CCOR vs. GQGU

Last updated Jun 4, 2026

CCOR (Core Alternative ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. At a 0.46 correlation, their price movements are largely independent. CCOR charges 1.09%/yr vs 0.49%/yr for GQGU.

Performance

CCOR vs. GQGU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and GQG US Equity ETF (GQGU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCOR achieves a -3.71% return, which is significantly lower than GQGU's 6.60% return.

CCOR

• 1D: 0.30%
• 1M: -2.55%
• YTD: -3.71%
• 6M: -4.87%
• 1Y: -5.97%
• 3Y*: -2.34%
• 5Y*: -2.56%
• 10Y*: —

GQGU

• 1D: -1.06%
• 1M: -1.65%
• YTD: 6.60%
• 6M: 7.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CCOR vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
CCOR Core Alternative ETF	-3.71%	-2.28%
GQGU GQG US Equity ETF	6.60%	-1.14%

Correlation

The correlation between CCOR and GQGU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 15, 2025	0.46

Return for Risk

CCOR vs. GQGU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCOR

CCOR Risk / Return Rank: 2
CCOR Sharpe Ratio Rank: 2
CCOR Sortino Ratio Rank: 2
CCOR Omega Ratio Rank: 2
CCOR Calmar Ratio Rank: 3
CCOR Martin Ratio Rank: 1

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCOR vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and GQG US Equity ETF (GQGU). 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.

	CCOR	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	-0.87	—	—
Sortino ratio: Return per unit of downside risk	-1.15	—	—
Omega ratio: Gain probability vs. loss probability	0.87	—	—
Calmar ratio: Return relative to maximum drawdown	-0.69	—	—
Martin ratio: Return relative to average drawdown	-1.59	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CCOR	GQGU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.60	-0.49

Drawdowns

CCOR vs. GQGU - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, which is greater than GQGU's maximum drawdown of -6.65%. Use the drawdown chart below to compare losses from any high point for CCOR and GQGU.

Drawdown Indicators

	CCOR	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-22.99%	-6.65%	-16.34%
Max Drawdown (1Y) Largest decline over 1 year	-8.75%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.99%	—	—
Current Drawdown Current decline from peak	-20.03%	-4.66%	-15.37%
Average Drawdown Average peak-to-trough decline	-7.29%	-2.54%	-4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	—	—

Volatility

Volatility by Period

	CCOR	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	4.96%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	6.93%	10.14%	-3.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.10%	10.14%	+0.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.75%	10.14%	+0.61%

CCOR vs. GQGU - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

CCOR vs. GQGU - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.11%, more than GQGU's 0.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.11%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
GQGU GQG US Equity ETF	0.96%	1.02%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both CCOR and GQGU in my portfolio?

CCOR and GQGU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CCOR or GQGU?

On fees, GQGU is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CCOR or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, CCOR or GQGU?

CCOR has the higher dividend yield at 1.11%, compared with 0.96% for GQGU.

What is the main difference between CCOR and GQGU?

They also come from different issuers: Core Alternative Capital and GQG Partners. Their fees differ too: 1.09% for CCOR and 0.49% for GQGU.