CORO vs. IEFA
Compare and contrast key facts about iShares International Country Rotation Active ETF (CORO) and iShares Core MSCI EAFE ETF (IEFA).
CORO and IEFA 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. IEFA is a passively managed fund by iShares that tracks the performance of the MSCI EAFE Investable Market Index. It was launched on Oct 18, 2012.
Performance
CORO vs. IEFA - Performance Comparison
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CORO vs. IEFA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 5.23% | 35.09% | -3.56% |
IEFA iShares Core MSCI EAFE ETF | 2.74% | 32.08% | -3.86% |
Returns By Period
In the year-to-date period, CORO achieves a 5.23% return, which is significantly higher than IEFA's 2.74% return.
CORO
- 1D
- 1.70%
- 1M
- -4.63%
- YTD
- 5.23%
- 6M
- 9.65%
- 1Y
- 33.35%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IEFA
- 1D
- 1.52%
- 1M
- -4.68%
- YTD
- 2.74%
- 6M
- 6.58%
- 1Y
- 25.75%
- 3Y*
- 15.08%
- 5Y*
- 8.12%
- 10Y*
- 9.02%
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CORO vs. IEFA - Expense Ratio Comparison
CORO has a 0.55% expense ratio, which is higher than IEFA's 0.07% expense ratio.
Return for Risk
CORO vs. IEFA — Risk / Return Rank
CORO
IEFA
CORO vs. IEFA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and iShares Core MSCI EAFE ETF (IEFA). 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 | IEFA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.97 | 1.46 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.61 | 2.07 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.30 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 2.97 | 2.27 | +0.71 |
Martin ratioReturn relative to average drawdown | 11.54 | 8.75 | +2.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CORO | IEFA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.46 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.50 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.52 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.68 | 0.49 | +1.19 |
Correlation
The correlation between CORO and IEFA is 0.94, 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. IEFA - Dividend Comparison
CORO's dividend yield for the trailing twelve months is around 3.04%, less than IEFA's 3.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 3.04% | 3.20% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEFA iShares Core MSCI EAFE ETF | 3.46% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
Drawdowns
CORO vs. IEFA - Drawdown Comparison
The maximum CORO drawdown since its inception was -14.13%, smaller than the maximum IEFA drawdown of -34.78%. Use the drawdown chart below to compare losses from any high point for CORO and IEFA.
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Drawdown Indicators
| CORO | IEFA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -34.78% | +20.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.31% | -11.50% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -30.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.78% | — |
Current DrawdownCurrent decline from peak | -6.78% | -6.75% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -6.74% | +4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.98% | -0.06% |
Volatility
CORO vs. IEFA - Volatility Comparison
iShares International Country Rotation Active ETF (CORO) and iShares Core MSCI EAFE ETF (IEFA) have volatilities of 7.78% and 7.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORO | IEFA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 7.51% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 11.14% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.00% | 17.67% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 16.36% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.26% | 17.24% | -0.98% |