LEXI vs. CORO

Last updated Aug 2, 2026

LEXI (Alexis Practical Tactical ETF) and CORO (iShares International Country Rotation Active ETF) are both Tactical Allocation funds. Both are actively managed. Over the past year, LEXI returned 24.30% vs 32.14% for CORO. Their correlation of 0.83 means they have usually moved in the same direction. LEXI charges 1.00%/yr vs 0.55%/yr for CORO.

Performance

LEXI vs. CORO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alexis Practical Tactical ETF (LEXI) and iShares International Country Rotation Active ETF (CORO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LEXI achieves a 12.61% return, which is significantly lower than CORO's 15.71% return.

LEXI

• 1D: 0.29%
• 1M: -0.62%
• 6M: 9.52%
• YTD: 12.61%
• 1Y: 24.30%
• 3Y*: 17.81%
• 5Y*: 10.73%
• 10Y*: —
• ALL TIME*: 10.92%

CORO

• 1D: -0.70%
• 1M: -0.67%
• 6M: 9.04%
• YTD: 15.71%
• 1Y: 32.14%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 28.17%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CORO iShares International Country Rotation Active ETF	$23.60M	$28.41M	$88.35M
LEXI Alexis Practical Tactical ETF	$331.87K	$523.62K	$480.58K

LEXI vs. CORO - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LEXI Alexis Practical Tactical ETF	12.61%	19.23%	-2.58%
CORO iShares International Country Rotation Active ETF	15.71%	35.09%	-3.56%

Correlation

The correlation between LEXI and CORO is 0.90, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.90
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.83

The correlation between LEXI and CORO has been stable across timeframes, ranging from 0.83 to 0.90 - a consistent structural relationship.

LEXI vs. CORO - Sectors Allocation Comparison

Sectors	LEXI	CORO
Technology	31.2%	22.1%
Industrials	13.9%	15.0%
Financial Services	11.9%	25.2%
Consumer Cyclical	8.9%	6.1%
Real Estate	7.4%	1.9%
Healthcare	7.4%	6.3%
Communication Services	5.7%	3.6%
Basic Materials	5.0%	5.0%
Consumer Defensive	3.4%	4.6%
Energy	3.1%	4.8%
Utilities	2.2%	3.8%

Return for Risk

LEXI vs. CORO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LEXI

LEXI Risk / Return Rank: 85
LEXI Sharpe Ratio Rank: 87
LEXI Sortino Ratio Rank: 87
LEXI Omega Ratio Rank: 85
LEXI Calmar Ratio Rank: 80
LEXI Martin Ratio Rank: 88

CORO

CORO Risk / Return Rank: 79
CORO Sharpe Ratio Rank: 80
CORO Sortino Ratio Rank: 78
CORO Omega Ratio Rank: 80
CORO Calmar Ratio Rank: 79
CORO Martin Ratio Rank: 80

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LEXI vs. CORO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alexis Practical Tactical ETF (LEXI) and iShares International Country Rotation Active ETF (CORO). 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.

	LEXI	CORO	Difference
Sharpe ratio: Return per unit of total volatility	2.07	1.83	+0.24
Sortino ratio: Return per unit of downside risk	2.96	2.51	+0.44
Omega ratio: Gain probability vs. loss probability	1.37	1.34	+0.03
Calmar ratio: Return relative to maximum drawdown	2.89	2.82	+0.07
Martin ratio: Return relative to average drawdown	13.41	10.33	+3.07

LEXI vs. CORO - Sharpe Ratio Comparison

The current LEXI Sharpe Ratio is 2.07, which is comparable to the CORO Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of LEXI and CORO, 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

LEXI vs. CORO - Drawdown Comparison

The maximum LEXI drawdown since its inception was -22.01%, which is greater than CORO's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for LEXI and CORO.

Drawdown Indicators

	LEXI	CORO	Difference
Max Drawdown Largest peak-to-trough decline	-22.01%	-14.13%	-7.88%
Max Drawdown (1Y) Largest decline over 1 year	-8.12%	-11.25%	+3.13%
Max Drawdown (3Y) Largest decline over 3 years	-15.94%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-22.01%	—	—
Current Drawdown Current decline from peak	-1.41%	-3.65%	+2.24%
Average Drawdown Average peak-to-trough decline	-5.06%	-1.86%	-3.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.75%	3.07%	-1.32%

Volatility

LEXI vs. CORO - Volatility Comparison

The current volatility for Alexis Practical Tactical ETF (LEXI) is 2.86%, while iShares International Country Rotation Active ETF (CORO) has a volatility of 5.64%. This indicates that LEXI experiences smaller price fluctuations and is considered to be less risky than CORO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LEXI	CORO	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.86%	5.64%	-2.78%
Volatility (6M) Calculated over the trailing 6-month period	9.41%	15.56%	-6.15%
Volatility (1Y) Calculated over the trailing 1-year period	11.38%	17.41%	-6.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.60%	17.35%	-2.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.56%	17.35%	-2.79%

LEXI vs. CORO - Expense Ratio Comparison

LEXI has a 1.00% expense ratio, which is higher than CORO's 0.55% expense ratio.

Dividends

LEXI vs. CORO - Dividend Comparison

LEXI's dividend yield for the trailing twelve months is around 0.84%, less than CORO's 2.84% yield.

Position	TTM	2025	2024	2023	2022	2021
CORO iShares International Country Rotation Active ETF	2.84%	3.20%	1.53%	0.00%	0.00%	0.00%
LEXI Alexis Practical Tactical ETF	0.84%	0.94%	2.17%	1.34%	0.95%	0.23%

Frequently Asked Questions

Can I hold both LEXI and CORO in my portfolio?

With a correlation of 0.90, LEXI and CORO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, LEXI or CORO?

CORO has higher volatility (5.64%) compared to LEXI (2.86%). In terms of maximum drawdown, LEXI dropped -22.01% vs CORO's -14.13%.

Which ETF is better, LEXI or CORO?

On 1-year performance, CORO leads with 32.14% vs 24.30% for LEXI. On fees, CORO is cheaper at 0.55% per year. On volatility, LEXI has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LEXI or CORO?

Over the 1-year period, CORO has performed better with a 32.14% return vs 24.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LEXI or CORO?

CORO is cheaper with a 0.55% expense ratio, compared with 1.00% for LEXI.

Which ETF pays a higher dividend yield, LEXI or CORO?

CORO has the higher dividend yield at 2.84%, compared with 0.84% for LEXI.

What is the main difference between LEXI and CORO?

They also come from different issuers: Alexis and iShares. Their fees differ too: 1.00% for LEXI and 0.55% for CORO.

Which has better risk-adjusted returns?

LEXI currently has the higher Sharpe Ratio (2.07 vs 1.83), 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.