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CORO vs. CEFZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORO vs. CEFZ - Performance Comparison

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

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Returns By Period

In the year-to-date period, CORO achieves a 18.94% return, which is significantly higher than CEFZ's 5.94% return.


CORO

1D
0.68%
1M
6.27%
YTD
18.94%
6M
21.98%
1Y
38.35%
3Y*
5Y*
10Y*

CEFZ

1D
0.01%
1M
0.84%
YTD
5.94%
6M
6.89%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORO vs. CEFZ - Yearly Performance Comparison


Correlation

The correlation between CORO and CEFZ is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 5, 2025

0.66

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Return for Risk

CORO vs. CEFZ — Risk / Return Rank

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

CORO
CORO Risk / Return Rank: 7373
Overall Rank
CORO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
CORO Sortino Ratio Rank: 7373
Sortino Ratio Rank
CORO Omega Ratio Rank: 7676
Omega Ratio Rank
CORO Calmar Ratio Rank: 6969
Calmar Ratio Rank
CORO Martin Ratio Rank: 7373
Martin Ratio Rank

CEFZ
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. CEFZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and RiverNorth Active Income ETF (CEFZ). 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.


COROCEFZDifference

Sharpe ratio

Return per unit of total volatility

2.50

Sortino ratio

Return per unit of downside risk

3.37

Omega ratio

Gain probability vs. loss probability

1.46

Calmar ratio

Return relative to maximum drawdown

3.53

Martin ratio

Return relative to average drawdown

14.13

CORO vs. CEFZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COROCEFZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

1.67

+0.41

Drawdowns

CORO vs. CEFZ - Drawdown Comparison

The maximum CORO drawdown since its inception was -14.13%, which is greater than CEFZ's maximum drawdown of -6.66%. Use the drawdown chart below to compare losses from any high point for CORO and CEFZ.


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Drawdown Indicators


COROCEFZDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-6.66%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-1.74%

-1.20%

-0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

CORO vs. CEFZ - Volatility Comparison


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Volatility by Period


COROCEFZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

Volatility (6M)

Calculated over the trailing 6-month period

13.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.43%

10.38%

+5.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

10.38%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

10.38%

+6.28%

CORO vs. CEFZ - Expense Ratio Comparison

CORO has a 0.55% expense ratio, which is lower than CEFZ's 3.36% expense ratio.


Dividends

CORO vs. CEFZ - Dividend Comparison

CORO's dividend yield for the trailing twelve months is around 2.69%, less than CEFZ's 8.21% yield.


PositionTTM20252024
CEFZ
RiverNorth Active Income ETF
8.21%4.17%0.00%
CORO
iShares International Country Rotation Active ETF
2.69%3.20%1.53%

Frequently Asked Questions


CORO and CEFZ have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CORO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CORO is cheaper with a 0.55% expense ratio, compared with 3.36% for CEFZ.

CEFZ has the higher dividend yield at 8.21%, compared with 2.69% for CORO.

They also come from different issuers: iShares and RiverNorth. Their fees differ too: 0.55% for CORO and 3.36% for CEFZ.

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