No — everyday Costco gasoline in the United States is typically E10 (up to 10% ethanol), the same default blend most major retailers sell. Costco does not advertise a nationwide ethanol-free (E0) grade at the warehouse pump.
The pump must disclose ethanol content. If the label says “contains up to 10% ethanol,” that is not an ethanol-free product. A handful of markets sell E15 or other blends at other brands; do not assume Costco matches those.
Who should care
Cars built for E10 are fine on Costco regular or premium as specified in the manual. Small engines, boats, motorcycles, and some classics are more sensitive to ethanol (water uptake, phase separation, older fuel-system materials). Those engines often need labeled E0 from a marina or a station that posts ethanol-free fuel — not a standard Costco dispenser.
Ethanol also slightly lowers energy per gallon, which is one reason people ask whether Costco fuel “burns faster”. For additives and detergents, see Costco gas additives.