SRHQ vs. CCSO

Last updated Jun 24, 2026

SRHQ (SRH U.S. Quality ETF) and CCSO (Carbon Collective Climate Solutions U.S. Equity ETF) are both Mid Cap Blend Equities funds. SRHQ is passively managed, while CCSO is actively managed. Over the past 3 years, SRHQ returned 17.00%/yr vs 14.50%/yr for CCSO. A 0.72 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.

Performance

SRHQ vs. CCSO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SRH U.S. Quality ETF (SRHQ) and Carbon Collective Climate Solutions U.S. Equity ETF (CCSO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with SRHQ having a 12.27% return and CCSO slightly higher at 12.49%.

SRHQ

• 1D: 0.48%
• 1M: 1.61%
• YTD: 12.27%
• 6M: 10.53%
• 1Y: 22.66%
• 3Y*: 17.00%
• 5Y*: —
• 10Y*: —

CCSO

• 1D: -2.36%
• 1M: -2.04%
• YTD: 12.49%
• 6M: 10.17%
• 1Y: 26.08%
• 3Y*: 14.50%
• 5Y*: —
• 10Y*: —

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

SRHQ vs. CCSO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
SRHQ SRH U.S. Quality ETF	12.27%	7.34%	16.49%	21.81%	5.22%
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	12.49%	21.79%	3.89%	14.58%	-8.39%

Correlation

The correlation between SRHQ and CCSO is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Oct 5, 2022	0.72

The correlation between SRHQ and CCSO shifts across timeframes, from 0.59 (1 year) to 0.72 (all time), reflecting how their relationship changes across market environments.

SRHQ vs. CCSO - Sectors Allocation Comparison

Sectors	SRHQ	CCSO
Technology	23.5%	11.7%
Industrials	22.3%	47.4%
Healthcare	20.4%	-
Consumer Cyclical	12.6%	9.2%
Financial Services	8.9%	0.5%
Consumer Defensive	5.3%	0.1%
Communication Services	2.2%	-
Basic Materials	1.4%	16.3%
Utilities	1.3%	7.8%
Energy	1.1%	7.0%
Real Estate	1.1%	-

Return for Risk

SRHQ vs. CCSO — Risk / Return Rank

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

SRHQ

SRHQ Risk / Return Rank: 58
SRHQ Sharpe Ratio Rank: 48
SRHQ Sortino Ratio Rank: 49
SRHQ Omega Ratio Rank: 44
SRHQ Calmar Ratio Rank: 76
SRHQ Martin Ratio Rank: 72

CCSO

CCSO Risk / Return Rank: 38
CCSO Sharpe Ratio Rank: 35
CCSO Sortino Ratio Rank: 33
CCSO Omega Ratio Rank: 32
CCSO Calmar Ratio Rank: 49
CCSO Martin Ratio Rank: 41

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.

SRHQ vs. CCSO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SRH U.S. Quality ETF (SRHQ) 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.

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.

	SRHQ	CCSO	Difference
Sharpe ratio: Return per unit of total volatility	1.54	1.17	+0.37
Sortino ratio: Return per unit of downside risk	2.23	1.67	+0.56
Omega ratio: Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio: Return relative to maximum drawdown	3.61	2.25	+1.36
Martin ratio: Return relative to average drawdown	12.28	6.30	+5.98

SRHQ vs. CCSO - Sharpe Ratio Comparison

The current SRHQ Sharpe Ratio is 1.54, which is higher than the CCSO Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of SRHQ 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.

Drawdowns

SRHQ vs. CCSO - Drawdown Comparison

The maximum SRHQ drawdown since its inception was -18.50%, smaller than the maximum CCSO drawdown of -23.69%. Use the drawdown chart below to compare losses from any high point for SRHQ and CCSO.

Drawdown Indicators

	SRHQ	CCSO	Difference
Max Drawdown Largest peak-to-trough decline	-18.50%	-23.69%	+5.19%
Max Drawdown (1Y) Largest decline over 1 year	-6.31%	-11.62%	+5.31%
Max Drawdown (3Y) Largest decline over 3 years	-18.50%	-23.69%	+5.19%
Current Drawdown Current decline from peak	-1.49%	-7.75%	+6.26%
Average Drawdown Average peak-to-trough decline	-3.05%	-7.18%	+4.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	4.15%	-2.30%

Volatility

SRHQ vs. CCSO - Volatility Comparison

The current volatility for SRH U.S. Quality ETF (SRHQ) is 3.85%, while Carbon Collective Climate Solutions U.S. Equity ETF (CCSO) has a volatility of 9.06%. This indicates that SRHQ 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

	SRHQ	CCSO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.85%	9.06%	-5.21%
Volatility (6M) Calculated over the trailing 6-month period	10.79%	17.69%	-6.90%
Volatility (1Y) Calculated over the trailing 1-year period	14.79%	22.49%	-7.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	23.36%	-7.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	23.36%	-7.37%

SRHQ vs. CCSO - Expense Ratio Comparison

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

Dividends

SRHQ vs. CCSO - Dividend Comparison

SRHQ's dividend yield for the trailing twelve months is around 0.70%, more than CCSO's 0.56% yield.

Position	TTM	2025	2024	2023	2022
CCSO Carbon Collective Climate Solutions U.S. Equity ETF	0.56%	0.63%	0.53%	0.80%	0.24%
SRHQ SRH U.S. Quality ETF	0.70%	0.76%	0.66%	0.84%	0.27%

Frequently Asked Questions

Can I hold both SRHQ and CCSO in my portfolio?

SRHQ and CCSO have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SRHQ or CCSO?

CCSO has higher volatility (9.06%) compared to SRHQ (3.85%). In terms of maximum drawdown, SRHQ dropped -18.50% vs CCSO's -23.69%.

Which ETF is better, SRHQ or CCSO?

On 3-year performance, SRHQ leads with 17.00% vs 14.50% for CCSO. Both ETFs have the same 0.35% expense ratio. On volatility, SRHQ has been the lower-risk option at 3.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SRHQ or CCSO?

Over the 3-year period, SRHQ has performed better with a 17.00% return vs 14.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SRHQ or CCSO?

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

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

SRHQ has the higher dividend yield at 0.70%, compared with 0.56% for CCSO.

What is the main difference between SRHQ and CCSO?

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

Which has better risk-adjusted returns?

SRHQ currently has the higher Sharpe Ratio (1.54 vs 1.17), 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.