QRFT vs. CCOR

Last updated Jun 24, 2026

QRFT (QRAFT AI Enhanced U.S. Large Cap ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past 5 years, QRFT returned 10.89%/yr vs -1.97%/yr for CCOR. At a 0.16 correlation, their price movements are largely independent. QRFT charges 0.75%/yr vs 1.09%/yr for CCOR.

Performance

QRFT vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) 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, QRFT achieves a 9.72% return, which is significantly higher than CCOR's -2.72% return.

QRFT

• 1D: -1.86%
• 1M: -1.09%
• YTD: 9.72%
• 6M: 8.61%
• 1Y: 24.67%
• 3Y*: 20.50%
• 5Y*: 10.89%
• 10Y*: —

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)

QRFT vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	9.72%	17.95%	21.36%	24.16%	-22.69%	22.74%	40.05%	15.22%
CCOR Core Alternative ETF	-2.72%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	4.24%

Correlation

The correlation between QRFT and CCOR is -0.01, 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	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	-0.02
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since May 21, 2019	0.16

The correlation between QRFT and CCOR shifts across timeframes, from -0.02 (3 years) to 0.16 (all time), reflecting how their relationship changes across market environments.

QRFT vs. CCOR - Sectors Allocation Comparison

Sectors	QRFT	CCOR
Technology	38.7%	15.6%
Consumer Cyclical	12.1%	8.8%
Financial Services	10.6%	18.2%
Healthcare	8.6%	11.2%
Industrials	8.4%	9.1%
Communication Services	8.2%	8.3%
Energy	4.3%	7.9%
Consumer Defensive	4.2%	7.0%
Basic Materials	1.7%	4.9%
Real Estate	1.6%	2.8%
Utilities	1.5%	6.2%

Return for Risk

QRFT vs. CCOR — Risk / Return Rank

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

QRFT

QRFT Risk / Return Rank: 58
QRFT Sharpe Ratio Rank: 55
QRFT Sortino Ratio Rank: 53
QRFT Omega Ratio Rank: 54
QRFT Calmar Ratio Rank: 59
QRFT Martin Ratio Rank: 67

CCOR

CCOR Risk / Return Rank: 5
CCOR Sharpe Ratio Rank: 5
CCOR Sortino Ratio Rank: 4
CCOR Omega Ratio Rank: 4
CCOR Calmar Ratio Rank: 5
CCOR Martin Ratio Rank: 5

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.

QRFT vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) 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.

	QRFT	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.77	-0.51	+2.29
Sortino ratio: Return per unit of downside risk	2.42	-0.66	+3.08
Omega ratio: Gain probability vs. loss probability	1.32	0.92	+0.40
Calmar ratio: Return relative to maximum drawdown	2.72	-0.44	+3.16
Martin ratio: Return relative to average drawdown	11.53	-0.94	+12.47

QRFT vs. CCOR - Sharpe Ratio Comparison

The current QRFT Sharpe Ratio is 1.77, which is higher than the CCOR Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of QRFT 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

QRFT vs. CCOR - Drawdown Comparison

The maximum QRFT drawdown since its inception was -30.19%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for QRFT and CCOR.

Drawdown Indicators

	QRFT	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-30.19%	-22.99%	-7.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.12%	-8.79%	-0.33%
Max Drawdown (3Y) Largest decline over 3 years	-19.99%	-12.31%	-7.68%
Max Drawdown (5Y) Largest decline over 5 years	-28.20%	-22.99%	-5.21%
Current Drawdown Current decline from peak	-2.89%	-19.21%	+16.32%
Average Drawdown Average peak-to-trough decline	-6.76%	-7.35%	+0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.15%	4.10%	-1.95%

Volatility

QRFT vs. CCOR - Volatility Comparison

QRAFT AI Enhanced U.S. Large Cap ETF (QRFT) has a higher volatility of 5.79% compared to Core Alternative ETF (CCOR) at 3.51%. This indicates that QRFT'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

	QRFT	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.79%	3.51%	+2.28%
Volatility (6M) Calculated over the trailing 6-month period	11.14%	5.62%	+5.52%
Volatility (1Y) Calculated over the trailing 1-year period	14.00%	7.56%	+6.44%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.48%	11.15%	+6.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.13%	10.77%	+9.36%

QRFT vs. CCOR - Expense Ratio Comparison

QRFT has a 0.75% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

QRFT vs. CCOR - Dividend Comparison

QRFT's dividend yield for the trailing twelve months is around 0.26%, less than CCOR's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
CCOR Core Alternative ETF	1.02%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%
QRFT QRAFT AI Enhanced U.S. Large Cap ETF	0.26%	0.27%	0.52%	0.77%	0.83%	0.05%	1.81%	4.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QRFT and CCOR in my portfolio?

QRFT and CCOR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QRFT or CCOR?

QRFT has higher volatility (5.79%) compared to CCOR (3.51%). In terms of maximum drawdown, QRFT dropped -30.19% vs CCOR's -22.99%.

Which ETF is better, QRFT or CCOR?

On 5-year performance, QRFT leads with 10.89% vs -1.97% for CCOR. On fees, QRFT is cheaper at 0.75% 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.

Which ETF has performed better, QRFT or CCOR?

Over the 5-year period, QRFT has performed better with a 10.89% return vs -1.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QRFT or CCOR?

QRFT is cheaper with a 0.75% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.02%, compared with 0.26% for QRFT.

What is the main difference between QRFT and CCOR?

They also come from different issuers: Exchange Traded Concepts and Core Alternative Capital. Their fees differ too: 0.75% for QRFT and 1.09% for CCOR.

Which has better risk-adjusted returns?

QRFT currently has the higher Sharpe Ratio (1.77 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.