CORO vs. ESBG
CORO (iShares International Country Rotation Active ETF) and ESBG (First Trust Enhanced Stocks, Bonds & Gold ETF) are both Tactical Allocation funds. Both are actively managed. A 0.68 correlation means they provide meaningful diversification when combined. CORO charges 0.55%/yr vs 0.95%/yr for ESBG.
Performance
CORO vs. ESBG - Performance Comparison
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Returns By Period
In the year-to-date period, CORO achieves a 15.32% return, which is significantly higher than ESBG's -2.86% return.
CORO
- 1D
- -1.80%
- 1M
- -1.23%
- 6M
- 10.64%
- YTD
- 15.32%
- 1Y
- 30.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ESBG
- 1D
- -2.33%
- 1M
- -2.85%
- 6M
- -8.17%
- YTD
- -2.86%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO vs. ESBG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CORO iShares International Country Rotation Active ETF | 15.32% | 4.68% |
ESBG First Trust Enhanced Stocks, Bonds & Gold ETF | -2.86% | 5.67% |
Correlation
The correlation between CORO and ESBG is 0.68, 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 Nov 19, 2025 | 0.68 |
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Return for Risk
CORO vs. ESBG — Risk / Return Rank
CORO
ESBG
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CORO vs. ESBG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and First Trust Enhanced Stocks, Bonds & Gold ETF (ESBG). 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 | ESBG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | — | — |
| Martin ratioReturn relative to average drawdown | 10.53 | — | — |
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Drawdowns
CORO vs. ESBG - Drawdown Comparison
The maximum CORO drawdown since its inception was -14.13%, smaller than the maximum ESBG drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for CORO and ESBG.
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Drawdown Indicators
| CORO | ESBG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -18.84% | +4.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | — | — |
Current DrawdownCurrent decline from peak | -3.98% | -17.63% | +13.65% |
Average DrawdownAverage peak-to-trough decline | -1.78% | -7.74% | +5.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | — | — |
Volatility
CORO vs. ESBG - Volatility Comparison
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Volatility by Period
| CORO | ESBG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.09% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.98% | 25.71% | -8.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 25.71% | -8.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.24% | 25.71% | -8.47% |
CORO vs. ESBG - Expense Ratio Comparison
CORO has a 0.55% expense ratio, which is lower than ESBG's 0.95% expense ratio.
Dividends
CORO vs. ESBG - Dividend Comparison
CORO's dividend yield for the trailing twelve months is around 2.85%, more than ESBG's 1.12% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.85% | 3.20% | 1.53% |
ESBG First Trust Enhanced Stocks, Bonds & Gold ETF | 1.12% | 0.24% | 0.00% |
Frequently Asked Questions
CORO and ESBG have a correlation of 0.68, 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 0.95% for ESBG.
CORO has the higher dividend yield at 2.85%, compared with 1.12% for ESBG.
They also come from different issuers: iShares and First Trust. Their fees differ too: 0.55% for CORO and 0.95% for ESBG.
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