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CORO vs. GDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORO vs. GDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Country Rotation Active ETF (CORO) and WisdomTree Efficient TIPS Plus Gold Fund (GDT). The values are adjusted to include any dividend payments, if applicable.

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

CORO vs. GDT - Yearly Performance Comparison


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

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Return for Risk

CORO vs. GDT — Risk / Return Rank

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

CORO
CORO Risk / Return Rank: 7272
Overall Rank
CORO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CORO Sortino Ratio Rank: 7272
Sortino Ratio Rank
CORO Omega Ratio Rank: 7474
Omega Ratio Rank
CORO Calmar Ratio Rank: 6767
Calmar Ratio Rank
CORO Martin Ratio Rank: 7171
Martin Ratio Rank

GDT
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. 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.


COROGDTDifference
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

CORO vs. GDT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


COROGDTDifference

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.


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Drawdown Indicators


COROGDTDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-18.06%

+3.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

Current Drawdown

Current decline from peak

-0.87%

-16.07%

+15.20%

Average Drawdown

Average peak-to-trough decline

-1.74%

-9.90%

+8.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

Volatility

CORO vs. GDT - Volatility Comparison


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Volatility by Period


COROGDTDifference

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.


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.

Portfolio Optimizer

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