- Issuer
- COtwo Advisors
- Inception Date
- Jun 18, 2025
- Region
- Europe (European Union)
- Category
- Commodities, ESG
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Physical Commodity)
- Domicile
- United States
- Distribution Policy
- Accumulating
- Asset Class
- Commodity
- Assets Under Management
- $2M
Highlights
- Avg. Volume (1M)
- 3K
- Avg. Volume Value (1M)
- $60.56K
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
CTWO Performance Chart
COtwo Advisors Physical European Carbon Allowance Trust (CTWO) is down 8.2% since the beginning of the year. CTWO is currently trading at $18 per share.
Loading charts...
Compare this symbol against anything
Returns By Period
COtwo Advisors Physical European Carbon Allowance Trust (CTWO) has returned -8.19% so far this year and 11.47% over the past 12 months.
COtwo Advisors Physical European Carbon Allowance Trust
- 1D
- -0.68%
- 1M
- 7.21%
- 6M
- -15.47%
- YTD
- -8.19%
- 1Y
- 11.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -3.72%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
CTWO Monthly Returns History
Based on dividend-adjusted daily data since Jun 20, 2025, CTWO's average daily return is 0.00%, while the average monthly return is +0.03%. At this rate, an investment would double in approximately 192.6 years.
Historically, 71% of months were positive and 29% 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 46% 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% | -2.84% | 6.73% | -8.19% | |||||
| 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 -5.71%, 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 268.75% 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
- -5.71%
- Beta
- 0.30
- R²
- 0.02
- Upside Capture
- 60.90%
- Downside Capture
- 268.75%
Expense Ratio
CTWO has an expense ratio of 0.79%, placing it in the medium range.
Return for Risk
Risk / Return Rank
CTWO ranks 19 for risk / return — above 19% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return 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 | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.25 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 2.00 | -1.67 |
| Martin ratioReturn relative to average drawdown | 0.62 | 8.49 | -7.87 |
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.
Loading charts...
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 18.64%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-30.13%Mar 2026 | 1mo 18d | — | 6mo 5dJan 2026 - now | — |
-15.39%Jul 2025 | 1mo 2d | 4mo 9d | 5mo 11dJun 2025 - Nov 2025 | — |
-9.17%Jan 2026 | 6d | 3d | 9dJan 2026 - Jan 2026 | — |
-4.48%Dec 2025 | 1d | 6d | 6dDec 2025 - Dec 2025 | — |
-1.69%Dec 2025 | 1d | 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 | -18.64% | -1.58% | -17.06% |
Average DrawdownAverage peak-to-trough decline | -13.39% | -10.70% | -2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.15% | 2.14% | +14.01% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with CTWO
Add COtwo Advisors Physical European Carbon Allowance Trust to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with CTWO