IVW vs. CCOR

Last updated Jul 14, 2026

IVW (iShares S&P 500 Growth ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. IVW is passively managed, while CCOR is actively managed. Over the past 5 years, IVW returned 13.45%/yr vs -1.64%/yr for CCOR. At a 0.11 correlation, their price movements are largely independent. IVW charges 0.18%/yr vs 1.09%/yr for CCOR.

Performance

IVW vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Growth ETF (IVW) 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, IVW achieves a 10.91% return, which is significantly higher than CCOR's 0.07% return.

IVW

• 1D: -1.54%
• 1M: 1.18%
• 6M: 9.29%
• YTD: 10.91%
• 1Y: 23.77%
• 3Y*: 24.88%
• 5Y*: 13.45%
• 10Y*: 17.45%

CCOR

• 1D: 0.78%
• 1M: 1.62%
• 6M: -1.41%
• YTD: 0.07%
• 1Y: -2.08%
• 3Y*: -0.68%
• 5Y*: -1.64%
• 10Y*: —

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

IVW vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IVW iShares S&P 500 Growth ETF	10.91%	21.95%	35.82%	29.83%	-29.50%	31.80%	33.19%	30.77%	-0.21%	13.36%
CCOR Core Alternative ETF	0.07%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	3.97%

Correlation

The correlation between IVW and CCOR is -0.23, 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	-0.23
Correlation (3Y) Calculated over the trailing 3-year period	-0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.02
Correlation (All Time) Calculated using the full available price history since May 24, 2017	0.11

The correlation between IVW and CCOR shifts across timeframes, from -0.23 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

IVW vs. CCOR - Sectors Allocation Comparison

Sectors	IVW	CCOR
Technology	52.0%	16.9%
Communication Services	15.8%	8.4%
Financial Services	8.9%	17.6%
Consumer Cyclical	8.5%	9.2%
Healthcare	6.2%	11.6%
Industrials	5.4%	9.3%
Utilities	1.2%	6.1%
Consumer Defensive	1.0%	6.6%
Real Estate	0.6%	2.8%
Basic Materials	0.3%	4.9%
Energy	0.1%	6.6%

Return for Risk

IVW vs. CCOR — Risk / Return Rank

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

IVW

IVW Risk / Return Rank: 48
IVW Sharpe Ratio Rank: 50
IVW Sortino Ratio Rank: 48
IVW Omega Ratio Rank: 47
IVW Calmar Ratio Rank: 43
IVW Martin Ratio Rank: 49

CCOR

CCOR Risk / Return Rank: 7
CCOR Sharpe Ratio Rank: 7
CCOR Sortino Ratio Rank: 6
CCOR Omega Ratio Rank: 6
CCOR Calmar Ratio Rank: 7
CCOR Martin Ratio Rank: 7

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.

IVW vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Growth ETF (IVW) 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.

	IVW	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.38	-0.26	+1.64
Sortino ratio: Return per unit of downside risk	1.93	-0.32	+2.25
Omega ratio: Gain probability vs. loss probability	1.24	0.96	+0.28
Calmar ratio: Return relative to maximum drawdown	1.74	-0.24	+1.97
Martin ratio: Return relative to average drawdown	6.65	-0.50	+7.16

IVW vs. CCOR - Sharpe Ratio Comparison

The current IVW Sharpe Ratio is 1.38, which is higher than the CCOR Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of IVW 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

IVW vs. CCOR - Drawdown Comparison

The maximum IVW drawdown since its inception was -57.33%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for IVW and CCOR.

Drawdown Indicators

	IVW	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-57.33%	-22.99%	-34.34%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	-8.79%	-4.96%
Max Drawdown (3Y) Largest decline over 3 years	-22.15%	-12.31%	-9.84%
Max Drawdown (5Y) Largest decline over 5 years	-32.72%	-22.99%	-9.73%
Max Drawdown (10Y) Largest decline over 10 years	-32.72%	—	—
Current Drawdown Current decline from peak	-3.53%	-16.89%	+13.36%
Average Drawdown Average peak-to-trough decline	-17.56%	-7.41%	-10.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	4.14%	-0.56%

Volatility

IVW vs. CCOR - Volatility Comparison

iShares S&P 500 Growth ETF (IVW) has a higher volatility of 6.39% compared to Core Alternative ETF (CCOR) at 3.98%. This indicates that IVW'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

	IVW	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.39%	3.98%	+2.41%
Volatility (6M) Calculated over the trailing 6-month period	14.19%	6.16%	+8.03%
Volatility (1Y) Calculated over the trailing 1-year period	17.29%	8.01%	+9.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.40%	11.19%	+10.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.70%	10.78%	+9.92%

IVW vs. CCOR - Expense Ratio Comparison

IVW has a 0.18% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

IVW vs. CCOR - Dividend Comparison

IVW's dividend yield for the trailing twelve months is around 0.36%, less than CCOR's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOR Core Alternative ETF	1.00%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%	0.00%	0.00%
IVW iShares S&P 500 Growth ETF	0.36%	0.40%	0.43%	1.03%	0.92%	0.46%	0.82%	1.63%	1.28%	1.30%	1.51%	1.51%

Frequently Asked Questions

Can I hold both IVW and CCOR in my portfolio?

IVW and CCOR have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IVW or CCOR?

IVW has higher volatility (6.39%) compared to CCOR (3.98%). In terms of maximum drawdown, IVW dropped -57.33% vs CCOR's -22.99%.

Which ETF is better, IVW or CCOR?

On 5-year performance, IVW leads with 13.45% vs -1.64% for CCOR. On fees, IVW is cheaper at 0.18% per year. On volatility, CCOR has been the lower-risk option at 3.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVW or CCOR?

Over the 5-year period, IVW has performed better with a 13.45% return vs -1.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVW or CCOR?

IVW is cheaper with a 0.18% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.00%, compared with 0.36% for IVW.

What is the main difference between IVW and CCOR?

They also come from different issuers: iShares and Core Alternative Capital. Their fees differ too: 0.18% for IVW and 1.09% for CCOR.

Which has better risk-adjusted returns?

IVW currently has the higher Sharpe Ratio (1.38 vs -0.26), 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.