COtwo Advisors Physical European Carbon Allowance Trust (CTWO) Sharpe Ratio

Sharpe ratio is not yet available for CTWO. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares COtwo Advisors Physical European Carbon Allowance Trust's Sharpe Ratio with other ETFs in the Commodities, ESG category across multiple time periods, showing how CTWO's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.

Symbol	Name	1Y Sharpe Ratio
BWET	Breakwave Tanker Shipping ETF	18.57
PULT	Putnam ESG Ultra Short ETF	5.71
BDRY	Breakwave Dry Bulk Shipping ETF	3.40
FAAR	First Trust Alternative Absolute Return Strategy ETF	3.04
PIT	VanEck Commodity Strategy ETF	2.97
CMDT	PIMCO Commodity Strategy Active Exchange-Traded Fund	2.92
CERY	SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF	2.90
EMCS	Xtrackers MSCI Emerging Markets Climate Selection ETF	2.89
ZSB	USCF Sustainable Battery Metals Strategy Fund	2.88
ZSC	USCF Sustainable Commodity Strategy Fund	2.88
CTWO	COtwo Advisors Physical European Carbon Allowance Trust	—

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Historical Sharpe Ratio

The chart shows CTWO's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CTWO consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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