SCHB vs. CCOR
Compare and contrast key facts about Schwab U.S. Broad Market ETF (SCHB) and Core Alternative ETF (CCOR).
SCHB and CCOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHB is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Broad Stock Market Total Return Index. It was launched on Nov 3, 2009. CCOR is an actively managed fund by Core Alternative Capital. It was launched on May 24, 2017.
Performance
SCHB vs. CCOR - Performance Comparison
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SCHB vs. CCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | -4.05% | 16.94% | 23.93% | 26.16% | -19.46% | 25.84% | 20.76% | 30.79% | -5.43% | 12.53% |
CCOR Core Alternative ETF | -0.34% | 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, SCHB achieves a -4.05% return, which is significantly lower than CCOR's -0.34% return.
SCHB
- 1D
- 2.91%
- 1M
- -4.99%
- YTD
- -4.05%
- 6M
- -1.80%
- 1Y
- 17.96%
- 3Y*
- 17.85%
- 5Y*
- 10.52%
- 10Y*
- 13.57%
CCOR
- 1D
- 0.65%
- 1M
- -4.07%
- YTD
- -0.34%
- 6M
- 0.35%
- 1Y
- -1.48%
- 3Y*
- -3.32%
- 5Y*
- -0.93%
- 10Y*
- —
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SCHB vs. CCOR - Expense Ratio Comparison
SCHB has a 0.03% expense ratio, which is lower than CCOR's 1.09% expense ratio.
Return for Risk
SCHB vs. CCOR — Risk / Return Rank
SCHB
CCOR
SCHB vs. CCOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Broad Market ETF (SCHB) 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.
| SCHB | CCOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | -0.14 | +1.12 |
Sortino ratioReturn per unit of downside risk | 1.50 | -0.14 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.23 | 0.98 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.19 | +1.70 |
Martin ratioReturn relative to average drawdown | 7.15 | -0.35 | +7.50 |
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
| SCHB | CCOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | -0.14 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | -0.08 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.15 | +0.63 |
Correlation
The correlation between SCHB and CCOR is 0.24, 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
SCHB vs. CCOR - Dividend Comparison
SCHB's dividend yield for the trailing twelve months is around 1.18%, more than CCOR's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 1.18% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
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
SCHB vs. CCOR - Drawdown Comparison
The maximum SCHB drawdown since its inception was -35.27%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for SCHB and CCOR.
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Drawdown Indicators
| SCHB | CCOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.27% | -22.99% | -12.28% |
Max Drawdown (1Y)Largest decline over 1 year | -12.22% | -9.17% | -3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -25.41% | -22.99% | -2.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.27% | — | — |
Current DrawdownCurrent decline from peak | -6.26% | -17.23% | +10.97% |
Average DrawdownAverage peak-to-trough decline | -4.15% | -7.07% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 4.95% | -2.37% |
Volatility
SCHB vs. CCOR - Volatility Comparison
Schwab U.S. Broad Market ETF (SCHB) has a higher volatility of 5.48% compared to Core Alternative ETF (CCOR) at 2.17%. This indicates that SCHB'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
| SCHB | CCOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.48% | 2.17% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 9.75% | 5.44% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.33% | 10.74% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.25% | 11.13% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.30% | 10.81% | +7.49% |