Ultra-massive white dwarfs ($\rm M_{WD} \gtrsim 1.05\, {\rm M}_{\odot }$) are considered powerful tools to study type Ia supernovae explosions, merger events, the occurrence of physical processes in the Super Asymptotic Giant Branch (SAGB) phase, and the existence of high magnetic fields. Traditionally, ultra-massive white dwarfs are expected to harbour oxygen-neon (ONe) cores. However, new observations and recent theoretical studies suggest that the progenitors of some ultra-massive white dwarfs can avoid carbon burning, leading to the formation of ultra-massive white dwarfs harbouring carbon-oxygen (CO) cores. Here we present a set of ultra-massive white dwarf evolutionary sequences with CO cores for a wide range of metallicity and masses. We take into account the energy released by latent heat and phase separation during the crystallization process and by 22Ne sedimentation. Realistic chemical profiles resulting from the full computation of progenitor evolution are considered. We compare our CO ultra-massive white dwarf models with ONe models. We conclude that CO ultra-massive white dwarfs evolve significantly slower than their ONe counterparts mainly for three reasons: their larger thermal content, the effect of crystallization, and the effect of 22Ne sedimentation. We also provide colors in several photometric bands on the basis of new model atmospheres. These CO ultra-massive white dwarf models, together with the ONe ultra-massive white dwarf models, provide an appropriate theoretical framework to study the ultra-massive white dwarf population in our Galaxy.