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CCOR vs. DGRW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CCOR vs. DGRW

Last updated Aug 4, 2026
Documentation

CCOR (Core Alternative ETF) and DGRW (WisdomTree U.S. Quality Dividend Growth Fund) are both exchange-traded funds - CCOR is a Large Cap Growth Equities fund actively managed by Core Alternative, while DGRW is a Quality Factor fund tracking the WisdomTree U.S. Quality Dividend Growth Index. CCOR is actively managed, while DGRW is passively managed. Over the past 5 years, CCOR returned -1.48%/yr vs 11.72%/yr for DGRW. Their 0.32 correlation means their historical movements had little consistent relationship. CCOR charges 1.09%/yr vs 0.28%/yr for DGRW.

Performance

CCOR vs. DGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCOR achieves a 1.03% return, which is significantly lower than DGRW's 10.05% return.

CCOR

1D
0.60%
1M
1.13%
6M
-2.83%
YTD
1.03%
1Y
-0.49%
3Y*
-1.09%
5Y*
-1.48%
10Y*
—
ALL TIME*
1.77%

DGRW

1D
1.37%
1M
2.07%
6M
6.86%
YTD
10.05%
1Y
17.60%
3Y*
15.28%
5Y*
11.72%
10Y*
13.79%
ALL TIME*
13.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

CCOR

Core Alternative ETF
$60.78K$57.90K$78.59K

DGRW

WisdomTree U.S. Quality Dividend Growth Fund
$51.74M$49.20M$56.02M

CCOR vs. DGRW - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CCOR
Core Alternative ETF		1.03%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.97%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund		10.05%12.17%16.98%18.66%-6.33%24.46%13.87%29.54%-5.38%16.30%

Correlation

The correlation between CCOR and DGRW is 0.16, which is low. Their historical price movements had little consistent relationship.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.16

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.27

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.32

The correlation between CCOR and DGRW shifts across timeframes, from 0.12 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.

CCOR vs. DGRW - Sectors Allocation Comparison

Sectors
CCOR
DGRW

Financial Services

18.6%
8.4%

Technology

15.7%
33.8%

Healthcare

12.2%
12.8%

Industrials

9.4%
11.8%

Consumer Cyclical

9.1%
8.0%

Communication Services

7.8%
11.1%

Consumer Defensive

6.9%
6.7%

Energy

6.4%
4.5%

Utilities

6.3%
0.2%

Basic Materials

4.9%
2.8%

Real Estate

2.8%

-

Financial Services

CCOR
18.6%
DGRW
8.4%

Technology

CCOR
15.7%
DGRW
33.8%

Healthcare

CCOR
12.2%
DGRW
12.8%

Industrials

CCOR
9.4%
DGRW
11.8%

Consumer Cyclical

CCOR
9.1%
DGRW
8.0%

Communication Services

CCOR
7.8%
DGRW
11.1%

Consumer Defensive

CCOR
6.9%
DGRW
6.7%

Energy

CCOR
6.4%
DGRW
4.5%

Utilities

CCOR
6.3%
DGRW
0.2%

Basic Materials

CCOR
4.9%
DGRW
2.8%

Real Estate

CCOR
2.8%
DGRW

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Core Alternative ETF

WisdomTree U.S. Quality Dividend Growth Fund

Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. BIMBXCCOR vs. QMNNXCCOR vs. JEPQCCOR vs. VOOCCOR vs. DIVO
Often compared with DGRW:
DGRW vs. SCHDDGRW vs. DGRODGRW vs. VOODGRW vs. VIGDGRW vs. SPYDGRW vs. VUSA.ASDGRW vs. NOBL

Return for Risk

CCOR vs. DGRW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
CCOR
CCOR Risk / Return Rank: 1010
Overall Rank
CCOR Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 99
Sortino Ratio Rank
CCOR Omega Ratio Rank: 99
Omega Ratio Rank
CCOR Calmar Ratio Rank: 1010
Calmar Ratio Rank
CCOR Martin Ratio Rank: 1010
Martin Ratio Rank
DGRW
DGRW Risk / Return Rank: 7070
Overall Rank
DGRW Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DGRW Sortino Ratio Rank: 7474
Sortino Ratio Rank
DGRW Omega Ratio Rank: 7474
Omega Ratio Rank
DGRW Calmar Ratio Rank: 5959
Calmar Ratio Rank
DGRW Martin Ratio Rank: 6969
Martin Ratio Rank
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.

CCOR vs. DGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and WisdomTree U.S. Quality Dividend Growth Fund (DGRW). 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.

CCORDGRWDifference
Sharpe ratioReturn per unit of total volatility
-0.06
1.69

-1.75

Sortino ratioReturn per unit of downside risk
-0.03
2.41

-2.44

Omega ratioGain probability vs. loss probability

1.00

1.31

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.06

2.13

-2.19

Martin ratioReturn relative to average drawdown

-0.12

8.60

-8.72

CCOR vs. DGRW - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.06, which is lower than the DGRW Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of CCOR and DGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CCOR vs. DGRW - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum DGRW drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for CCOR and DGRW.

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Drawdown Indicators

CCORDGRWDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-32.04%

+9.05%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-8.30%

-0.49%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-16.21%

+3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-17.27%

-5.72%

Max Drawdown (10Y)

Largest decline over 10 years

—

-32.04%

—

Current Drawdown

Current decline from peak

-16.09%

0.00%

-16.09%

Average Drawdown

Average peak-to-trough decline

-7.47%

-3.00%

-4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

2.05%

+2.14%

Volatility

CCOR vs. DGRW - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 3.00%, while WisdomTree U.S. Quality Dividend Growth Fund (DGRW) has a volatility of 3.19%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCORDGRWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.19%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

6.47%

8.44%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

8.24%

10.47%

-2.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.19%

14.02%

-2.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.78%

16.19%

-5.41%

CCOR vs. DGRW - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than DGRW's 0.28% expense ratio.

Dividends

CCOR vs. DGRW - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 0.99%, less than DGRW's 1.26% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		0.99%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%
DGRW
WisdomTree U.S. Quality Dividend Growth Fund		1.26%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%

Frequently Asked Questions

CCOR and DGRW have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DGRW has higher volatility (3.19%) compared to CCOR (3.00%). In terms of maximum drawdown, CCOR dropped -22.99% vs DGRW's -32.04%.

On 5-year performance, DGRW leads with 11.72% vs -1.48% for CCOR. On fees, DGRW is cheaper at 0.28% per year. On volatility, CCOR has been the lower-risk option at 3.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DGRW has performed better with a 11.72% return vs -1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DGRW is cheaper with a 0.28% expense ratio, compared with 1.09% for CCOR.

DGRW has the higher dividend yield at 1.26%, compared with 0.99% for CCOR.

CCOR is categorized as Large Cap Growth Equities, while DGRW is Quality Factor. They also come from different issuers: Core Alternative and WisdomTree. Their fees differ too: 1.09% for CCOR and 0.28% for DGRW.

DGRW currently has the higher Sharpe Ratio (1.69 vs -0.06), 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.

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