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INEQ vs. CCRP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INEQ vs. CCRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia International Equity Income ETF (INEQ) and Columbia Corporate Bond ETF (CCRP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, INEQ achieves a 4.80% return, which is significantly higher than CCRP's 1.17% return.


INEQ

1D
-0.35%
1M
-3.29%
YTD
4.80%
6M
5.07%
1Y
20.99%
3Y*
19.04%
5Y*
11.66%
10Y*
9.56%

CCRP

1D
0.40%
1M
1.16%
YTD
1.17%
6M
1.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INEQ vs. CCRP - Yearly Performance Comparison


Correlation

The correlation between INEQ and CCRP is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 11, 2025

0.45

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Return for Risk

INEQ vs. CCRP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INEQ
INEQ Risk / Return Rank: 5050
Overall Rank
INEQ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
INEQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
INEQ Omega Ratio Rank: 5050
Omega Ratio Rank
INEQ Calmar Ratio Rank: 5151
Calmar Ratio Rank
INEQ Martin Ratio Rank: 5050
Martin Ratio Rank

CCRP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

INEQ vs. CCRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia International Equity Income ETF (INEQ) and Columbia Corporate Bond ETF (CCRP). 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.


INEQCCRPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

2.21

Martin ratioReturn relative to average drawdown

7.50

INEQ vs. CCRP - Sharpe Ratio Comparison


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Drawdowns

INEQ vs. CCRP - Drawdown Comparison

The maximum INEQ drawdown since its inception was -41.71%, which is greater than CCRP's maximum drawdown of -2.72%. Use the drawdown chart below to compare losses from any high point for INEQ and CCRP.


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Drawdown Indicators


INEQCCRPDifference

Max Drawdown

Largest peak-to-trough decline

-41.71%

-2.72%

-38.99%

Max Drawdown (1Y)

Largest decline over 1 year

-9.56%

Max Drawdown (3Y)

Largest decline over 3 years

-14.38%

Max Drawdown (5Y)

Largest decline over 5 years

-24.51%

Max Drawdown (10Y)

Largest decline over 10 years

-41.71%

Current Drawdown

Current decline from peak

-5.77%

-0.39%

-5.38%

Average Drawdown

Average peak-to-trough decline

-7.04%

-0.85%

-6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.80%

Volatility

INEQ vs. CCRP - Volatility Comparison


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Volatility by Period


INEQCCRPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

Volatility (6M)

Calculated over the trailing 6-month period

11.06%

Volatility (1Y)

Calculated over the trailing 1-year period

13.78%

4.76%

+9.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.32%

4.76%

+10.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.34%

4.76%

+11.58%

INEQ vs. CCRP - Expense Ratio Comparison

INEQ has a 0.45% expense ratio, which is higher than CCRP's 0.18% expense ratio.


Dividends

INEQ vs. CCRP - Dividend Comparison

INEQ's dividend yield for the trailing twelve months is around 8.27%, more than CCRP's 2.02% yield.


PositionTTM2025202420232022202120202019201820172016
CCRP
Columbia Corporate Bond ETF
2.02%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INEQ
Columbia International Equity Income ETF
8.27%9.76%3.11%3.27%3.57%3.43%2.64%3.34%7.25%4.63%2.52%

Frequently Asked Questions


INEQ and CCRP have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CCRP is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CCRP is cheaper with a 0.18% expense ratio, compared with 0.45% for INEQ.

INEQ has the higher dividend yield at 8.27%, compared with 2.02% for CCRP.

INEQ is categorized as Foreign Large Cap Equities, while CCRP is Corporate Bonds. Their fees differ too: 0.45% for INEQ and 0.18% for CCRP.

Portfolio Optimizer

Find the right allocation for INEQ and CCRP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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