SUSA vs. CCOR

Last updated Jun 25, 2026

SUSA (iShares MSCI USA ESG Select ETF) and CCOR (Core Alternative ETF) are both Large Cap Growth Equities funds. SUSA is passively managed, while CCOR is actively managed. Over the past 5 years, SUSA returned 11.07%/yr vs -2.06%/yr for CCOR. At a 0.25 correlation, their price movements are largely independent. SUSA charges 0.25%/yr vs 1.09%/yr for CCOR.

Performance

SUSA vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA ESG Select ETF (SUSA) 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, SUSA achieves a 8.89% return, which is significantly higher than CCOR's -2.83% return.

SUSA

• 1D: 0.11%
• 1M: -0.06%
• YTD: 8.89%
• 6M: 7.49%
• 1Y: 22.28%
• 3Y*: 19.65%
• 5Y*: 11.07%
• 10Y*: 15.15%

CCOR

• 1D: -0.10%
• 1M: -0.83%
• YTD: -2.83%
• 6M: -3.45%
• 1Y: -4.45%
• 3Y*: -1.73%
• 5Y*: -2.06%
• 10Y*: —

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

SUSA vs. CCOR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SUSA iShares MSCI USA ESG Select ETF	8.89%	15.72%	22.43%	23.88%	-21.38%	30.45%	24.66%	32.10%	-5.67%	11.65%
CCOR Core Alternative ETF	-2.83%	3.52%	-5.70%	-11.92%	2.51%	9.90%	4.07%	6.03%	4.64%	3.97%

Correlation

The correlation between SUSA and CCOR is 0.04, 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	0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since May 24, 2017	0.25

Over the past year, the correlation between SUSA and CCOR has dropped to 0.04 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

SUSA vs. CCOR - Sectors Allocation Comparison

Sectors	SUSA	CCOR
Technology	40.0%	15.6%
Financial Services	11.6%	18.2%
Industrials	9.0%	9.1%
Healthcare	8.8%	11.2%
Communication Services	7.9%	8.3%
Consumer Cyclical	7.8%	8.8%
Consumer Defensive	4.2%	7.0%
Energy	3.5%	7.9%
Real Estate	2.8%	2.8%
Basic Materials	2.3%	4.9%
Utilities	1.9%	6.2%

Return for Risk

SUSA vs. CCOR — Risk / Return Rank

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

SUSA

SUSA Risk / Return Rank: 56
SUSA Sharpe Ratio Rank: 58
SUSA Sortino Ratio Rank: 56
SUSA Omega Ratio Rank: 56
SUSA Calmar Ratio Rank: 51
SUSA Martin Ratio Rank: 61

CCOR

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

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.

SUSA vs. CCOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA ESG Select ETF (SUSA) 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.

	SUSA	CCOR	Difference
Sharpe ratio: Return per unit of total volatility	1.74	-0.59	+2.33
Sortino ratio: Return per unit of downside risk	2.39	-0.77	+3.17
Omega ratio: Gain probability vs. loss probability	1.31	0.91	+0.40
Calmar ratio: Return relative to maximum drawdown	2.31	-0.51	+2.81
Martin ratio: Return relative to average drawdown	9.86	-1.08	+10.94

SUSA vs. CCOR - Sharpe Ratio Comparison

The current SUSA Sharpe Ratio is 1.74, which is higher than the CCOR Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of SUSA 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

SUSA vs. CCOR - Drawdown Comparison

The maximum SUSA drawdown since its inception was -53.93%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for SUSA and CCOR.

Drawdown Indicators

	SUSA	CCOR	Difference
Max Drawdown Largest peak-to-trough decline	-53.93%	-22.99%	-30.94%
Max Drawdown (1Y) Largest decline over 1 year	-9.71%	-8.79%	-0.92%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	-12.31%	-6.99%
Max Drawdown (5Y) Largest decline over 5 years	-28.23%	-22.99%	-5.24%
Max Drawdown (10Y) Largest decline over 10 years	-32.93%	—	—
Current Drawdown Current decline from peak	-2.85%	-19.29%	+16.44%
Average Drawdown Average peak-to-trough decline	-7.23%	-7.36%	+0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	4.13%	-1.87%

Volatility

SUSA vs. CCOR - Volatility Comparison

iShares MSCI USA ESG Select ETF (SUSA) has a higher volatility of 5.01% compared to Core Alternative ETF (CCOR) at 3.51%. This indicates that SUSA'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

	SUSA	CCOR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.01%	3.51%	+1.50%
Volatility (6M) Calculated over the trailing 6-month period	10.37%	5.62%	+4.75%
Volatility (1Y) Calculated over the trailing 1-year period	12.95%	7.56%	+5.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.42%	11.15%	+6.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.17%	10.76%	+7.41%

SUSA vs. CCOR - Expense Ratio Comparison

SUSA has a 0.25% expense ratio, which is lower than CCOR's 1.09% expense ratio.

Dividends

SUSA vs. CCOR - Dividend Comparison

SUSA's dividend yield for the trailing twelve months is around 0.86%, less than CCOR's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCOR Core Alternative ETF	1.02%	1.07%	1.18%	1.21%	1.11%	1.02%	1.50%	0.73%	1.53%	0.89%	0.00%	0.00%
SUSA iShares MSCI USA ESG Select ETF	0.86%	0.89%	1.15%	1.32%	1.52%	0.98%	1.17%	1.52%	1.72%	1.40%	1.56%	1.42%

Frequently Asked Questions

Can I hold both SUSA and CCOR in my portfolio?

SUSA and CCOR have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SUSA or CCOR?

SUSA has higher volatility (5.01%) compared to CCOR (3.51%). In terms of maximum drawdown, SUSA dropped -53.93% vs CCOR's -22.99%.

Which ETF is better, SUSA or CCOR?

On 5-year performance, SUSA leads with 11.07% vs -2.06% for CCOR. On fees, SUSA is cheaper at 0.25% 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, SUSA or CCOR?

Over the 5-year period, SUSA has performed better with a 11.07% return vs -2.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SUSA or CCOR?

SUSA is cheaper with a 0.25% expense ratio, compared with 1.09% for CCOR.

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

CCOR has the higher dividend yield at 1.02%, compared with 0.86% for SUSA.

What is the main difference between SUSA and CCOR?

They also come from different issuers: iShares and Core Alternative Capital. Their fees differ too: 0.25% for SUSA and 1.09% for CCOR.

Which has better risk-adjusted returns?

SUSA currently has the higher Sharpe Ratio (1.74 vs -0.59), 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.