CORO vs. WAMA
CORO (iShares International Country Rotation Active ETF) and WAMA (WisdomTree U.S. Adaptive Moving Average Fund) are both Tactical Allocation funds. CORO is actively managed, while WAMA is passively managed. Their correlation of 0.81 suggests significant overlap in exposure. CORO charges 0.55%/yr vs 0.32%/yr for WAMA.
Performance
CORO vs. WAMA - Performance Comparison
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Returns By Period
CORO
- 1D
- -3.19%
- 1M
- 1.15%
- YTD
- 16.27%
- 6M
- 16.40%
- 1Y
- 35.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WAMA
- 1D
- -1.21%
- 1M
- -1.31%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO vs. WAMA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CORO iShares International Country Rotation Active ETF | 3.32% |
WAMA WisdomTree U.S. Adaptive Moving Average Fund | 0.33% |
Correlation
The correlation between CORO and WAMA is 0.81, 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 May 6, 2026 | 0.81 |
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Return for Risk
CORO vs. WAMA — Risk / Return Rank
CORO
WAMA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CORO vs. WAMA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and WisdomTree U.S. Adaptive Moving Average Fund (WAMA). 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 | WAMA | 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. WAMA - Drawdown Comparison
The maximum CORO drawdown since its inception was -14.13%, which is greater than WAMA's maximum drawdown of -4.37%. Use the drawdown chart below to compare losses from any high point for CORO and WAMA.
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Drawdown Indicators
| CORO | WAMA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -4.37% | -9.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | — | — |
Current DrawdownCurrent decline from peak | -3.19% | -3.20% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -1.75% | -1.13% | -0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | — | — |
Volatility
CORO vs. WAMA - Volatility Comparison
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Volatility by Period
| CORO | WAMA | 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% | 14.24% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 14.24% | +3.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.30% | 14.24% | +3.06% |
CORO vs. WAMA - Expense Ratio Comparison
CORO has a 0.55% expense ratio, which is higher than WAMA's 0.32% expense ratio.
Dividends
CORO vs. WAMA - Dividend Comparison
CORO's dividend yield for the trailing twelve months is around 2.75%, while WAMA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.75% | 3.20% | 1.53% |
WAMA WisdomTree U.S. Adaptive Moving Average Fund | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CORO and WAMA have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WAMA is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WAMA is cheaper with a 0.32% expense ratio, compared with 0.55% for CORO.
CORO has the higher dividend yield at 2.75%, compared with 0.00% for WAMA.
They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.55% for CORO and 0.32% for WAMA.
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