- Issuer
- COtwo Advisors
- Inception Date
- Jun 18, 2025
- Region
- Europe ()
- Category
- Commodities, ESG
- Leveraged
- 1x (No leverage)
- Distribution Policy
- Accumulating
- Asset Class
- Commodity
- Assets Under Management
- $2M
Share Price Chart
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Performance
CTWO Performance Chart
COtwo Advisors Physical European Carbon Allowance Trust (CTWO) is down 13.6% since the beginning of the year. CTWO is currently trading at $17 per share.
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Returns By Period
COtwo Advisors Physical European Carbon Allowance Trust (CTWO) has returned -13.60% so far this year and 1.48% over the past 12 months.
COtwo Advisors Physical European Carbon Allowance Trust
- 1D
- 0.00%
- 1M
- 1.18%
- YTD
- -13.60%
- 6M
- -12.94%
- 1Y
- 1.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
CTWO Monthly Returns History
Based on dividend-adjusted daily data since Jun 20, 2025, CTWO's average daily return is -0.02%, while the average monthly return is -0.45%.
Historically, 69% of months were positive and 31% were negative. The best month was Jan 2026 with a return of +8.6%, while the worst month was Mar 2026 at -16.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, CTWO closed higher 47% of trading days. The best single day was Jan 29, 2026 with a return of +6.8%, while the worst single day was Jun 20, 2025 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.61% | -12.80% | -16.09% | 6.97% | 4.15% | -2.42% | -13.60% | ||||||
| 2025 | -13.51% | 0.82% | 1.51% | 5.94% | 2.24% | 4.80% | 3.93% | 4.42% |
Benchmark Metrics
COtwo Advisors Physical European Carbon Allowance Trust has an annualized alpha of -11.65%, beta of 0.30, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since June 20, 2025.
- This ETF participated in 249.41% of S&P 500 Index downside but only 60.90% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.30 may look defensive, but with R2 of 0.02 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 0.02 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
- -11.65%
- Beta
- 0.30
- R²
- 0.02
- Upside Capture
- 60.90%
- Downside Capture
- 249.41%
Expense Ratio
CTWO has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CTWO ranks 10 for risk / return — in the bottom 10% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for COtwo Advisors Physical European Carbon Allowance Trust (CTWO) 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.
| CTWO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.32 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 2.46 | -2.41 |
| Martin ratioReturn relative to average drawdown | 0.10 | 10.92 | -10.82 |
Dividends
Dividend History
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 COtwo Advisors Physical European Carbon Allowance Trust. 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 COtwo Advisors Physical European Carbon Allowance Trust was 30.13%, occurring on Mar 19, 2026. The portfolio has not yet recovered.
The current COtwo Advisors Physical European Carbon Allowance Trust drawdown is 23.44%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -30.13%Mar 2026 | 1mo 18d | — | 4mo 25dJan 2026 - now |
2025 correction2025 | -15.39%Jul 2025 | 1mo 2d | 4mo 9d | 5mo 11dJun 2025 - Nov 2025 |
2026 pullback2026 | -9.17%Jan 2026 | 6d | 3d | 9dJan 2026 - Jan 2026 |
2025 pullback2025 | -4.48%Dec 2025 | 0s | 6d | 6dDec 2025 - Dec 2025 |
2025 pullback2025 | -1.69%Dec 2025 | 0s | 9d | 9dDec 2025 - Dec 2025 |
Drawdown Indicators
| CTWO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.13% | -56.78% | +26.65% |
Max Drawdown (1Y)Largest decline over 1 year | -30.13% | -9.10% | -21.03% |
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 DrawdownCurrent decline from peak | -23.44% | -3.21% | -20.23% |
Average DrawdownAverage peak-to-trough decline | -12.57% | -10.71% | -1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.60% | 2.04% | +12.56% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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