CORO vs. XLSR
CORO (iShares International Country Rotation Active ETF) and XLSR (SPDR SSGA US Sector Rotation ETF) are both exchange-traded funds - CORO is a Tactical Allocation fund actively managed by iShares, while XLSR is a Large Cap Growth Equities fund actively managed by State Street. Both are actively managed. Over the past year, CORO returned 37.63% vs 25.83% for XLSR. A 0.74 correlation means they provide meaningful diversification when combined. CORO charges 0.55%/yr vs 0.70%/yr for XLSR.
Performance
CORO vs. XLSR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CORO achieves a 17.91% return, which is significantly higher than XLSR's 6.52% return.
CORO
- 1D
- -0.87%
- 1M
- 6.02%
- YTD
- 17.91%
- 6M
- 20.41%
- 1Y
- 37.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLSR
- 1D
- -0.45%
- 1M
- 5.12%
- YTD
- 6.52%
- 6M
- 6.27%
- 1Y
- 25.83%
- 3Y*
- 17.65%
- 5Y*
- 10.06%
- 10Y*
- —
CORO vs. XLSR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 17.91% | 35.09% | -3.56% |
XLSR SPDR SSGA US Sector Rotation ETF | 6.52% | 17.34% | -3.38% |
Correlation
The correlation between CORO and XLSR is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2024 | 0.74 |
The correlation between CORO and XLSR has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CORO vs. XLSR — Risk / Return Rank
CORO
XLSR
CORO vs. XLSR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares International Country Rotation Active ETF (CORO) and SPDR SSGA US Sector Rotation ETF (XLSR). 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 | XLSR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.36 | 2.35 | +1.01 |
| Martin ratioReturn relative to average drawdown | 13.43 | 10.44 | +2.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CORO | XLSR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.45 | 2.12 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.02 | 0.66 | +1.36 |
Drawdowns
CORO vs. XLSR - Drawdown Comparison
The maximum CORO drawdown since its inception was -14.13%, smaller than the maximum XLSR drawdown of -32.94%. Use the drawdown chart below to compare losses from any high point for CORO and XLSR.
Loading charts...
Drawdown Indicators
| CORO | XLSR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.13% | -32.94% | +18.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.25% | -11.06% | -0.19% |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.32% | — |
Current DrawdownCurrent decline from peak | -0.87% | -0.45% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -1.74% | -5.33% | +3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.48% | +0.33% |
Volatility
CORO vs. XLSR - Volatility Comparison
iShares International Country Rotation Active ETF (CORO) has a higher volatility of 5.41% compared to SPDR SSGA US Sector Rotation ETF (XLSR) at 2.97%. This indicates that CORO's price experiences larger fluctuations and is considered to be riskier than XLSR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CORO | XLSR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 2.97% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.21% | 9.23% | +3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.44% | 12.26% | +3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 17.08% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 20.04% | -3.38% |
CORO vs. XLSR - Expense Ratio Comparison
CORO has a 0.55% expense ratio, which is lower than XLSR's 0.70% expense ratio.
Dividends
CORO vs. XLSR - Dividend Comparison
CORO's dividend yield for the trailing twelve months is around 2.72%, more than XLSR's 0.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.72% | 3.20% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLSR SPDR SSGA US Sector Rotation ETF | 0.52% | 0.58% | 0.66% | 1.04% | 1.80% | 3.44% | 1.25% | 0.94% |
Frequently Asked Questions
CORO and XLSR have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORO has higher volatility (5.41%) compared to XLSR (2.97%). In terms of maximum drawdown, CORO dropped -14.13% vs XLSR's -32.94%.
On 1-year performance, CORO leads with 37.63% vs 25.83% for XLSR. On fees, CORO is cheaper at 0.55% per year. On volatility, XLSR has been the lower-risk option at 2.97%. 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 25.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CORO is cheaper with a 0.55% expense ratio, compared with 0.70% for XLSR.
CORO has the higher dividend yield at 2.72%, compared with 0.52% for XLSR.
CORO is categorized as Tactical Allocation, while XLSR is Large Cap Growth Equities. They also come from different issuers: iShares and State Street. Their fees differ too: 0.55% for CORO and 0.70% for XLSR.
CORO currently has the higher Sharpe Ratio (2.45 vs 2.12), 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.
Find the right allocation for CORO and XLSR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer