CTWO vs. CCOM

Last updated Jul 14, 2026

CTWO (COtwo Advisors Physical European Carbon Allowance Trust) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. At a 0.02 correlation, their price movements are largely independent. CTWO charges 0.79%/yr vs 0.99%/yr for CCOM.

Performance

CTWO vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COtwo Advisors Physical European Carbon Allowance Trust (CTWO) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CTWO

• 1D: 0.59%
• 1M: 1.50%
• 6M: -15.12%
• YTD: -14.61%
• 1Y: 3.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCOM

• 1D: 0.00%
• 1M: 0.37%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CTWO vs. CCOM - Yearly Performance Comparison

	2026 (YTD)
CTWO COtwo Advisors Physical European Carbon Allowance Trust	-16.50%
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-3.69%

Correlation

The correlation between CTWO and CCOM is 0.02, 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 Jan 27, 2026	0.02

Return for Risk

CTWO vs. CCOM — Risk / Return Rank

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

CTWO

CTWO Risk / Return Rank: 11
CTWO Sharpe Ratio Rank: 11
CTWO Sortino Ratio Rank: 11
CTWO Omega Ratio Rank: 12
CTWO Calmar Ratio Rank: 11
CTWO Martin Ratio Rank: 11

CCOM

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

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. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COtwo Advisors Physical European Carbon Allowance Trust (CTWO) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.

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	CCOM	Difference
Sharpe ratio: Return per unit of total volatility	0.12	—	—
Sortino ratio: Return per unit of downside risk	0.36	—	—
Omega ratio: Gain probability vs. loss probability	1.05	—	—
Calmar ratio: Return relative to maximum drawdown	0.11	—	—
Martin ratio: Return relative to average drawdown	0.22	—	—

Drawdowns

CTWO vs. CCOM - Drawdown Comparison

The maximum CTWO drawdown since its inception was -30.13%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for CTWO and CCOM.

Drawdown Indicators

	CTWO	CCOM	Difference
Max Drawdown Largest peak-to-trough decline	-30.13%	-6.38%	-23.75%
Max Drawdown (1Y) Largest decline over 1 year	-30.13%	—	—
Current Drawdown Current decline from peak	-24.33%	-5.65%	-18.68%
Average Drawdown Average peak-to-trough decline	-13.14%	-2.92%	-10.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.59%	—	—

Volatility

Volatility by Period

	CTWO	CCOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	24.43%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.37%	12.78%	+14.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.68%	12.78%	+15.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.68%	12.78%	+15.90%

CTWO vs. CCOM - Expense Ratio Comparison

CTWO has a 0.79% expense ratio, which is lower than CCOM's 0.99% expense ratio.

Dividends

CTWO vs. CCOM - Dividend Comparison

CTWO has not paid dividends to shareholders, while CCOM's dividend yield for the trailing twelve months is around 1.26%.

Position	TTM
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	1.26%
CTWO COtwo Advisors Physical European Carbon Allowance Trust	0.00%

Frequently Asked Questions

Can I hold both CTWO and CCOM in my portfolio?

CTWO and CCOM have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CTWO or CCOM?

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.

Which ETF is cheaper, CTWO or CCOM?

CTWO is cheaper with a 0.79% expense ratio, compared with 0.99% for CCOM.

Which ETF pays a higher dividend yield, CTWO or CCOM?

CCOM has the higher dividend yield at 1.26%, compared with 0.00% for CTWO.

What is the main difference between CTWO and CCOM?

They also come from different issuers: COtwo Advisors and Simplify. Their fees differ too: 0.79% for CTWO and 0.99% for CCOM.