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ALLW vs. CORO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALLW and CORO is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ALLW vs. CORO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bridgewater All Weather ETF (ALLW) and iShares International Country Rotation Active ETF (CORO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ALLW:

19.05%

CORO:

19.05%

Max Drawdown

ALLW:

-8.78%

CORO:

-14.13%

Current Drawdown

ALLW:

-0.47%

CORO:

-0.60%

Returns By Period


ALLW

YTD

N/A

1M

0.84%

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

CORO

YTD

15.03%

1M

3.05%

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ALLW vs. CORO - Expense Ratio Comparison

ALLW has a 0.85% expense ratio, which is higher than CORO's 0.55% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ALLW vs. CORO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bridgewater All Weather ETF (ALLW) and iShares International Country Rotation Active ETF (CORO). 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.



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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ALLW vs. CORO - Dividend Comparison

ALLW has not paid dividends to shareholders, while CORO's dividend yield for the trailing twelve months is around 1.33%.


Drawdowns

ALLW vs. CORO - Drawdown Comparison

The maximum ALLW drawdown since its inception was -8.78%, smaller than the maximum CORO drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for ALLW and CORO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ALLW vs. CORO - Volatility Comparison


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