 500 Index

Returns By Period

Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) has returned 15.21% so far this year and 31.21% over the past 12 months.


Carbon Collective Climate Solutions U.S. Equity ETF

1D
0.18%
1M
0.33%
YTD
15.21%
6M
12.45%
1Y
31.21%
3Y*
15.42%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCSO Monthly Returns History

Based on dividend-adjusted daily data since Sep 20, 2022, CCSO's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +11.9%, while the worst month was Oct 2023 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CCSO closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.23%4.21%-6.59%11.91%1.62%-2.95%15.21%
20252.20%-3.60%-4.45%2.30%10.03%4.88%4.75%0.97%4.53%3.79%-3.18%-1.36%21.79%
2024-9.23%6.59%1.61%-4.04%5.52%-5.21%6.15%-1.93%7.36%-2.95%9.80%-7.55%3.89%
202311.41%-2.69%-0.07%-5.96%0.45%11.90%7.73%-7.17%-7.01%-10.59%8.94%10.47%14.58%
2022-9.65%1.82%6.33%-10.57%-12.52%

Benchmark Metrics

Carbon Collective Climate Solutions U.S. Equity ETF has an annualized alpha of -8.78%, beta of 1.18, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 20, 2022.

  • This ETF participated in 142.43% of S&P 500 Index downside but only 101.29% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -8.78% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-8.78%
Beta
1.18
0.65
Upside Capture
101.29%
Downside Capture
142.43%

Expense Ratio

CCSO has an expense ratio of 0.35%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CCSO ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


CCSO Risk / Return Rank: 4444
Overall Rank
CCSO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
CCSO Sortino Ratio Rank: 3939
Sortino Ratio Rank
CCSO Omega Ratio Rank: 3838
Omega Ratio Rank
CCSO Calmar Ratio Rank: 5656
Calmar Ratio Rank
CCSO Martin Ratio Rank: 4747
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 Climate Solutions U.S. Equity ETF (CCSO) and compare them to S&P 500 Index.

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.


CCSOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.63

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

1.24

1.37

-0.12

Calmar ratioReturn relative to maximum drawdown

2.70

2.78

-0.09

Martin ratioReturn relative to average drawdown

7.59

12.44

-4.85

Dividends

Dividend History

Carbon Collective Climate Solutions U.S. Equity ETF provided a 0.55% dividend yield over the last twelve months, with an annual payout of $0.16 per share.


0.20%0.30%0.40%0.50%0.60%0.70%0.80%$0.00$0.05$0.10$0.152022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$0.16$0.16$0.11$0.16$0.04

Dividend yield

0.55%0.63%0.53%0.80%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for Carbon Collective Climate Solutions U.S. Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2022$0.04$0.04

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 Climate Solutions U.S. Equity 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 Climate Solutions U.S. Equity ETF was 23.69%, occurring on Oct 27, 2023. Recovery took 259 trading sessions.

The current Carbon Collective Climate Solutions U.S. Equity ETF drawdown is 5.52%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-23.69%Oct 2023
2mo 27d1y 12d
1y 3moAug 2023 - Nov 2024
2025 selloff2025
-22.82%Apr 2025
3mo 29d2mo 2d
6mo 1dDec 2024 - Jun 2025
Bear market2022
-15.79%Oct 2022
24d8mo 19d
9mo 13dSep 2022 - Jun 2023
2026 correction2026
-11.62%Mar 2026
1mo 16d23d
2mo 9dFeb 2026 - Apr 2026
2025 correction2025
-10.79%Nov 2025
1mo 5d1mo 27d
3mo 2dOct 2025 - Jan 2026

Drawdown Indicators


CCSOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-23.69%

-56.78%

+33.09%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-9.10%

-2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-23.69%

-18.90%

-4.79%

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

-5.52%

-1.80%

-3.72%

Average Drawdown

Average peak-to-trough decline

-7.18%

-10.71%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.03%

+2.09%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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