COtwo Advisors Physical European Carbon… (CTWO) Performance
CTWO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −4.4% since Dec 31, 2025
- 1 year
- +4.3% total return
- Since first price
- +10.7% since 2025
CTWO trailing returns vs SPY, QQQ, AGG
| Period | CTWO total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.0% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.5% | +1.5% | +3.2% | +1.9% | −0.4% |
| 6 months | +13.3% | +13.3% | +7.8% | +8.4% | −1.5% |
| YTD | −4.4% | −4.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +4.3% | +4.3% | +14.4% | +15.9% | −1.1% |
| Since inceptionJun 20, 2025 | +10.7% | +10.7% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: CTWO vs SPY
From Jun 20, 2025: CTWO grew to $11,067, SPY to $12,962.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
CTWO returns by calendar year
2026 is year to date.
CTWO annual returns table
| Year | CTWO | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −4.4% | −30.1% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
CTWO largest drawdowns
Now 15.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 29, 2026 | −30.1% | Mar 19, 2026 | not yet | 49 days | 9 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
CTWO risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +11.6% |
| Volatility (annualized) | 24.7% |
| Sharpe ratio | 0.42 |
| Sortino ratio | 0.54 |
| Best month | +8.6% |
| Worst month | −16.1% |
| Best 12 months | +14.3% |
| Worst 12 months | +3.9% |
| Positive months | 73% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
CTWO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 5 | +3.9% | +5.8% | +14.3% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
CTWO performance overview
COtwo Advisors Physical European Carbon… (CTWO) returned +4.3% over the past year, with distributions reinvested. Since its first recorded price on Jun 20, 2025 it has returned +10.7%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −30.1%, from Jan 29, 2026 to Mar 19, 2026; the fund has not yet regained that high. Volatility has been 24.7% a year.
Related: CTWO chart. See the CTWO overview for the latest quote and fund facts.
CTWO performance FAQ
What is the CTWO return over the past year?
CTWO returned +4.3% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 4.3%.
How much would $10,000 invested in CTWO be worth?
$10,000 invested in CTWO at its first recorded close on June 20, 2025 would be worth about $11,067 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of CTWO?
The largest peak-to-trough decline was −30.1% between January 29, 2026 and March 19, 2026. It has not yet recovered to that high; it is 15.3% below its peak.
How volatile is CTWO?
Over the past history CTWO had an annualized volatility of 24.7% and a Sharpe ratio of 0.42 (excess return over 1–3 month T-bills per unit of risk).