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DLN vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DLN vs. CCOR

Last updated Jun 4, 2026

DLN (WisdomTree US LargeCap Dividend ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. DLN is passively managed, while CCOR is actively managed. Over the past 5 years, DLN returned 12.22%/yr vs -2.56%/yr for CCOR. At a 0.39 correlation, their price movements are largely independent. DLN charges 0.28%/yr vs 1.09%/yr for CCOR.

Performance

DLN vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US LargeCap Dividend ETF (DLN) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLN achieves a 9.93% return, which is significantly higher than CCOR's -3.71% return.

DLN

1D
-0.51%
1M
2.93%
YTD
9.93%
6M
9.96%
1Y
22.38%
3Y*
18.35%
5Y*
12.22%
10Y*
12.68%

CCOR

1D
0.30%
1M
-2.55%
YTD
-3.71%
6M
-4.87%
1Y
-5.97%
3Y*
-2.34%
5Y*
-2.56%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLN vs. CCOR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DLN
WisdomTree US LargeCap Dividend ETF		9.93%15.53%19.66%9.95%-3.78%25.60%4.59%28.91%-5.82%12.21%
CCOR
Core Alternative ETF		-3.71%3.52%-5.70%-11.92%2.51%9.90%4.07%6.03%4.64%3.68%

Correlation

The correlation between DLN and CCOR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.44

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.39

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.39

The correlation between DLN and CCOR shifts across timeframes, from 0.29 (3 years) to 0.44 (1 year), reflecting how their relationship changes across market environments.

DLN vs. CCOR - Sectors Allocation Comparison

Sectors
DLN
CCOR

Technology

20.1%
16.2%

Financial Services

18.0%
17.7%

Healthcare

12.6%
10.8%

Consumer Defensive

9.3%
6.8%

Energy

8.5%
7.2%

Industrials

7.9%
9.2%

Communication Services

7.8%
8.7%

Utilities

5.9%
6.3%

Consumer Cyclical

5.0%
9.4%

Real Estate

4.0%
2.8%

Basic Materials

1.0%
5.1%

Technology

DLN
20.1%
CCOR
16.2%

Financial Services

DLN
18.0%
CCOR
17.7%

Healthcare

DLN
12.6%
CCOR
10.8%

Consumer Defensive

DLN
9.3%
CCOR
6.8%

Energy

DLN
8.5%
CCOR
7.2%

Industrials

DLN
7.9%
CCOR
9.2%

Communication Services

DLN
7.8%
CCOR
8.7%

Utilities

DLN
5.9%
CCOR
6.3%

Consumer Cyclical

DLN
5.0%
CCOR
9.4%

Real Estate

DLN
4.0%
CCOR
2.8%

Basic Materials

DLN
1.0%
CCOR
5.1%

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WisdomTree US LargeCap Dividend ETF

Core Alternative ETF

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Return for Risk

DLN vs. CCOR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DLN
DLN Risk / Return Rank: 7777
Overall Rank
DLN Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DLN Sortino Ratio Rank: 8080
Sortino Ratio Rank
DLN Omega Ratio Rank: 7575
Omega Ratio Rank
DLN Calmar Ratio Rank: 7373
Calmar Ratio Rank
DLN Martin Ratio Rank: 7979
Martin Ratio Rank
CCOR
CCOR Risk / Return Rank: 22
Overall Rank
CCOR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 22
Sortino Ratio Rank
CCOR Omega Ratio Rank: 22
Omega Ratio Rank
CCOR Calmar Ratio Rank: 33
Calmar Ratio Rank
CCOR Martin Ratio Rank: 11
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.

DLN vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US LargeCap Dividend ETF (DLN) and Core Alternative ETF (CCOR). 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.

DLNCCORDifference
Sharpe ratioReturn per unit of total volatility
2.53
-0.87

+3.40

Sortino ratioReturn per unit of downside risk
3.64
-1.15

+4.80

Omega ratioGain probability vs. loss probability

1.46

0.87

+0.59

Calmar ratioReturn relative to maximum drawdown

3.69

-0.69

+4.37

Martin ratioReturn relative to average drawdown

15.59

-1.59

+17.17

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DLN vs. CCOR - Sharpe Ratio Comparison

The current DLN Sharpe Ratio is 2.53, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of DLN and CCOR, 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

DLNCCORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

-0.87

+3.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

-0.23

+1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.11

+0.42

Drawdowns

DLN vs. CCOR - Drawdown Comparison

The maximum DLN drawdown since its inception was -57.84%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for DLN and CCOR.

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Drawdown Indicators

DLNCCORDifference

Max Drawdown

Largest peak-to-trough decline

-57.84%

-22.99%

-34.85%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-8.75%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

-12.31%

-1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-22.99%

+6.73%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

—

—

Current Drawdown

Current decline from peak

-0.51%

-20.03%

+19.52%

Average Drawdown

Average peak-to-trough decline

-7.52%

-7.29%

-0.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

3.77%

-2.33%

Volatility

DLN vs. CCOR - Volatility Comparison

WisdomTree US LargeCap Dividend ETF (DLN) has a higher volatility of 2.17% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that DLN's price experiences larger fluctuations and is considered to be riskier than CCOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DLNCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

1.78%

+0.39%

Volatility (6M)

Calculated over the trailing 6-month period

6.77%

4.96%

+1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

8.87%

6.93%

+1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.26%

11.10%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

10.75%

+5.41%

DLN vs. CCOR - Expense Ratio Comparison

DLN has a 0.28% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

DLN vs. CCOR - Dividend Comparison

DLN's dividend yield for the trailing twelve months is around 1.79%, more than CCOR's 1.11% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		1.11%1.07%1.18%1.21%1.11%1.02%1.50%0.73%1.53%0.89%0.00%0.00%
DLN
WisdomTree US LargeCap Dividend ETF		1.79%1.90%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%

Frequently Asked Questions

DLN and CCOR have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLN has higher volatility (2.17%) compared to CCOR (1.78%). In terms of maximum drawdown, DLN dropped -57.84% vs CCOR's -22.99%.

On 5-year performance, DLN leads with 12.22% vs -2.56% for CCOR. On fees, DLN is cheaper at 0.28% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DLN has performed better with a 12.22% return vs -2.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DLN is cheaper with a 0.28% expense ratio, compared with 1.09% for CCOR.

DLN has the higher dividend yield at 1.79%, compared with 1.11% for CCOR.

They also come from different issuers: WisdomTree and Core Alternative Capital. Their fees differ too: 0.28% for DLN and 1.09% for CCOR.

DLN currently has the higher Sharpe Ratio (2.53 vs -0.87), 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.

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