GMOD vs. CORO
GMOD (GMO Dynamic Allocation ETF) and CORO (iShares International Country Rotation Active ETF) are both Tactical Allocation funds. Both are actively managed. Their correlation of 0.92 suggests significant overlap in exposure. GMOD charges 0.50%/yr vs 0.55%/yr for CORO.
Performance
GMOD vs. CORO - Performance Comparison
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Returns By Period
In the year-to-date period, GMOD achieves a 6.85% return, which is significantly lower than CORO's 16.20% return.
GMOD
- 1D
- 0.28%
- 1M
- -0.34%
- YTD
- 6.85%
- 6M
- 6.58%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO
- 1D
- -0.77%
- 1M
- -0.33%
- YTD
- 16.20%
- 6M
- 15.70%
- 1Y
- 32.25%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GMOD vs. CORO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GMOD GMO Dynamic Allocation ETF | 6.85% | 4.35% |
CORO iShares International Country Rotation Active ETF | 16.20% | 5.23% |
Correlation
The correlation between GMOD and CORO is 0.92, 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 Oct 14, 2025 | 0.92 |
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Return for Risk
GMOD vs. CORO — Risk / Return Rank
GMOD
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CORO
GMOD vs. CORO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GMO Dynamic Allocation ETF (GMOD) and iShares International Country Rotation Active ETF (CORO). 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.
| GMOD | CORO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.36 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.88 | — |
| Martin ratioReturn relative to average drawdown | — | 11.21 | — |
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Drawdowns
GMOD vs. CORO - Drawdown Comparison
The maximum GMOD drawdown since its inception was -6.50%, smaller than the maximum CORO drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for GMOD and CORO.
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Drawdown Indicators
| GMOD | CORO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.50% | -14.13% | +7.63% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.25% | — |
Current DrawdownCurrent decline from peak | -1.05% | -3.24% | +2.19% |
Average DrawdownAverage peak-to-trough decline | -1.13% | -1.76% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.88% | — |
Volatility
GMOD vs. CORO - Volatility Comparison
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Volatility by Period
| GMOD | CORO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.36% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.86% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.02% | 16.72% | -7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.02% | 17.25% | -8.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.02% | 17.25% | -8.23% |
GMOD vs. CORO - Expense Ratio Comparison
GMOD has a 0.50% expense ratio, which is lower than CORO's 0.55% expense ratio.
Dividends
GMOD vs. CORO - Dividend Comparison
GMOD's dividend yield for the trailing twelve months is around 0.87%, less than CORO's 2.76% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.76% | 3.20% | 1.53% |
GMOD GMO Dynamic Allocation ETF | 0.87% | 0.93% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, GMOD and CORO 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.
On fees, GMOD is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GMOD is cheaper with a 0.50% expense ratio, compared with 0.55% for CORO.
CORO has the higher dividend yield at 2.76%, compared with 0.87% for GMOD.
They also come from different issuers: GMO and iShares. Their fees differ too: 0.50% for GMOD and 0.55% for CORO.
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