COtwo Advisors Physical European Carbon Allowance Trust (CTWO) Sharpe Ratio: 0.12

CTWO's Sharpe Ratio of 0.12 indicates that for each unit of volatility, it generates 0.12 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

CTWO Sharpe Ratio Rank

Concerning

CTWO ranks above 11.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Weak risk-adjusted returns relative to category peers
Evaluate whether this holding aligns with your risk-return objectives
Consider reducing exposure or re-evaluating position size
Review higher-ranked alternatives in the same category

CTWO Sharpe Ratio Market Positioning

The chart shows CTWO's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.74 or lower
Yellow zone (middle 50%): 0.74 to 1.90
Green zone (top 25%): 1.90 or higher
Top 1%: 6.53+
Median: 1.39 — half of all investments score higher

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 Jul 14, 2026.

Symbol	Name	1Y Sharpe Ratio
BWET	Breakwave Tanker Shipping ETF	17.02
ZSC	USCF Sustainable Commodity Strategy Fund	2.40
PRVS	Parnassus Value Select ETF	2.28
BDRY	Breakwave Dry Bulk Shipping ETF	2.13
FTGC	First Trust Global Tactical Commodity Strategy Fund	2.08
ZSB	USCF Sustainable Battery Metals Strategy Fund	2.07
COM	Direxion Auspice Broad Commodity Strategy ETF	2.05
PIT	VanEck Commodity Strategy ETF	2.04
CERY	SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF	2.04
CMCI	VanEck CMCI Commodity Strategy ETF	1.98
CTWO	COtwo Advisors Physical European Carbon Allowance Trust	0.12

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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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Sharpe Ratio Calculator

How does CTWO fit in your portfolio?

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