ORO vs. CORO
ORO (Arrow Valtoro ETF) and CORO (iShares International Country Rotation Active ETF) are both Tactical Allocation funds. Both are actively managed. A 0.54 correlation means they provide meaningful diversification when combined. ORO charges 1.25%/yr vs 0.55%/yr for CORO.
Performance
ORO vs. CORO - Performance Comparison
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Returns By Period
In the year-to-date period, ORO achieves a -0.13% return, which is significantly lower than CORO's 16.27% return.
ORO
- 1D
- -2.52%
- 1M
- -7.86%
- YTD
- -0.13%
- 6M
- -3.06%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CORO
- 1D
- -3.19%
- 1M
- 1.15%
- YTD
- 16.27%
- 6M
- 16.40%
- 1Y
- 35.20%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ORO vs. CORO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ORO Arrow Valtoro ETF | -0.13% | -9.23% |
CORO iShares International Country Rotation Active ETF | 16.27% | 4.06% |
Correlation
The correlation between ORO and CORO is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 17, 2025 | 0.54 |
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Return for Risk
ORO vs. CORO — Risk / Return Rank
ORO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CORO
ORO vs. CORO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arrow Valtoro ETF (ORO) 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.
| ORO | CORO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.14 | — |
| Martin ratioReturn relative to average drawdown | — | 12.31 | — |
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Drawdowns
ORO vs. CORO - Drawdown Comparison
The maximum ORO drawdown since its inception was -12.89%, smaller than the maximum CORO drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for ORO and CORO.
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Drawdown Indicators
| ORO | CORO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.89% | -14.13% | +1.24% |
Max Drawdown (1Y)Largest decline over 1 year | — | -11.25% | — |
Current DrawdownCurrent decline from peak | -12.89% | -3.19% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -6.71% | -1.75% | -4.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.87% | — |
Volatility
ORO vs. CORO - Volatility Comparison
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Volatility by Period
| ORO | CORO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.56% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.84% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 23.53% | 16.79% | +6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.53% | 17.30% | +6.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 17.30% | +6.23% |
ORO vs. CORO - Expense Ratio Comparison
ORO has a 1.25% expense ratio, which is higher than CORO's 0.55% expense ratio.
Dividends
ORO vs. CORO - Dividend Comparison
ORO has not paid dividends to shareholders, while CORO's dividend yield for the trailing twelve months is around 2.75%.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.75% | 3.20% | 1.53% |
ORO Arrow Valtoro ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORO and CORO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CORO is cheaper at 0.55% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CORO is cheaper with a 0.55% expense ratio, compared with 1.25% for ORO.
CORO has the higher dividend yield at 2.75%, compared with 0.00% for ORO.
They also come from different issuers: Arrow Funds and iShares. Their fees differ too: 1.25% for ORO and 0.55% for CORO.
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