PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IVW vs. CCOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IVW vs. CCOR

Last updated Jun 24, 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 13.97%/yr vs -1.97%/yr for CCOR. At a 0.12 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.

Loading charts...

Returns By Period

In the year-to-date period, IVW achieves a 8.67% return, which is significantly higher than CCOR's -2.72% return.

IVW

1D
-2.32%
1M
-2.04%
YTD
8.67%
6M
7.44%
1Y
26.74%
3Y*
25.36%
5Y*
13.97%
10Y*
17.93%

CCOR

1D
1.37%
1M
-0.73%
YTD
-2.72%
6M
-2.94%
1Y
-3.86%
3Y*
-1.69%
5Y*
-1.97%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IVW vs. CCOR - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IVW
iShares S&P 500 Growth ETF		8.67%21.95%35.82%29.83%-29.50%31.80%33.19%30.77%-0.21%13.36%
CCOR
Core Alternative ETF		-2.72%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 -0.17, 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

-0.17

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

-0.21

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 IVW and CCOR shifts across timeframes, from -0.21 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.

IVW vs. CCOR - Sectors Allocation Comparison

Sectors
IVW
CCOR

Technology

53.0%
15.6%

Communication Services

15.8%
8.3%

Financial Services

8.6%
18.2%

Consumer Cyclical

8.4%
8.8%

Healthcare

5.7%
11.2%

Industrials

5.3%
9.1%

Utilities

1.2%
6.2%

Consumer Defensive

1.0%
7.0%

Real Estate

0.5%
2.8%

Basic Materials

0.3%
4.9%

Energy

0.1%
7.9%

Technology

IVW
53.0%
CCOR
15.6%

Communication Services

IVW
15.8%
CCOR
8.3%

Financial Services

IVW
8.6%
CCOR
18.2%

Consumer Cyclical

IVW
8.4%
CCOR
8.8%

Healthcare

IVW
5.7%
CCOR
11.2%

Industrials

IVW
5.3%
CCOR
9.1%

Utilities

IVW
1.2%
CCOR
6.2%

Consumer Defensive

IVW
1.0%
CCOR
7.0%

Real Estate

IVW
0.5%
CCOR
2.8%

Basic Materials

IVW
0.3%
CCOR
4.9%

Energy

IVW
0.1%
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 S&P 500 Growth ETF

Core Alternative ETF

Often compared with IVW:
IVW vs. IVVIVW vs. IVEIVW vs. QQQIVW vs. SPYIVW vs. VOOIVW vs. VOOGIVW vs. SPYG
Often compared with CCOR:
CCOR vs. BTALCCOR vs. AIRRCCOR vs. QMNNXCCOR vs. BIMBXCCOR vs. JEPQCCOR vs. VOOCCOR vs. DIVO

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: 4545
Overall Rank
IVW Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
IVW Sortino Ratio Rank: 4444
Sortino Ratio Rank
IVW Omega Ratio Rank: 4444
Omega Ratio Rank
IVW Calmar Ratio Rank: 4141
Calmar Ratio Rank
IVW Martin Ratio Rank: 4848
Martin Ratio Rank
CCOR
CCOR Risk / Return Rank: 55
Overall Rank
CCOR Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 44
Sortino Ratio Rank
CCOR Omega Ratio Rank: 44
Omega Ratio Rank
CCOR Calmar Ratio Rank: 55
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.

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.

IVWCCORDifference
Sharpe ratioReturn per unit of total volatility
1.58
-0.51

+2.09

Sortino ratioReturn per unit of downside risk
2.16
-0.66

+2.82

Omega ratioGain probability vs. loss probability

1.28

0.92

+0.35

Calmar ratioReturn relative to maximum drawdown

1.95

-0.44

+2.39

Martin ratioReturn relative to average drawdown

7.75

-0.94

+8.69

IVW vs. CCOR - Sharpe Ratio Comparison

The current IVW Sharpe Ratio is 1.58, which is higher than the CCOR Sharpe Ratio of -0.51. 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.

Loading charts...

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.

Loading charts...

Drawdown Indicators

IVWCCORDifference

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

-5.48%

-19.21%

+13.73%

Average Drawdown

Average peak-to-trough decline

-17.59%

-7.35%

-10.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.10%

-0.64%

Volatility

IVW vs. CCOR - Volatility Comparison

iShares S&P 500 Growth ETF (IVW) has a higher volatility of 7.23% compared to Core Alternative ETF (CCOR) at 3.51%. 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.

Loading charts...

Volatility by Period

IVWCCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.23%

3.51%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.82%

5.62%

+8.20%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

7.56%

+9.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.35%

11.15%

+10.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.70%

10.77%

+9.93%

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 0.37%, less than CCOR's 1.02% yield.

PositionTTM20252024202320222021202020192018201720162015
CCOR
Core Alternative ETF		1.02%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		0.37%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

IVW and CCOR have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IVW has higher volatility (7.23%) compared to CCOR (3.51%). In terms of maximum drawdown, IVW dropped -57.33% vs CCOR's -22.99%.

On 5-year performance, IVW leads with 13.97% vs -1.97% for CCOR. On fees, IVW is cheaper at 0.18% 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, IVW has performed better with a 13.97% return vs -1.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

CCOR has the higher dividend yield at 1.02%, compared with 0.37% for IVW.

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

IVW currently has the higher Sharpe Ratio (1.58 vs -0.51), 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

Find the right allocation for IVW and CCOR

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

Open Portfolio Optimizer