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CCRP vs. FLTR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRP vs. FLTR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Corporate Bond ETF (CCRP) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CCRP achieves a 0.48% return, which is significantly lower than FLTR's 1.91% return.


CCRP

1D
-0.24%
1M
0.67%
YTD
0.48%
6M
1Y
3Y*
5Y*
10Y*

FLTR

1D
-0.04%
1M
0.46%
YTD
1.91%
6M
2.40%
1Y
5.30%
3Y*
6.10%
5Y*
4.49%
10Y*
3.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRP vs. FLTR - Yearly Performance Comparison


Correlation

The correlation between CCRP and FLTR is 0.17, 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 Dec 12, 2025

0.17

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Return for Risk

CCRP vs. FLTR — Risk / Return Rank

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

CCRP

FLTR
FLTR Risk / Return Rank: 9999
Overall Rank
FLTR Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
FLTR Sortino Ratio Rank: 9999
Sortino Ratio Rank
FLTR Omega Ratio Rank: 9999
Omega Ratio Rank
FLTR Calmar Ratio Rank: 9898
Calmar Ratio Rank
FLTR Martin Ratio Rank: 9999
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.

CCRP vs. FLTR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Corporate Bond ETF (CCRP) and VanEck Vectors Investment Grade Floating Rate ETF (FLTR). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CCRP vs. FLTR - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CCRPFLTRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

6.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.53

-0.37

Drawdowns

CCRP vs. FLTR - Drawdown Comparison

The maximum CCRP drawdown since its inception was -2.72%, smaller than the maximum FLTR drawdown of -17.84%. Use the drawdown chart below to compare losses from any high point for CCRP and FLTR.


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Drawdown Indicators


CCRPFLTRDifference

Max Drawdown

Largest peak-to-trough decline

-2.72%

-17.84%

+15.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-3.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.84%

Current Drawdown

Current decline from peak

-1.07%

-0.04%

-1.03%

Average Drawdown

Average peak-to-trough decline

-0.83%

-0.67%

-0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.05%

Volatility

CCRP vs. FLTR - Volatility Comparison


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Volatility by Period


CCRPFLTRDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.25%

Volatility (6M)

Calculated over the trailing 6-month period

0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

0.79%

+3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

2.13%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.78%

5.00%

-0.22%

CCRP vs. FLTR - Expense Ratio Comparison

CCRP has a 0.18% expense ratio, which is higher than FLTR's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CCRP vs. FLTR - Dividend Comparison

CCRP's dividend yield for the trailing twelve months is around 2.03%, less than FLTR's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CCRP
Columbia Corporate Bond ETF
2.03%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
4.73%4.97%5.93%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.16%0.71%

Frequently Asked Questions


CCRP and FLTR have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, FLTR is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FLTR is cheaper with a 0.14% expense ratio, compared with 0.18% for CCRP.

FLTR has the higher dividend yield at 4.73%, compared with 2.03% for CCRP.

They also come from different issuers: Columbia Threadneedle and VanEck. Their fees differ too: 0.18% for CCRP and 0.14% for FLTR.

Portfolio Optimizer

Find the right allocation for CCRP and FLTR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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