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CTWO vs. BDRY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTWO vs. BDRY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COtwo Advisors Physical European Carbon Allowance Trust (CTWO) and Breakwave Dry Bulk Shipping ETF (BDRY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTWO achieves a -15.24% return, which is significantly lower than BDRY's 43.90% return.


CTWO

1D
2.00%
1M
1.51%
YTD
-15.24%
6M
-10.98%
1Y
3Y*
5Y*
10Y*

BDRY

1D
-2.47%
1M
7.04%
YTD
43.90%
6M
35.70%
1Y
142.69%
3Y*
27.14%
5Y*
-11.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTWO vs. BDRY - Yearly Performance Comparison


Correlation

The correlation between CTWO and BDRY is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 23, 2025

0.00

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Return for Risk

CTWO vs. BDRY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTWO

BDRY
BDRY Risk / Return Rank: 8585
Overall Rank
BDRY Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
BDRY Sortino Ratio Rank: 7979
Sortino Ratio Rank
BDRY Omega Ratio Rank: 7474
Omega Ratio Rank
BDRY Calmar Ratio Rank: 9393
Calmar Ratio Rank
BDRY Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTWO vs. BDRY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COtwo Advisors Physical European Carbon Allowance Trust (CTWO) and Breakwave Dry Bulk Shipping ETF (BDRY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CTWO vs. BDRY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CTWOBDRYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

-0.13

+0.06

Drawdowns

CTWO vs. BDRY - Drawdown Comparison

The maximum CTWO drawdown since its inception was -30.13%, smaller than the maximum BDRY drawdown of -89.16%. Use the drawdown chart below to compare losses from any high point for CTWO and BDRY.


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Drawdown Indicators


CTWOBDRYDifference

Max Drawdown

Largest peak-to-trough decline

-30.13%

-89.16%

+59.03%

Max Drawdown (1Y)

Largest decline over 1 year

-21.60%

Max Drawdown (3Y)

Largest decline over 3 years

-69.71%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

Current Drawdown

Current decline from peak

-24.89%

-69.60%

+44.71%

Average Drawdown

Average peak-to-trough decline

-9.19%

-58.38%

+49.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.40%

Volatility

CTWO vs. BDRY - Volatility Comparison


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Volatility by Period


CTWOBDRYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.26%

Volatility (6M)

Calculated over the trailing 6-month period

30.02%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

42.29%

-14.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.94%

60.70%

-32.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.94%

62.58%

-34.64%

CTWO vs. BDRY - Expense Ratio Comparison

CTWO has a 0.79% expense ratio, which is lower than BDRY's 3.76% expense ratio.


Dividends

CTWO vs. BDRY - Dividend Comparison

Neither CTWO nor BDRY has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CTWO and BDRY have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTWO is cheaper at 0.79% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTWO is cheaper with a 0.79% expense ratio, compared with 3.76% for BDRY.

CTWO and BDRY have nearly identical dividend yields, around 0.00%.

They also come from different issuers: COtwo Advisors and ETFMG. Their fees differ too: 0.79% for CTWO and 3.76% for BDRY.

Portfolio Optimizer

Find the right allocation for CTWO and BDRY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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