CCNR vs. LLII
CCNR (ALPS/CoreCommodity Natural Resources ETF) and LLII (REX LLY Growth & Income ETF) are both exchange-traded funds - CCNR is a Commodity Producers Equities fund actively managed by ALPS, while LLII is a Derivative Income fund actively managed by REX. Both are actively managed. At a 0.03 correlation, their price movements are largely independent. CCNR charges 0.39%/yr vs 0.99%/yr for LLII.
Performance
CCNR vs. LLII - Performance Comparison
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Returns By Period
In the year-to-date period, CCNR achieves a 27.16% return, which is significantly higher than LLII's -4.28% return.
CCNR
- 1D
- -0.85%
- 1M
- 1.95%
- YTD
- 27.16%
- 6M
- 30.28%
- 1Y
- 69.39%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LLII
- 1D
- 1.47%
- 1M
- 9.79%
- YTD
- -4.28%
- 6M
- 0.70%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CCNR vs. LLII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CCNR ALPS/CoreCommodity Natural Resources ETF | 27.16% | 10.16% |
LLII REX LLY Growth & Income ETF | -4.28% | 19.03% |
Correlation
The correlation between CCNR and LLII is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025 | 0.03 |
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Return for Risk
CCNR vs. LLII — Risk / Return Rank
CCNR
LLII
CCNR vs. LLII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS/CoreCommodity Natural Resources ETF (CCNR) and REX LLY Growth & Income ETF (LLII). 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.
| CCNR | LLII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.65 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 10.78 | — | — |
| Martin ratioReturn relative to average drawdown | 35.10 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CCNR | LLII | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.66 | 0.71 | +0.96 |
Drawdowns
CCNR vs. LLII - Drawdown Comparison
The maximum CCNR drawdown since its inception was -20.06%, smaller than the maximum LLII drawdown of -23.96%. Use the drawdown chart below to compare losses from any high point for CCNR and LLII.
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Drawdown Indicators
| CCNR | LLII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -23.96% | +3.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | — | — |
Current DrawdownCurrent decline from peak | -1.14% | -6.88% | +5.74% |
Average DrawdownAverage peak-to-trough decline | -3.56% | -9.28% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.98% | — | — |
Volatility
CCNR vs. LLII - Volatility Comparison
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Volatility by Period
| CCNR | LLII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.77% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 36.42% | -18.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.85% | 36.42% | -16.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.85% | 36.42% | -16.57% |
CCNR vs. LLII - Expense Ratio Comparison
CCNR has a 0.39% expense ratio, which is lower than LLII's 0.99% expense ratio.
Dividends
CCNR vs. LLII - Dividend Comparison
CCNR's dividend yield for the trailing twelve months is around 2.74%, less than LLII's 25.95% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CCNR ALPS/CoreCommodity Natural Resources ETF | 2.74% | 3.48% | 1.27% |
LLII REX LLY Growth & Income ETF | 25.95% | 5.13% | 0.00% |
Frequently Asked Questions
CCNR and LLII have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CCNR is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CCNR is cheaper with a 0.39% expense ratio, compared with 0.99% for LLII.
LLII has the higher dividend yield at 25.95%, compared with 2.74% for CCNR.
CCNR is categorized as Commodity Producers Equities, while LLII is Derivative Income. They also come from different issuers: ALPS and REX. Their fees differ too: 0.39% for CCNR and 0.99% for LLII.
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