CORO vs. GDT
CORO (iShares International Country Rotation Active ETF) and GDT (WisdomTree Efficient TIPS Plus Gold Fund) are both Tactical Allocation funds. Both are actively managed. A 0.54 correlation means they provide meaningful diversification when combined. CORO charges 0.55%/yr vs 0.30%/yr for GDT.
Performance
CORO vs. GDT - Performance Comparison
Loading charts...
Returns By Period
CORO
- 1D
- -0.87%
- 1M
- 6.02%
- YTD
- 17.91%
- 6M
- 20.41%
- 1Y
- 37.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GDT
- 1D
- -0.85%
- 1M
- -1.71%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO vs. GDT - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CORO iShares International Country Rotation Active ETF | 12.27% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | -8.05% |
Correlation
The correlation between CORO and GDT is 0.54, 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 Jan 23, 2026 | 0.54 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CORO vs. GDT — Risk / Return Rank
CORO
GDT
CORO vs. GDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). 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.
| CORO | GDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.45 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | — | — |
| Martin ratioReturn relative to average drawdown | 13.43 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CORO | GDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.02 | -0.63 | +2.65 |
Drawdowns
CORO vs. GDT - Drawdown Comparison
The maximum CORO drawdown since its inception was -14.13%, smaller than the maximum GDT drawdown of -18.06%. Use the drawdown chart below to compare losses from any high point for CORO and GDT.
Loading charts...
Drawdown Indicators
| CORO | GDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -18.06% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | — | — |
Current DrawdownCurrent decline from peak | -0.87% | -16.07% | +15.20% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -9.90% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | — | — |
Volatility
CORO vs. GDT - Volatility Comparison
Loading charts...
Volatility by Period
| CORO | GDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 33.36% | -17.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 33.36% | -16.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 33.36% | -16.70% |
CORO vs. GDT - Expense Ratio Comparison
CORO has a 0.55% expense ratio, which is higher than GDT's 0.30% expense ratio.
Dividends
CORO vs. GDT - Dividend Comparison
CORO's dividend yield for the trailing twelve months is around 2.72%, more than GDT's 1.77% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.72% | 3.20% | 1.53% |
GDT WisdomTree Efficient TIPS Plus Gold Fund | 1.77% | 0.00% | 0.00% |
Frequently Asked Questions
CORO and GDT have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GDT is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GDT is cheaper with a 0.30% expense ratio, compared with 0.55% for CORO.
CORO has the higher dividend yield at 2.72%, compared with 1.77% for GDT.
They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.55% for CORO and 0.30% for GDT.
Find the right allocation for CORO and GDT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer