CORO vs. SFTY
CORO (iShares International Country Rotation Active ETF) and SFTY (Horizon Managed Risk ETF) are both Tactical Allocation funds. A 0.79 correlation means they provide meaningful diversification when combined. CORO charges 0.55%/yr vs 0.77%/yr for SFTY.
Performance
CORO vs. SFTY - Performance Comparison
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Returns By Period
In the year-to-date period, CORO achieves a 16.27% return, which is significantly higher than SFTY's 7.57% return.
CORO
- 1D
- -3.19%
- 1M
- 1.15%
- YTD
- 16.27%
- 6M
- 16.40%
- 1Y
- 35.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SFTY
- 1D
- -1.20%
- 1M
- -1.11%
- YTD
- 7.57%
- 6M
- 6.68%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO vs. SFTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CORO iShares International Country Rotation Active ETF | 16.27% | 14.86% |
SFTY Horizon Managed Risk ETF | 7.57% | 12.10% |
Correlation
The correlation between CORO and SFTY is 0.79, 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 Jun 26, 2025 | 0.79 |
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Return for Risk
CORO vs. SFTY — Risk / Return Rank
CORO
SFTY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CORO vs. SFTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and Horizon Managed Risk ETF (SFTY). 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 | SFTY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.39 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | — | — |
| Martin ratioReturn relative to average drawdown | 12.31 | — | — |
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Drawdowns
CORO vs. SFTY - Drawdown Comparison
The maximum CORO drawdown since its inception was -14.13%, which is greater than SFTY's maximum drawdown of -8.64%. Use the drawdown chart below to compare losses from any high point for CORO and SFTY.
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Drawdown Indicators
| CORO | SFTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -8.64% | -5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | — | — |
Current DrawdownCurrent decline from peak | -3.19% | -2.38% | -0.81% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -1.12% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | — | — |
Volatility
CORO vs. SFTY - Volatility Comparison
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Volatility by Period
| CORO | SFTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.84% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.79% | 12.07% | +4.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 12.07% | +5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 12.07% | +5.23% |
CORO vs. SFTY - Expense Ratio Comparison
CORO has a 0.55% expense ratio, which is lower than SFTY's 0.77% expense ratio.
Dividends
CORO vs. SFTY - Dividend Comparison
CORO's dividend yield for the trailing twelve months is around 2.75%, more than SFTY's 0.18% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.75% | 3.20% | 1.53% |
SFTY Horizon Managed Risk ETF | 0.18% | 0.19% | 0.00% |
Frequently Asked Questions
CORO and SFTY have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CORO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CORO is cheaper with a 0.55% expense ratio, compared with 0.77% for SFTY.
CORO has the higher dividend yield at 2.75%, compared with 0.18% for SFTY.
They also come from different issuers: iShares and Horizon. Their fees differ too: 0.55% for CORO and 0.77% for SFTY.
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