QWLD vs. CCOR
Compare and contrast key facts about SPDR MSCI World StrategicFactors ETF (QWLD) and Core Alternative ETF (CCOR).
QWLD and CCOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QWLD is a passively managed fund by State Street that tracks the performance of the MSCI World Factor Mix A-Series (USD). It was launched on Jun 4, 2014. CCOR is an actively managed fund by Core Alternative Capital. It was launched on May 24, 2017.
Performance
QWLD vs. CCOR - Performance Comparison
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QWLD vs. CCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 0.53% | 17.93% | 14.44% | 19.59% | -13.30% | 21.57% | 10.24% | 27.59% | -7.02% | 12.04% |
CCOR Core Alternative ETF | -0.43% | 3.52% | -5.70% | -11.92% | 2.51% | 9.90% | 4.07% | 6.03% | 4.64% | 3.68% |
Returns By Period
In the year-to-date period, QWLD achieves a 0.53% return, which is significantly higher than CCOR's -0.43% return.
QWLD
- 1D
- 0.61%
- 1M
- -4.33%
- YTD
- 0.53%
- 6M
- 3.21%
- 1Y
- 15.02%
- 3Y*
- 15.26%
- 5Y*
- 9.99%
- 10Y*
- 11.14%
CCOR
- 1D
- -0.09%
- 1M
- -4.01%
- YTD
- -0.43%
- 6M
- 0.52%
- 1Y
- -1.24%
- 3Y*
- -3.35%
- 5Y*
- -0.95%
- 10Y*
- —
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QWLD vs. CCOR - Expense Ratio Comparison
QWLD has a 0.30% expense ratio, which is lower than CCOR's 1.09% expense ratio.
Return for Risk
QWLD vs. CCOR — Risk / Return Rank
QWLD
CCOR
QWLD vs. CCOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World StrategicFactors ETF (QWLD) 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.
| QWLD | CCOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | -0.12 | +1.18 |
Sortino ratioReturn per unit of downside risk | 1.61 | -0.10 | +1.71 |
Omega ratioGain probability vs. loss probability | 1.23 | 0.99 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | -0.17 | +1.61 |
Martin ratioReturn relative to average drawdown | 7.15 | -0.32 | +7.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QWLD | CCOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | -0.12 | +1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | -0.09 | +0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.15 | +0.51 |
Correlation
The correlation between QWLD and CCOR is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
QWLD vs. CCOR - Dividend Comparison
QWLD's dividend yield for the trailing twelve months is around 1.84%, more than CCOR's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QWLD SPDR MSCI World StrategicFactors ETF | 1.84% | 1.85% | 1.74% | 1.78% | 2.02% | 1.77% | 1.77% | 2.13% | 2.33% | 2.73% | 2.22% | 3.42% |
CCOR Core Alternative ETF | 1.07% | 1.07% | 1.18% | 1.21% | 1.11% | 1.02% | 1.50% | 0.73% | 1.53% | 0.89% | 0.00% | 0.00% |
Drawdowns
QWLD vs. CCOR - Drawdown Comparison
The maximum QWLD drawdown since its inception was -31.89%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for QWLD and CCOR.
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Drawdown Indicators
| QWLD | CCOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.89% | -22.99% | -8.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.44% | -9.17% | -1.27% |
Max Drawdown (5Y)Largest decline over 5 years | -22.84% | -22.99% | +0.15% |
Max Drawdown (10Y)Largest decline over 10 years | -31.89% | — | — |
Current DrawdownCurrent decline from peak | -4.82% | -17.30% | +12.48% |
Average DrawdownAverage peak-to-trough decline | -3.74% | -7.08% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 4.97% | -2.87% |
Volatility
QWLD vs. CCOR - Volatility Comparison
SPDR MSCI World StrategicFactors ETF (QWLD) has a higher volatility of 4.62% compared to Core Alternative ETF (CCOR) at 2.13%. This indicates that QWLD'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.
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Volatility by Period
| QWLD | CCOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 2.13% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 5.44% | +2.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.15% | 10.73% | +3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 11.13% | +2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.20% | 10.81% | +4.39% |