Sortino 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 Sortino 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 Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| PULT | Putnam ESG Ultra Short ETF | 10.25 | |||
| BWET | Breakwave Tanker Shipping ETF | 6.55 | |||
| FAAR | First Trust Alternative Absolute Return Strategy ETF | 4.23 | |||
| CMDT | PIMCO Commodity Strategy Active Exchange-Traded Fund | 3.92 | |||
| ISCMF | iShares Diversified Commodity Swap UCITS ETF | 3.74 | |||
| ZSC | USCF Sustainable Commodity Strategy Fund | 3.73 | |||
| EVMT | Invesco Electric Vehicle Metals Commodity Strategy No K-1 ETF | 3.72 | |||
| EMCS | Xtrackers MSCI Emerging Markets Climate Selection ETF | 3.70 | |||
| CERY | SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF | 3.66 | |||
| EFIV | State Street SPDR S&P 500 ESG ETF | 3.62 | |||
| CTWO | COtwo Advisors Physical European Carbon Allowance Trust | — |
Historical Sortino Ratio
The chart shows CTWO's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. 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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