Thermal resistance is not specified for CODACA inductors and transformers because they are mostly open-frame style.
To calculate a roughly thermal resistance, divide the temperature rise due to Irms current (e.g., 40°C rise) by the power required to generate that rise (Power = DCR × Irms2).
So you could get a value by the following calculation:
Rth (in °C/W) = 40°C ÷ (DCR × Irms2) (remark: DCR is in Ohms and Irms is in Amps).