CORO vs. IDEQ

Last updated Apr 2, 2026

Compare and contrast key facts about iShares International Country Rotation Active ETF (CORO) and Lazard International Dynamic Equity ETF (IDEQ).

CORO and IDEQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CORO is an actively managed fund by iShares. It was launched on Dec 3, 2024. IDEQ is an actively managed fund by Lazard. It was launched on May 12, 2025.

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.

CORO vs. IDEQ - Yearly Performance Comparison

	2026 (YTD)	2025
CORO iShares International Country Rotation Active ETF	5.23%	9.00%
IDEQ Lazard International Dynamic Equity ETF	6.49%	11.77%

Returns By Period

In the year-to-date period, CORO achieves a 5.23% return, which is significantly lower than IDEQ's 6.49% return.

CORO

• 1D: 1.70%
• 1M: -4.63%
• YTD: 5.23%
• 6M: 9.65%
• 1Y: 33.35%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IDEQ

• 1D: 1.80%
• 1M: -5.66%
• YTD: 6.49%
• 6M: 12.52%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CORO vs. IDEQ - Expense Ratio Comparison

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

CORO

iShares International Country Rotation Active ETF

IDEQ

Lazard International Dynamic Equity ETF

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: 89
CORO Sharpe Ratio Rank: 89
CORO Sortino Ratio Rank: 89
CORO Omega Ratio Rank: 90
CORO Calmar Ratio Rank: 88
CORO Martin Ratio Rank: 88

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.

	CORO	IDEQ	Difference
Sharpe ratio Return per unit of total volatility	1.97	—	—
Sortino ratio Return per unit of downside risk	2.61	—	—
Omega ratio Gain probability vs. loss probability	1.39	—	—
Calmar ratio Return relative to maximum drawdown	2.97	—	—
Martin ratio Return relative to average drawdown	11.54	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CORO	IDEQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.97	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.68	2.02	-0.34

Correlation

The correlation between CORO and IDEQ is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CORO vs. IDEQ - Dividend Comparison

CORO's dividend yield for the trailing twelve months is around 3.04%, more than IDEQ's 0.57% yield.

	TTM	2025	2024
CORO iShares International Country Rotation Active ETF	3.04%	3.20%	1.53%
IDEQ Lazard International Dynamic Equity ETF	0.57%	0.60%	0.00%

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	-11.31%	—	—
Current Drawdown Current decline from peak	-6.78%	-8.18%	+1.40%
Average Drawdown Average peak-to-trough decline	-1.75%	-1.88%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	—	—

Volatility

Volatility by Period

	CORO	IDEQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	11.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.00%	17.32%	-0.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.26%	17.32%	-1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.26%	17.32%	-1.06%