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CCOR vs. ILCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CCOR vs. ILCB

Last updated Jun 4, 2026

CCOR (Core Alternative ETF) and ILCB (iShares Morningstar U.S. Equity ETF) are both Large Cap Growth Equities funds. CCOR is actively managed, while ILCB is passively managed. Over the past 5 years, CCOR returned -2.56%/yr vs 13.45%/yr for ILCB. At a 0.24 correlation, their price movements are largely independent. CCOR charges 1.09%/yr vs 0.03%/yr for ILCB.

Performance

CCOR vs. ILCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Core Alternative ETF (CCOR) and iShares Morningstar U.S. Equity ETF (ILCB). 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 -3.71% return, which is significantly lower than ILCB's 11.12% return.

CCOR

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

ILCB

1D
-0.67%
1M
5.29%
YTD
11.12%
6M
11.10%
1Y
28.03%
3Y*
22.69%
5Y*
13.45%
10Y*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCOR vs. ILCB - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CCOR
Core Alternative ETF		-3.71%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%
ILCB
iShares Morningstar U.S. Equity ETF		11.12%17.70%24.96%26.91%-19.48%24.07%19.40%32.68%-8.51%11.18%

Correlation

The correlation between CCOR and ILCB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.24

The correlation between CCOR and ILCB shifts across timeframes, from -0.02 (3 years) to 0.24 (all time), reflecting how their relationship changes across market environments.

CCOR vs. ILCB - Sectors Allocation Comparison

Sectors
CCOR
ILCB

Financial Services

17.7%
11.7%

Technology

16.2%
35.5%

Healthcare

10.8%
8.6%

Consumer Cyclical

9.4%
10.1%

Industrials

9.2%
8.6%

Communication Services

8.7%
11.4%

Energy

7.2%
3.5%

Consumer Defensive

6.8%
4.8%

Utilities

6.3%
2.3%

Basic Materials

5.1%
1.8%

Real Estate

2.8%
1.8%

Financial Services

CCOR
17.7%
ILCB
11.7%

Technology

CCOR
16.2%
ILCB
35.5%

Healthcare

CCOR
10.8%
ILCB
8.6%

Consumer Cyclical

CCOR
9.4%
ILCB
10.1%

Industrials

CCOR
9.2%
ILCB
8.6%

Communication Services

CCOR
8.7%
ILCB
11.4%

Energy

CCOR
7.2%
ILCB
3.5%

Consumer Defensive

CCOR
6.8%
ILCB
4.8%

Utilities

CCOR
6.3%
ILCB
2.3%

Basic Materials

CCOR
5.1%
ILCB
1.8%

Real Estate

CCOR
2.8%
ILCB
1.8%

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

iShares Morningstar U.S. Equity ETF

Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. QMNNXCCOR vs. BIMBXCCOR vs. JEPQCCOR vs. VOOCCOR vs. SPY
Often compared with ILCB:
ILCB vs. ILCGILCB vs. VOOILCB vs. IVVILCB vs. SPYILCB vs. SCHBILCB vs. VTIILCB vs. BBUS

Return for Risk

CCOR vs. ILCB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
Martin Ratio Rank
ILCB
ILCB Risk / Return Rank: 6969
Overall Rank
ILCB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ILCB Sortino Ratio Rank: 6969
Sortino Ratio Rank
ILCB Omega Ratio Rank: 7070
Omega Ratio Rank
ILCB Calmar Ratio Rank: 6262
Calmar Ratio Rank
ILCB Martin Ratio Rank: 7575
Martin Ratio Rank
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. ILCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Alternative ETF (CCOR) and iShares Morningstar U.S. Equity ETF (ILCB). 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.

CCORILCBDifference
Sharpe ratioReturn per unit of total volatility
-0.87
2.35

-3.21

Sortino ratioReturn per unit of downside risk
-1.15
3.20

-4.36

Omega ratioGain probability vs. loss probability

0.87

1.42

-0.56

Calmar ratioReturn relative to maximum drawdown

-0.69

3.10

-3.78

Martin ratioReturn relative to average drawdown

-1.59

14.24

-15.83

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCOR vs. ILCB - Sharpe Ratio Comparison

The current CCOR Sharpe Ratio is -0.87, which is lower than the ILCB Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of CCOR and ILCB, 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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Sharpe Ratios by Period

CCORILCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

2.35

-3.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.79

-1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.83

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.64

-0.52

Drawdowns

CCOR vs. ILCB - Drawdown Comparison

The maximum CCOR drawdown since its inception was -22.99%, smaller than the maximum ILCB drawdown of -51.53%. Use the drawdown chart below to compare losses from any high point for CCOR and ILCB.

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Drawdown Indicators

CCORILCBDifference

Max Drawdown

Largest peak-to-trough decline

-22.99%

-51.53%

+28.54%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-9.09%

+0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-12.31%

-19.05%

+6.74%

Max Drawdown (5Y)

Largest decline over 5 years

-22.99%

-25.47%

+2.48%

Max Drawdown (10Y)

Largest decline over 10 years

—

-35.30%

—

Current Drawdown

Current decline from peak

-20.03%

-0.67%

-19.36%

Average Drawdown

Average peak-to-trough decline

-7.29%

-6.24%

-1.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.77%

1.97%

+1.80%

Volatility

CCOR vs. ILCB - Volatility Comparison

The current volatility for Core Alternative ETF (CCOR) is 1.78%, while iShares Morningstar U.S. Equity ETF (ILCB) has a volatility of 2.88%. This indicates that CCOR experiences smaller price fluctuations and is considered to be less risky than ILCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CCORILCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.88%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.96%

9.10%

-4.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.93%

12.02%

-5.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

17.13%

-6.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.75%

18.16%

-7.41%

CCOR vs. ILCB - Expense Ratio Comparison

CCOR has a 1.09% expense ratio, which is higher than ILCB's 0.03% expense ratio.

Dividends

CCOR vs. ILCB - Dividend Comparison

CCOR's dividend yield for the trailing twelve months is around 1.11%, more than ILCB's 0.97% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%
ILCB
iShares Morningstar U.S. Equity ETF		0.97%1.11%1.19%1.43%1.65%1.16%1.26%2.25%2.17%1.81%1.97%2.44%

Frequently Asked Questions

CCOR and ILCB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ILCB has higher volatility (2.88%) compared to CCOR (1.78%). In terms of maximum drawdown, CCOR dropped -22.99% vs ILCB's -51.53%.

On 5-year performance, ILCB leads with 13.45% vs -2.56% for CCOR. On fees, ILCB is cheaper at 0.03% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, ILCB has performed better with a 13.45% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ILCB is cheaper with a 0.03% expense ratio, compared with 1.09% for CCOR.

CCOR has the higher dividend yield at 1.11%, compared with 0.97% for ILCB.

They also come from different issuers: Core Alternative Capital and iShares. Their fees differ too: 1.09% for CCOR and 0.03% for ILCB.

ILCB currently has the higher Sharpe Ratio (2.35 vs -0.87), 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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