CCNR vs. FTRI

Last updated Aug 4, 2026

CCNR (ALPS/CoreCommodity Natural Resources ETF) and FTRI (First Trust Indxx Global Natural Resources Income ETF) are both Natural Resources funds. CCNR is actively managed, while FTRI is passively managed. Over the past year, CCNR returned 50.28% vs 20.13% for FTRI. Their correlation of 0.83 means they have usually moved in the same direction. CCNR charges 0.39%/yr vs 0.70%/yr for FTRI.

Performance

CCNR vs. FTRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/CoreCommodity Natural Resources ETF (CCNR) and First Trust Indxx Global Natural Resources Income ETF (FTRI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCNR achieves a 16.37% return, which is significantly higher than FTRI's 6.96% return.

CCNR

• 1D: 0.17%
• 1M: 2.70%
• 6M: 2.27%
• YTD: 16.37%
• 1Y: 50.28%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 24.52%

FTRI

• 1D: 0.23%
• 1M: 2.70%
• 6M: -2.51%
• YTD: 6.96%
• 1Y: 20.13%
• 3Y*: 12.12%
• 5Y*: 8.41%
• 10Y*: 10.04%
• ALL TIME*: 11.42%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CCNR ALPS/CoreCommodity Natural Resources ETF	$256.37K	$2.34M	$1.27M
FTRI First Trust Indxx Global Natural Resources Income ETF	$397.36K	$628.80K	$685.24K

CCNR vs. FTRI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CCNR ALPS/CoreCommodity Natural Resources ETF	16.37%	46.48%	-7.79%
FTRI First Trust Indxx Global Natural Resources Income ETF	6.96%	33.62%	-7.04%

Correlation

The correlation between CCNR and FTRI is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.80
Correlation (All Time) Calculated using the full available price history since Jul 11, 2024	0.83

The correlation between CCNR and FTRI has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

CCNR vs. FTRI - Sectors Allocation Comparison

Sectors	CCNR	FTRI
Energy	37.5%	16.8%
Basic Materials	35.7%	44.5%
Consumer Defensive	9.0%	3.0%
Utilities	8.8%	27.7%
Industrials	7.6%	4.9%
Technology	1.1%	-
Real Estate	0.5%	2.8%
Consumer Cyclical	0.3%	0.2%
Financial Services	0.1%	-
Communication Services	-	-
Healthcare	-	-

Return for Risk

CCNR vs. FTRI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CCNR

CCNR Risk / Return Rank: 90
CCNR Sharpe Ratio Rank: 94
CCNR Sortino Ratio Rank: 91
CCNR Omega Ratio Rank: 92
CCNR Calmar Ratio Rank: 90
CCNR Martin Ratio Rank: 83

FTRI

FTRI Risk / Return Rank: 37
FTRI Sharpe Ratio Rank: 43
FTRI Sortino Ratio Rank: 39
FTRI Omega Ratio Rank: 40
FTRI Calmar Ratio Rank: 34
FTRI Martin Ratio Rank: 32

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CCNR vs. FTRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Natural Resources ETF (CCNR) and First Trust Indxx Global Natural Resources Income ETF (FTRI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	CCNR	FTRI	Difference
Sharpe ratio: Return per unit of total volatility	2.72	1.11	+1.61
Sortino ratio: Return per unit of downside risk	3.34	1.50	+1.85
Omega ratio: Gain probability vs. loss probability	1.46	1.20	+0.27
Calmar ratio: Return relative to maximum drawdown	3.92	1.19	+2.74
Martin ratio: Return relative to average drawdown	11.72	2.94	+8.77

CCNR vs. FTRI - Sharpe Ratio Comparison

The current CCNR Sharpe Ratio is 2.72, which is higher than the FTRI Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of CCNR and FTRI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCNR vs. FTRI - Drawdown Comparison

The maximum CCNR drawdown since its inception was -20.06%, smaller than the maximum FTRI drawdown of -43.82%. Use the drawdown chart below to compare losses from any high point for CCNR and FTRI.

Drawdown Indicators

	CCNR	FTRI	Difference
Max Drawdown Largest peak-to-trough decline	-20.06%	-43.82%	+23.76%
Max Drawdown (1Y) Largest decline over 1 year	-12.88%	-17.04%	+4.16%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.04%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.51%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-43.82%	—
Current Drawdown Current decline from peak	-9.53%	-12.31%	+2.78%
Average Drawdown Average peak-to-trough decline	-4.02%	-8.54%	+4.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.30%	6.86%	-2.56%

Volatility

CCNR vs. FTRI - Volatility Comparison

ALPS/CoreCommodity Natural Resources ETF (CCNR) and First Trust Indxx Global Natural Resources Income ETF (FTRI) have volatilities of 4.61% and 4.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCNR	FTRI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.61%	4.41%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	13.49%	14.15%	-0.66%
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	18.32%	+0.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.96%	20.70%	-0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.96%	21.85%	-1.89%

CCNR vs. FTRI - Expense Ratio Comparison

CCNR has a 0.39% expense ratio, which is lower than FTRI's 0.70% expense ratio.

Dividends

CCNR vs. FTRI - Dividend Comparison

CCNR's dividend yield for the trailing twelve months is around 2.99%, more than FTRI's 2.10% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCNR ALPS/CoreCommodity Natural Resources ETF	2.99%	3.48%	1.27%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTRI First Trust Indxx Global Natural Resources Income ETF	2.10%	2.35%	4.29%	6.56%	8.37%	6.58%	3.64%	6.25%	4.24%	3.60%	2.96%	0.89%

Frequently Asked Questions

Can I hold both CCNR and FTRI in my portfolio?

CCNR and FTRI have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCNR or FTRI?

CCNR has higher volatility (4.61%) compared to FTRI (4.41%). In terms of maximum drawdown, CCNR dropped -20.06% vs FTRI's -43.82%.

Which ETF is better, CCNR or FTRI?

On 1-year performance, CCNR leads with 50.28% vs 20.13% for FTRI. On fees, CCNR is cheaper at 0.39% per year. On volatility, FTRI has been the lower-risk option at 4.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CCNR or FTRI?

Over the 1-year period, CCNR has performed better with a 50.28% return vs 20.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CCNR or FTRI?

CCNR is cheaper with a 0.39% expense ratio, compared with 0.70% for FTRI.

Which ETF pays a higher dividend yield, CCNR or FTRI?

CCNR has the higher dividend yield at 2.99%, compared with 2.10% for FTRI.

What is the main difference between CCNR and FTRI?

They also come from different issuers: ALPS and First Trust. Their fees differ too: 0.39% for CCNR and 0.70% for FTRI.

Which has better risk-adjusted returns?

CCNR currently has the higher Sharpe Ratio (2.72 vs 1.11), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.