MCDS vs. CCSO

Last updated Jun 5, 2026

MCDS (JPMorgan Fundamental Data Science Mid Core ETF) and CCSO (Carbon Collective Climate Solutions U.S. Equity ETF) are both Mid Cap Blend Equities funds. Both are actively managed. Over the past year, MCDS returned 22.27% vs 36.05% for CCSO. A 0.77 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

MCDS vs. CCSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPMorgan Fundamental Data Science Mid Core ETF (MCDS) and Carbon Collective Climate Solutions U.S. Equity ETF (CCSO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, MCDS achieves a 13.38% return, which is significantly lower than CCSO's 20.39% return.

MCDS

• 1D: 0.44%
• 1M: 3.13%
• YTD: 13.38%
• 6M: 13.62%
• 1Y: 22.27%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCSO

• 1D: -0.01%
• 1M: 3.23%
• YTD: 20.39%
• 6M: 17.54%
• 1Y: 36.05%
• 3Y*: 18.13%
• 5Y*: —
• 10Y*: —

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

MCDS vs. CCSO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
MCDS JPMorgan Fundamental Data Science Mid Core ETF	13.38%	6.51%	9.83%
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	20.39%	21.79%	11.89%

Correlation

The correlation between MCDS and CCSO is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (All Time) Calculated using the full available price history since Aug 9, 2024	0.77

The correlation between MCDS and CCSO has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

MCDS vs. CCSO - Sectors Allocation Comparison

Sectors	MCDS	CCSO
Industrials	18.2%	53.5%
Technology	17.3%	8.3%
Financial Services	13.5%	0.4%
Consumer Cyclical	11.1%	9.3%
Healthcare	8.9%	-
Energy	7.2%	7.0%
Real Estate	7.1%	-
Utilities	6.5%	6.2%
Consumer Defensive	4.2%	0.1%
Basic Materials	4.1%	15.2%
Communication Services	2.1%	-

Return for Risk

MCDS vs. CCSO — Risk / Return Rank

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

MCDS

MCDS Risk / Return Rank: 55
MCDS Sharpe Ratio Rank: 50
MCDS Sortino Ratio Rank: 52
MCDS Omega Ratio Rank: 48
MCDS Calmar Ratio Rank: 61
MCDS Martin Ratio Rank: 62

CCSO

CCSO Risk / Return Rank: 52
CCSO Sharpe Ratio Rank: 50
CCSO Sortino Ratio Rank: 48
CCSO Omega Ratio Rank: 45
CCSO Calmar Ratio Rank: 64
CCSO Martin Ratio Rank: 55

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.

MCDS vs. CCSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Fundamental Data Science Mid Core ETF (MCDS) and Carbon Collective Climate Solutions U.S. Equity ETF (CCSO). 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.

	MCDS	CCSO	Difference
Sharpe ratio: Return per unit of total volatility	1.69	1.69	0.00
Sortino ratio: Return per unit of downside risk	2.48	2.35	+0.14
Omega ratio: Gain probability vs. loss probability	1.30	1.28	+0.01
Calmar ratio: Return relative to maximum drawdown	2.99	3.12	-0.12
Martin ratio: Return relative to average drawdown	11.12	9.28	+1.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MCDS vs. CCSO - Sharpe Ratio Comparison

The current MCDS Sharpe Ratio is 1.69, which is comparable to the CCSO Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of MCDS and CCSO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MCDS	CCSO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.69	1.69	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	1.00	0.54	+0.46

Drawdowns

MCDS vs. CCSO - Drawdown Comparison

The maximum MCDS drawdown since its inception was -22.50%, smaller than the maximum CCSO drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for MCDS and CCSO.

Drawdown Indicators

	MCDS	CCSO	Difference
Max Drawdown Largest peak-to-trough decline	-22.50%	-23.69%	+1.19%
Max Drawdown (1Y) Largest decline over 1 year	-7.47%	-11.62%	+4.15%
Max Drawdown (3Y) Largest decline over 3 years	—	-23.69%	—
Current Drawdown Current decline from peak	0.00%	-1.27%	+1.27%
Average Drawdown Average peak-to-trough decline	-3.98%	-7.01%	+3.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	3.89%	-1.88%

Volatility

MCDS vs. CCSO - Volatility Comparison

The current volatility for JPMorgan Fundamental Data Science Mid Core ETF (MCDS) is 3.25%, while Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) has a volatility of 7.15%. This indicates that MCDS experiences smaller price fluctuations and is considered to be less risky than CCSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MCDS	CCSO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.25%	7.15%	-3.90%
Volatility (6M) Calculated over the trailing 6-month period	9.86%	16.47%	-6.61%
Volatility (1Y) Calculated over the trailing 1-year period	13.21%	21.38%	-8.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.94%	23.17%	-6.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.94%	23.17%	-6.23%

MCDS vs. CCSO - Expense Ratio Comparison

Both MCDS and CCSO have an expense ratio of 0.35%.

Dividends

MCDS vs. CCSO - Dividend Comparison

MCDS's dividend yield for the trailing twelve months is around 1.06%, more than CCSO's 0.53% yield.

Position	TTM	2025	2024	2023	2022
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	0.53%	0.63%	0.53%	0.80%	0.24%
MCDS JPMorgan Fundamental Data Science Mid Core ETF	1.06%	1.23%	0.64%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MCDS and CCSO in my portfolio?

MCDS and CCSO have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MCDS or CCSO?

CCSO has higher volatility (7.15%) compared to MCDS (3.25%). In terms of maximum drawdown, MCDS dropped -22.50% vs CCSO's -23.69%.

Which ETF is better, MCDS or CCSO?

On 1-year performance, CCSO leads with 36.05% vs 22.27% for MCDS. Both ETFs have the same 0.35% expense ratio. On volatility, MCDS has been the lower-risk option at 3.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, MCDS or CCSO?

Over the 1-year period, CCSO has performed better with a 36.05% return vs 22.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, MCDS or CCSO?

MCDS and CCSO have the same expense ratio: 0.35% per year.

Which ETF pays a higher dividend yield, MCDS or CCSO?

MCDS has the higher dividend yield at 1.06%, compared with 0.53% for CCSO.

What is the main difference between MCDS and CCSO?

They also come from different issuers: JPMorgan and Carbon Collective.

Which has better risk-adjusted returns?

CCSO currently has the higher Sharpe Ratio (1.69 vs 1.69), 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.