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IUSG vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IUSG vs. CCOR

Last updated Jun 26, 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 13.75%/yr vs -2.14%/yr for CCOR. At a 0.13 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.

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Returns By Period

In the year-to-date period, IUSG achieves a 9.14% return, which is significantly higher than CCOR's -3.23% return.

IUSG

1D
0.18%
1M
-3.15%
YTD
9.14%
6M
7.57%
1Y
24.77%
3Y*
25.30%
5Y*
13.75%
10Y*
17.98%

CCOR

1D
-0.42%
1M
-0.81%
YTD
-3.23%
6M
-3.86%
1Y
-4.26%
3Y*
-1.97%
5Y*
-2.14%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSG vs. CCOR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IUSG
iShares Core S&P U.S. Growth ETF		9.14%21.23%34.70%29.28%-28.81%31.26%32.65%30.62%-0.79%13.37%
CCOR
Core Alternative ETF		-3.23%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 -0.16, 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

-0.16

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

-0.20

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

0.04

Correlation (All Time)
Calculated using the full available price history since May 24, 2017

0.13

The correlation between IUSG and CCOR shifts across timeframes, from -0.20 (3 years) to 0.13 (all time), reflecting how their relationship changes across market environments.

IUSG vs. CCOR - Sectors Allocation Comparison

Sectors
IUSG
CCOR

Technology

50.8%
15.6%

Communication Services

15.2%
8.3%

Financial Services

8.7%
18.2%

Consumer Cyclical

8.4%
8.8%

Industrials

6.6%
9.1%

Healthcare

6.4%
11.2%

Consumer Defensive

1.2%
7.0%

Utilities

1.1%
6.2%

Real Estate

0.8%
2.8%

Basic Materials

0.5%
4.9%

Energy

0.3%
7.9%

Technology

IUSG
50.8%
CCOR
15.6%

Communication Services

IUSG
15.2%
CCOR
8.3%

Financial Services

IUSG
8.7%
CCOR
18.2%

Consumer Cyclical

IUSG
8.4%
CCOR
8.8%

Industrials

IUSG
6.6%
CCOR
9.1%

Healthcare

IUSG
6.4%
CCOR
11.2%

Consumer Defensive

IUSG
1.2%
CCOR
7.0%

Utilities

IUSG
1.1%
CCOR
6.2%

Real Estate

IUSG
0.8%
CCOR
2.8%

Basic Materials

IUSG
0.5%
CCOR
4.9%

Energy

IUSG
0.3%
CCOR
7.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Core S&P U.S. Growth ETF

Core Alternative ETF

Often compared with IUSG:
IUSG vs. IUSVIUSG vs. SCHGIUSG vs. VUGIUSG vs. QQQIUSG vs. IVWIUSG vs. IVVIUSG vs. VOOG
Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. QMNNXCCOR vs. BIMBXCCOR vs. JEPQCCOR vs. VOOCCOR vs. DIVO

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: 4747
Overall Rank
IUSG Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IUSG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IUSG Omega Ratio Rank: 4646
Omega Ratio Rank
IUSG Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSG Martin Ratio Rank: 5151
Martin Ratio Rank
CCOR
CCOR Risk / Return Rank: 55
Overall Rank
CCOR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 55
Sortino Ratio Rank
CCOR Omega Ratio Rank: 55
Omega Ratio Rank
CCOR Calmar Ratio Rank: 66
Calmar Ratio Rank
CCOR Martin Ratio Rank: 55
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.

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.

IUSGCCORDifference
Sharpe ratioReturn per unit of total volatility
1.48
-0.57

+2.05

Sortino ratioReturn per unit of downside risk
2.04
-0.74

+2.79

Omega ratioGain probability vs. loss probability

1.26

0.91

+0.35

Calmar ratioReturn relative to maximum drawdown

1.90

-0.49

+2.39

Martin ratioReturn relative to average drawdown

7.68

-1.03

+8.70

IUSG vs. CCOR - Sharpe Ratio Comparison

The current IUSG Sharpe Ratio is 1.48, which is higher than the CCOR Sharpe Ratio of -0.57. 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.

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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.

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Drawdown Indicators

IUSGCCORDifference

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

-5.28%

-19.63%

+14.35%

Average Drawdown

Average peak-to-trough decline

-21.40%

-7.36%

-14.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

4.16%

-0.93%

Volatility

IUSG vs. CCOR - Volatility Comparison

iShares Core S&P U.S. Growth ETF (IUSG) has a higher volatility of 7.02% compared to Core Alternative ETF (CCOR) at 3.51%. 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.

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Volatility by Period

IUSGCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

3.51%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

13.59%

5.59%

+8.00%

Volatility (1Y)

Calculated over the trailing 1-year period

16.84%

7.55%

+9.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

11.15%

+9.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.47%

10.76%

+9.71%

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 1.03% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		1.03%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

IUSG and CCOR have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IUSG has higher volatility (7.02%) compared to CCOR (3.51%). In terms of maximum drawdown, IUSG dropped -63.41% vs CCOR's -22.99%.

On 5-year performance, IUSG leads with 13.75% vs -2.14% for CCOR. On fees, IUSG is cheaper at 0.04% per year. On volatility, CCOR has been the lower-risk option at 3.51%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IUSG has performed better with a 13.75% return vs -2.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

CCOR has the higher dividend yield at 1.03%, compared with 0.50% for IUSG.

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

IUSG currently has the higher Sharpe Ratio (1.48 vs -0.57), 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.

Portfolio Optimizer

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