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CORO vs. VEU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORO vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares International Country Rotation Active ETF (CORO) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORO achieves a 17.91% return, which is significantly higher than VEU's 14.60% return.


CORO

1D
-0.87%
1M
6.02%
YTD
17.91%
6M
20.41%
1Y
37.63%
3Y*
5Y*
10Y*

VEU

1D
-0.98%
1M
5.07%
YTD
14.60%
6M
17.34%
1Y
32.37%
3Y*
19.62%
5Y*
8.67%
10Y*
9.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORO vs. VEU - Yearly Performance Comparison


2026 (YTD)20252024
CORO
iShares International Country Rotation Active ETF
17.91%35.09%-3.56%
VEU
Vanguard FTSE All-World ex-US ETF
14.60%32.35%-3.36%

Correlation

The correlation between CORO and VEU is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Dec 5, 2024

0.98

The correlation between CORO and VEU has been stable across timeframes, ranging from 0.98 to 0.98 - a consistent structural relationship.

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Return for Risk

CORO vs. VEU — 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

VEU
VEU Risk / Return Rank: 6060
Overall Rank
VEU Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 6161
Sortino Ratio Rank
VEU Omega Ratio Rank: 6262
Omega Ratio Rank
VEU Calmar Ratio Rank: 5656
Calmar Ratio Rank
VEU Martin Ratio Rank: 6161
Martin Ratio Rank
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. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and Vanguard FTSE All-World ex-US ETF (VEU). 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.


COROVEUDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.06

Calmar ratioReturn relative to maximum drawdown

3.36

2.85

+0.51

Martin ratioReturn relative to average drawdown

13.43

11.06

+2.37

CORO vs. VEU - Sharpe Ratio Comparison

The current CORO Sharpe Ratio is 2.45, which is comparable to the VEU Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of CORO and VEU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COROVEUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

2.13

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

2.02

0.25

+1.77

Drawdowns

CORO vs. VEU - Drawdown Comparison

The maximum CORO drawdown since its inception was -14.13%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for CORO and VEU.


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Drawdown Indicators


COROVEUDifference

Max Drawdown

Largest peak-to-trough decline

-14.13%

-61.52%

+47.39%

Max Drawdown (1Y)

Largest decline over 1 year

-11.25%

-11.43%

+0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.31%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-0.87%

-0.98%

+0.11%

Average Drawdown

Average peak-to-trough decline

-1.74%

-13.13%

+11.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.93%

-0.12%

Volatility

CORO vs. VEU - Volatility Comparison

iShares International Country Rotation Active ETF (CORO) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 5.41% and 5.59%, 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


COROVEUDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

5.59%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.21%

13.04%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

15.44%

15.29%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

16.07%

+0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

17.21%

-0.55%

CORO vs. VEU - Expense Ratio Comparison

CORO has a 0.55% expense ratio, which is higher than VEU's 0.04% expense ratio.


Dividends

CORO vs. VEU - Dividend Comparison

CORO's dividend yield for the trailing twelve months is around 2.72%, more than VEU's 2.61% yield.


PositionTTM20252024202320222021202020192018201720162015
CORO
iShares International Country Rotation Active ETF
2.72%3.20%1.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEU
Vanguard FTSE All-World ex-US ETF
2.61%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

Frequently Asked Questions


With a correlation of 0.98, CORO and VEU 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.

VEU has higher volatility (5.59%) compared to CORO (5.41%). In terms of maximum drawdown, CORO dropped -14.13% vs VEU's -61.52%.

On 1-year performance, CORO leads with 37.63% vs 32.37% for VEU. On fees, VEU is cheaper at 0.04% per year. On volatility, CORO has been the lower-risk option at 5.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CORO has performed better with a 37.63% return vs 32.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VEU is cheaper with a 0.04% expense ratio, compared with 0.55% for CORO.

CORO has the higher dividend yield at 2.72%, compared with 2.61% for VEU.

CORO is categorized as Tactical Allocation, while VEU is Foreign Large Cap Equities. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.55% for CORO and 0.04% for VEU.

CORO currently has the higher Sharpe Ratio (2.45 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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