QGRW vs. CCOR

Last updated Jun 4, 2026

QGRW (WisdomTree U.S. Quality Growth Fund) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. QGRW is passively managed, while CCOR is actively managed. Over the past 3 years, QGRW returned 29.10%/yr vs -2.34%/yr for CCOR. At a correlation of -0.18, they often move in opposite directions. QGRW charges 0.28%/yr vs 1.09%/yr for CCOR.

Performance

QGRW vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) 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, QGRW achieves a 15.43% return, which is significantly higher than CCOR's -3.71% return.

QGRW

• 1D: -1.04%
• 1M: 9.03%
• YTD: 15.43%
• 6M: 14.57%
• 1Y: 35.66%
• 3Y*: 29.10%
• 5Y*: —
• 10Y*: —

CCOR

• 1D: 0.30%
• 1M: -2.55%
• YTD: -3.71%
• 6M: -4.87%
• 1Y: -5.97%
• 3Y*: -2.34%
• 5Y*: -2.56%
• 10Y*: —

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

QGRW vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
QGRW WisdomTree U.S. Quality Growth Fund	15.43%	19.20%	34.85%	56.05%	-3.30%
CCOR Core Alternative ETF	-3.71%	3.52%	-5.70%	-11.92%	-1.11%

Correlation

The correlation between QGRW and CCOR is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	-0.22
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	-0.18

The correlation between QGRW and CCOR shifts across timeframes, from -0.22 (3 years) to -0.09 (1 year), reflecting how their relationship changes across market environments.

QGRW vs. CCOR - Sectors Allocation Comparison

Sectors	QGRW	CCOR
Technology	52.1%	16.2%
Communication Services	17.8%	8.7%
Consumer Cyclical	12.4%	9.4%
Industrials	8.0%	9.2%
Healthcare	4.3%	10.8%
Financial Services	4.1%	17.7%
Energy	0.6%	7.2%
Consumer Defensive	0.5%	6.8%
Utilities	0.4%	6.3%
Basic Materials	-	5.1%
Real Estate	-	2.8%

Return for Risk

QGRW vs. CCOR — Risk / Return Rank

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

QGRW

QGRW Risk / Return Rank: 54
QGRW Sharpe Ratio Rank: 60
QGRW Sortino Ratio Rank: 56
QGRW Omega Ratio Rank: 57
QGRW Calmar Ratio Rank: 46
QGRW Martin Ratio Rank: 52

CCOR

CCOR Risk / Return Rank: 2
CCOR Sharpe Ratio Rank: 2
CCOR Sortino Ratio Rank: 2
CCOR Omega Ratio Rank: 2
CCOR Calmar Ratio Rank: 3
CCOR Martin Ratio Rank: 1

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.

QGRW vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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.

	QGRW	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	2.06	-0.87	+2.93
Sortino ratio: Return per unit of downside risk	2.75	-1.15	+3.90
Omega ratio: Gain probability vs. loss probability	1.35	0.87	+0.49
Calmar ratio: Return relative to maximum drawdown	2.32	-0.69	+3.01
Martin ratio: Return relative to average drawdown	9.08	-1.59	+10.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRW vs. CCOR - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 2.06, which is higher than the CCOR Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of QGRW 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.

Sharpe Ratios by Period

	QGRW	CCOR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	-0.87	+2.93
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.23	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.66	0.11	+1.54

Drawdowns

QGRW vs. CCOR - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for QGRW and CCOR.

Drawdown Indicators

	QGRW	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-24.40%	-22.99%	-1.41%
Max Drawdown (1Y) Largest decline over 1 year	-15.44%	-8.75%	-6.69%
Max Drawdown (3Y) Largest decline over 3 years	-24.40%	-12.31%	-12.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-22.99%	—
Current Drawdown Current decline from peak	-1.33%	-20.03%	+18.70%
Average Drawdown Average peak-to-trough decline	-3.26%	-7.29%	+4.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.94%	3.77%	+0.17%

Volatility

QGRW vs. CCOR - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 4.71% compared to Core Alternative ETF (CCOR) at 1.78%. This indicates that QGRW'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

	QGRW	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	1.78%	+2.93%
Volatility (6M) Calculated over the trailing 6-month period	13.67%	4.96%	+8.71%
Volatility (1Y) Calculated over the trailing 1-year period	17.40%	6.93%	+10.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.08%	11.10%	+9.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.08%	10.75%	+10.33%

QGRW vs. CCOR - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

QGRW vs. CCOR - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.07%, less than CCOR's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.11%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
QGRW WisdomTree U.S. Quality Growth Fund	0.07%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QGRW and CCOR in my portfolio?

QGRW and CCOR have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QGRW or CCOR?

QGRW has higher volatility (4.71%) compared to CCOR (1.78%). In terms of maximum drawdown, QGRW dropped -24.40% vs CCOR's -22.99%.

Which ETF is better, QGRW or CCOR?

On 3-year performance, QGRW leads with 29.10% vs -2.34% for CCOR. On fees, QGRW is cheaper at 0.28% per year. On volatility, CCOR has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QGRW or CCOR?

Over the 3-year period, QGRW has performed better with a 29.10% return vs -2.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QGRW or CCOR?

QGRW is cheaper with a 0.28% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.11%, compared with 0.07% for QGRW.

What is the main difference between QGRW and CCOR?

They also come from different issuers: WisdomTree and Core Alternative Capital. Their fees differ too: 0.28% for QGRW and 1.09% for CCOR.

Which has better risk-adjusted returns?

QGRW currently has the higher Sharpe Ratio (2.06 vs -0.87), 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.