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CTWO vs. RLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTWO vs. RLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COtwo Advisors Physical European Carbon Allowance Trust (CTWO) and State Street Multi-Asset Real Return ETF (RLY). 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 -8.19% return, which is significantly lower than RLY's 15.77% return.


CTWO

1D
-0.68%
1M
7.21%
6M
-15.47%
YTD
-8.19%
1Y
11.47%
3Y*
5Y*
10Y*
ALL TIME*
-3.72%

RLY

1D
-0.46%
1M
4.07%
6M
7.44%
YTD
15.77%
1Y
27.64%
3Y*
12.72%
5Y*
10.48%
10Y*
8.27%
ALL TIME*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$84.57K$60.56K$22.12K
$4.60M$7.84M$7.75M

CTWO vs. RLY - Yearly Performance Comparison


Correlation

The correlation between CTWO and RLY is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.08

Correlation (All Time)
Calculated using the full available price history since Jun 20, 2025

0.12

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Return for Risk

CTWO vs. RLY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CTWO
CTWO Risk / Return Rank: 1818
Overall Rank
CTWO Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CTWO Sortino Ratio Rank: 2020
Sortino Ratio Rank
CTWO Omega Ratio Rank: 2222
Omega Ratio Rank
CTWO Calmar Ratio Rank: 1717
Calmar Ratio Rank
CTWO Martin Ratio Rank: 1515
Martin Ratio Rank

RLY
RLY Risk / Return Rank: 9191
Overall Rank
RLY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 9393
Sortino Ratio Rank
RLY Omega Ratio Rank: 9393
Omega Ratio Rank
RLY Calmar Ratio Rank: 8989
Calmar Ratio Rank
RLY Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CTWO vs. RLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COtwo Advisors Physical European Carbon Allowance Trust (CTWO) and State Street Multi-Asset Real Return ETF (RLY). 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.


CTWORLYDifference
Sharpe ratioReturn per unit of total volatility

-2.25

Sortino ratioReturn per unit of downside risk

-2.88

Omega ratioGain probability vs. loss probability

1.10

1.48

-0.38

Calmar ratioReturn relative to maximum drawdown

0.33

3.66

-3.32

Martin ratioReturn relative to average drawdown

0.62

12.77

-12.15

CTWO vs. RLY - Sharpe Ratio Comparison

The current CTWO Sharpe Ratio is 0.35, which is lower than the RLY Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of CTWO and RLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CTWO vs. RLY - Drawdown Comparison

The maximum CTWO drawdown since its inception was -30.13%, smaller than the maximum RLY drawdown of -37.75%. Use the drawdown chart below to compare losses from any high point for CTWO and RLY.


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Drawdown Indicators


CTWORLYDifference

Max Drawdown

Largest peak-to-trough decline

-30.13%

-37.75%

+7.62%

Max Drawdown (1Y)

Largest decline over 1 year

-30.13%

-7.54%

-22.59%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

Current Drawdown

Current decline from peak

-18.64%

-2.74%

-15.90%

Average Drawdown

Average peak-to-trough decline

-13.39%

-9.40%

-3.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.15%

2.16%

+13.99%

Volatility

CTWO vs. RLY - Volatility Comparison

COtwo Advisors Physical European Carbon Allowance Trust (CTWO) has a higher volatility of 8.32% compared to State Street Multi-Asset Real Return ETF (RLY) at 2.68%. This indicates that CTWO's price experiences larger fluctuations and is considered to be riskier than RLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTWORLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.32%

2.68%

+5.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

8.44%

+14.14%

Volatility (1Y)

Calculated over the trailing 1-year period

28.20%

10.60%

+17.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.03%

13.46%

+15.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.03%

13.80%

+15.23%

CTWO vs. RLY - Expense Ratio Comparison

CTWO has a 0.79% expense ratio, which is higher than RLY's 0.50% expense ratio.


Dividends

CTWO vs. RLY - Dividend Comparison

CTWO has not paid dividends to shareholders, while RLY's dividend yield for the trailing twelve months is around 3.06%.


PositionTTM20252024202320222021202020192018201720162015
CTWO
COtwo Advisors Physical European Carbon Allowance Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RLY
State Street Multi-Asset Real Return ETF
3.06%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%

Frequently Asked Questions


CTWO and RLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTWO has higher volatility (8.32%) compared to RLY (2.68%). In terms of maximum drawdown, CTWO dropped -30.13% vs RLY's -37.75%.

On 1-year performance, RLY leads with 27.64% vs 11.47% for CTWO. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RLY has performed better with a 27.64% return vs 11.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RLY is cheaper with a 0.50% expense ratio, compared with 0.79% for CTWO.

RLY has the higher dividend yield at 3.06%, compared with 0.00% for CTWO.

CTWO is categorized as Commodities, while RLY is Global Allocation. CTWO tracks No Index (Physical Commodity), while RLY tracks Bloomberg U.S. Government Inflation-Linked Bond Index. They also come from different issuers: COtwo Advisors and State Street. Their fees differ too: 0.79% for CTWO and 0.50% for RLY.

RLY currently has the higher Sharpe Ratio (2.61 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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