IUSG vs. CCOR

Last updated Jul 17, 2026

IUSG (iShares Core S&P U.S. Growth ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. IUSG is passively managed, while CCOR is actively managed. Over the past 5 years, IUSG returned 13.54%/yr vs -1.53%/yr for CCOR. At a 0.12 correlation, their price movements are largely independent. IUSG charges 0.04%/yr vs 1.09%/yr for CCOR.

Performance

IUSG vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P U.S. Growth ETF (IUSG) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IUSG achieves a 11.16% return, which is significantly higher than CCOR's 0.41% return.

IUSG

• 1D: -1.66%
• 1M: -0.74%
• 6M: 10.32%
• YTD: 11.16%
• 1Y: 22.91%
• 3Y*: 24.15%
• 5Y*: 13.54%
• 10Y*: 17.23%

CCOR

• 1D: 0.77%
• 1M: 1.68%
• 6M: -1.80%
• YTD: 0.41%
• 1Y: -1.38%
• 3Y*: -0.55%
• 5Y*: -1.53%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSG vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IUSG iShares Core S&P U.S. Growth ETF	11.16%	21.23%	34.70%	29.28%	-28.81%	31.26%	32.65%	30.62%	-0.79%	13.37%
CCOR Core Alternative ETF	0.41%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	3.97%

Correlation

The correlation between IUSG and CCOR is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.24
Correlation (3Y) Calculated over the trailing 3-year period	-0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (All Time) Calculated using the full available price history since May 24, 2017	0.12

The correlation between IUSG and CCOR shifts across timeframes, from -0.24 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

IUSG vs. CCOR - Sectors Allocation Comparison

Sectors	IUSG	CCOR
Technology	49.9%	16.9%
Communication Services	15.1%	8.4%
Financial Services	9.0%	17.6%
Consumer Cyclical	8.4%	9.2%
Healthcare	6.8%	11.6%
Industrials	6.7%	9.3%
Utilities	1.2%	6.1%
Consumer Defensive	1.2%	6.6%
Real Estate	0.9%	2.8%
Basic Materials	0.5%	4.9%
Energy	0.3%	6.6%

Return for Risk

IUSG vs. CCOR — Risk / Return Rank

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

IUSG

IUSG Risk / Return Rank: 45
IUSG Sharpe Ratio Rank: 46
IUSG Sortino Ratio Rank: 44
IUSG Omega Ratio Rank: 43
IUSG Calmar Ratio Rank: 42
IUSG Martin Ratio Rank: 51

CCOR

CCOR Risk / Return Rank: 7
CCOR Sharpe Ratio Rank: 8
CCOR Sortino Ratio Rank: 7
CCOR Omega Ratio Rank: 7
CCOR Calmar Ratio Rank: 8
CCOR Martin Ratio Rank: 8

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.

IUSG vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P U.S. Growth ETF (IUSG) 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.

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.

	IUSG	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.34	-0.17	+1.51
Sortino ratio: Return per unit of downside risk	1.88	-0.19	+2.07
Omega ratio: Gain probability vs. loss probability	1.24	0.98	+0.26
Calmar ratio: Return relative to maximum drawdown	1.76	-0.16	+1.92
Martin ratio: Return relative to average drawdown	6.90	-0.33	+7.24

IUSG vs. CCOR - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.34, which is higher than the CCOR Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of IUSG 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.

Drawdowns

IUSG vs. CCOR - Drawdown Comparison

The maximum IUSG drawdown since its inception was -63.41%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for IUSG and CCOR.

Drawdown Indicators

	IUSG	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-63.41%	-22.99%	-40.42%
Max Drawdown (1Y) Largest decline over 1 year	-13.07%	-8.79%	-4.28%
Max Drawdown (3Y) Largest decline over 3 years	-22.28%	-12.31%	-9.97%
Max Drawdown (5Y) Largest decline over 5 years	-32.21%	-22.99%	-9.22%
Max Drawdown (10Y) Largest decline over 10 years	-32.35%	—	—
Current Drawdown Current decline from peak	-3.52%	-16.61%	+13.09%
Average Drawdown Average peak-to-trough decline	-21.36%	-7.42%	-13.94%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.33%	4.18%	-0.85%

Volatility

IUSG vs. CCOR - Volatility Comparison

iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 5.58% compared to Core Alternative ETF (CCOR) at 3.99%. This indicates that IUSG'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.

Volatility by Period

	IUSG	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.58%	3.99%	+1.59%
Volatility (6M) Calculated over the trailing 6-month period	14.13%	6.22%	+7.91%
Volatility (1Y) Calculated over the trailing 1-year period	17.21%	8.02%	+9.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.12%	11.19%	+9.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.48%	10.78%	+9.70%

IUSG vs. CCOR - Expense Ratio Comparison

IUSG has a 0.04% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

IUSG vs. CCOR - Dividend Comparison

IUSG's dividend yield for the trailing twelve months is around 0.50%, less than CCOR's 0.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOR Core Alternative ETF	0.99%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%	0.00%	0.00%
IUSG iShares Core S&P U.S. Growth ETF	0.50%	0.53%	0.59%	1.12%	1.07%	0.59%	0.93%	1.64%	1.32%	1.28%	1.48%	1.29%

Frequently Asked Questions

Can I hold both IUSG and CCOR in my portfolio?

IUSG and CCOR have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IUSG or CCOR?

IUSG has higher volatility (5.58%) compared to CCOR (3.99%). In terms of maximum drawdown, IUSG dropped -63.41% vs CCOR's -22.99%.

Which ETF is better, IUSG or CCOR?

On 5-year performance, IUSG leads with 13.54% vs -1.53% for CCOR. On fees, IUSG is cheaper at 0.04% per year. On volatility, CCOR has been the lower-risk option at 3.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IUSG or CCOR?

Over the 5-year period, IUSG has performed better with a 13.54% return vs -1.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IUSG or CCOR?

IUSG is cheaper with a 0.04% expense ratio, compared with 1.09% for CCOR.

Which ETF pays a higher dividend yield, IUSG or CCOR?

CCOR has the higher dividend yield at 0.99%, compared with 0.50% for IUSG.

What is the main difference between IUSG and CCOR?

They also come from different issuers: iShares and Core Alternative Capital. Their fees differ too: 0.04% for IUSG and 1.09% for CCOR.

Which has better risk-adjusted returns?

IUSG currently has the higher Sharpe Ratio (1.34 vs -0.17), 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.