CORO vs. BSR

Last updated Jun 26, 2026

CORO (iShares International Country Rotation Active ETF) and BSR (Beacon Selective Risk ETF) are both Tactical Allocation funds. CORO is actively managed, while BSR is passively managed. Over the past year, CORO returned 34.51% vs 10.95% for BSR. A 0.68 correlation means they provide meaningful diversification when combined. CORO charges 0.55%/yr vs 1.10%/yr for BSR.

Performance

CORO vs. BSR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Country Rotation Active ETF (CORO) and Beacon Selective Risk ETF (BSR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CORO achieves a 17.11% return, which is significantly higher than BSR's 3.49% return.

CORO

• 1D: 0.75%
• 1M: -0.08%
• YTD: 17.11%
• 6M: 17.01%
• 1Y: 34.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSR

• 1D: 0.51%
• 1M: 0.17%
• YTD: 3.49%
• 6M: 2.39%
• 1Y: 10.95%
• 3Y*: 7.38%
• 5Y*: —
• 10Y*: —

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

CORO vs. BSR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CORO iShares International Country Rotation Active ETF	17.11%	35.09%	-3.56%
BSR Beacon Selective Risk ETF	3.49%	4.21%	-5.38%

Correlation

The correlation between CORO and BSR is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.68

The correlation between CORO and BSR has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

CORO vs. BSR - Sectors Allocation Comparison

Sectors	CORO	BSR
Technology	24.8%	12.1%
Financial Services	22.7%	0.1%
Industrials	13.7%	10.9%
Consumer Cyclical	7.0%	1.3%
Healthcare	5.9%	11.3%
Basic Materials	5.3%	10.3%
Energy	5.2%	11.9%
Consumer Defensive	4.9%	11.0%
Communication Services	4.8%	8.4%
Utilities	3.5%	12.1%
Real Estate	2.1%	10.7%

Return for Risk

CORO vs. BSR — Risk / Return Rank

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

CORO

CORO Risk / Return Rank: 73
CORO Sharpe Ratio Rank: 75
CORO Sortino Ratio Rank: 71
CORO Omega Ratio Rank: 75
CORO Calmar Ratio Rank: 70
CORO Martin Ratio Rank: 74

BSR

BSR Risk / Return Rank: 37
BSR Sharpe Ratio Rank: 39
BSR Sortino Ratio Rank: 36
BSR Omega Ratio Rank: 36
BSR Calmar Ratio Rank: 39
BSR Martin Ratio Rank: 34

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.

CORO vs. BSR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and Beacon Selective Risk ETF (BSR). 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.

	CORO	BSR	Difference
Sharpe ratio: Return per unit of total volatility	2.08	1.26	+0.82
Sortino ratio: Return per unit of downside risk	2.78	1.75	+1.03
Omega ratio: Gain probability vs. loss probability	1.39	1.23	+0.16
Calmar ratio: Return relative to maximum drawdown	3.08	1.79	+1.29
Martin ratio: Return relative to average drawdown	12.03	4.77	+7.26

CORO vs. BSR - Sharpe Ratio Comparison

The current CORO Sharpe Ratio is 2.08, which is higher than the BSR Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of CORO and BSR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CORO vs. BSR - Drawdown Comparison

The maximum CORO drawdown since its inception was -14.13%, smaller than the maximum BSR drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for CORO and BSR.

Drawdown Indicators

	CORO	BSR	Difference
Max Drawdown Largest peak-to-trough decline	-14.13%	-15.68%	+1.55%
Max Drawdown (1Y) Largest decline over 1 year	-11.25%	-6.15%	-5.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.68%	—
Current Drawdown Current decline from peak	-2.49%	-4.32%	+1.83%
Average Drawdown Average peak-to-trough decline	-1.75%	-4.58%	+2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.88%	2.30%	+0.58%

Volatility

CORO vs. BSR - Volatility Comparison

iShares International Country Rotation Active ETF (CORO) has a higher volatility of 7.34% compared to Beacon Selective Risk ETF (BSR) at 2.42%. This indicates that CORO's price experiences larger fluctuations and is considered to be riskier than BSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORO	BSR	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.34%	2.42%	+4.92%
Volatility (6M) Calculated over the trailing 6-month period	14.84%	6.51%	+8.33%
Volatility (1Y) Calculated over the trailing 1-year period	16.71%	8.76%	+7.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.26%	16.15%	+1.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	16.15%	+1.11%

CORO vs. BSR - Expense Ratio Comparison

CORO has a 0.55% expense ratio, which is lower than BSR's 1.10% expense ratio.

Dividends

CORO vs. BSR - Dividend Comparison

CORO's dividend yield for the trailing twelve months is around 2.74%, less than BSR's 2.80% yield.

Position	TTM	2025	2024	2023
BSR Beacon Selective Risk ETF	2.80%	2.89%	0.89%	1.08%
CORO iShares International Country Rotation Active ETF	2.74%	3.20%	1.53%	0.00%

Frequently Asked Questions

Can I hold both CORO and BSR in my portfolio?

CORO and BSR have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CORO or BSR?

CORO has higher volatility (7.34%) compared to BSR (2.42%). In terms of maximum drawdown, CORO dropped -14.13% vs BSR's -15.68%.

Which ETF is better, CORO or BSR?

On 1-year performance, CORO leads with 34.51% vs 10.95% for BSR. On fees, CORO is cheaper at 0.55% per year. On volatility, BSR has been the lower-risk option at 2.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CORO or BSR?

Over the 1-year period, CORO has performed better with a 34.51% return vs 10.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CORO or BSR?

CORO is cheaper with a 0.55% expense ratio, compared with 1.10% for BSR.

Which ETF pays a higher dividend yield, CORO or BSR?

BSR has the higher dividend yield at 2.80%, compared with 2.74% for CORO.

What is the main difference between CORO and BSR?

They also come from different issuers: iShares and American Beacon. Their fees differ too: 0.55% for CORO and 1.10% for BSR.

Which has better risk-adjusted returns?

CORO currently has the higher Sharpe Ratio (2.08 vs 1.26), 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.