CORO vs. IDEQ

Last updated Jul 14, 2026

CORO (iShares International Country Rotation Active ETF) and IDEQ (Lazard International Dynamic Equity ETF) are both exchange-traded funds - CORO is a Tactical Allocation fund actively managed by iShares, while IDEQ is a Foreign Large Cap Equities fund actively managed by Lazard. Both are actively managed. Their correlation of 0.94 suggests significant overlap in exposure. CORO charges 0.55%/yr vs 0.40%/yr for IDEQ.

Performance

CORO vs. IDEQ - Performance Comparison

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

Returns By Period

In the year-to-date period, CORO achieves a 15.32% return, which is significantly higher than IDEQ's 13.52% return.

CORO

• 1D: -1.80%
• 1M: -1.23%
• 6M: 10.64%
• YTD: 15.32%
• 1Y: 30.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDEQ

• 1D: -2.01%
• 1M: -2.56%
• 6M: 8.11%
• YTD: 13.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CORO vs. IDEQ - Yearly Performance Comparison

	2026 (YTD)	2025
CORO iShares International Country Rotation Active ETF	15.32%	8.57%
IDEQ Lazard International Dynamic Equity ETF	13.52%	12.10%

Correlation

The correlation between CORO and IDEQ is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 29, 2025	0.94

Return for Risk

CORO vs. IDEQ — Risk / Return Rank

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

CORO

CORO Risk / Return Rank: 71
CORO Sharpe Ratio Rank: 72
CORO Sortino Ratio Rank: 68
CORO Omega Ratio Rank: 72
CORO Calmar Ratio Rank: 69
CORO Martin Ratio Rank: 73

IDEQ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IDEQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and Lazard International Dynamic Equity ETF (IDEQ). 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	IDEQ	Difference
Sharpe ratio: Return per unit of total volatility	1.83	—	—
Sortino ratio: Return per unit of downside risk	2.48	—	—
Omega ratio: Gain probability vs. loss probability	1.34	—	—
Calmar ratio: Return relative to maximum drawdown	2.75	—	—
Martin ratio: Return relative to average drawdown	10.53	—	—

Drawdowns

CORO vs. IDEQ - Drawdown Comparison

The maximum CORO drawdown since its inception was -14.13%, which is greater than IDEQ's maximum drawdown of -12.95%. Use the drawdown chart below to compare losses from any high point for CORO and IDEQ.

Drawdown Indicators

	CORO	IDEQ	Difference
Max Drawdown Largest peak-to-trough decline	-14.13%	-12.95%	-1.18%
Max Drawdown (1Y) Largest decline over 1 year	-11.25%	—	—
Current Drawdown Current decline from peak	-3.98%	-4.82%	+0.84%
Average Drawdown Average peak-to-trough decline	-1.78%	-2.14%	+0.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.94%	—	—

Volatility

Volatility by Period

	CORO	IDEQ	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%	19.38%	-2.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	19.38%	-2.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.24%	19.38%	-2.14%

CORO vs. IDEQ - Expense Ratio Comparison

CORO has a 0.55% expense ratio, which is higher than IDEQ's 0.40% expense ratio.

Dividends

CORO vs. IDEQ - Dividend Comparison

CORO's dividend yield for the trailing twelve months is around 2.85%, more than IDEQ's 1.36% yield.

Position	TTM	2025	2024
CORO iShares International Country Rotation Active ETF	2.85%	3.20%	1.53%
IDEQ Lazard International Dynamic Equity ETF	1.36%	0.60%	0.00%

Frequently Asked Questions

Can I hold both CORO and IDEQ in my portfolio?

With a correlation of 0.94, CORO and IDEQ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, CORO or IDEQ?

On fees, IDEQ is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CORO or IDEQ?

IDEQ is cheaper with a 0.40% expense ratio, compared with 0.55% for CORO.

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

CORO has the higher dividend yield at 2.85%, compared with 1.36% for IDEQ.

What is the main difference between CORO and IDEQ?

CORO is categorized as Tactical Allocation, while IDEQ is Foreign Large Cap Equities. They also come from different issuers: iShares and Lazard. Their fees differ too: 0.55% for CORO and 0.40% for IDEQ.