SUSL vs. CCOR
Compare and contrast key facts about iShares ESG MSCI USA Leaders ETF (SUSL) and Core Alternative ETF (CCOR).
SUSL and CCOR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SUSL is a passively managed fund by iShares that tracks the performance of the MSCI USA Extended ESG Leaders Index. It was launched on May 7, 2019. CCOR is an actively managed fund by Core Alternative Capital. It was launched on May 24, 2017.
Performance
SUSL vs. CCOR - Performance Comparison
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SUSL vs. CCOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | -6.08% | 18.97% | 23.51% | 29.08% | -20.22% | 31.53% | 18.89% | 16.29% |
CCOR Core Alternative ETF | -0.34% | 3.52% | -5.70% | -11.92% | 2.51% | 9.90% | 4.07% | 4.16% |
Returns By Period
In the year-to-date period, SUSL achieves a -6.08% return, which is significantly lower than CCOR's -0.34% return.
SUSL
- 1D
- 3.05%
- 1M
- -5.62%
- YTD
- -6.08%
- 6M
- -2.41%
- 1Y
- 19.84%
- 3Y*
- 18.20%
- 5Y*
- 11.55%
- 10Y*
- —
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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SUSL vs. CCOR - Expense Ratio Comparison
SUSL has a 0.10% expense ratio, which is lower than CCOR's 1.09% expense ratio.
Return for Risk
SUSL vs. CCOR — Risk / Return Rank
SUSL
CCOR
SUSL vs. CCOR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG MSCI USA Leaders ETF (SUSL) 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.
| SUSL | CCOR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | -0.14 | +1.23 |
Sortino ratioReturn per unit of downside risk | 1.65 | -0.14 | +1.79 |
Omega ratioGain probability vs. loss probability | 1.24 | 0.98 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | -0.19 | +1.96 |
Martin ratioReturn relative to average drawdown | 7.04 | -0.35 | +7.39 |
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
| SUSL | CCOR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.09 | -0.14 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | -0.08 | +0.75 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.15 | +0.59 |
Correlation
The correlation between SUSL and CCOR is 0.23, 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
SUSL vs. CCOR - Dividend Comparison
SUSL's dividend yield for the trailing twelve months is around 1.08%, which matches CCOR's 1.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUSL iShares ESG MSCI USA Leaders ETF | 1.08% | 0.99% | 1.10% | 1.27% | 1.57% | 1.12% | 1.38% | 1.12% | 0.00% | 0.00% |
CCOR Core Alternative ETF | 1.07% | 1.07% | 1.18% | 1.21% | 1.11% | 1.02% | 1.50% | 0.73% | 1.53% | 0.89% |
Drawdowns
SUSL vs. CCOR - Drawdown Comparison
The maximum SUSL drawdown since its inception was -34.26%, which is greater than CCOR's maximum drawdown of -22.99%. Use the drawdown chart below to compare losses from any high point for SUSL and CCOR.
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Drawdown Indicators
| SUSL | CCOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.26% | -22.99% | -11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -9.17% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.98% | -22.99% | -3.99% |
Current DrawdownCurrent decline from peak | -8.67% | -17.23% | +8.56% |
Average DrawdownAverage peak-to-trough decline | -5.81% | -7.07% | +1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 4.95% | -2.09% |
Volatility
SUSL vs. CCOR - Volatility Comparison
iShares ESG MSCI USA Leaders ETF (SUSL) has a higher volatility of 5.60% compared to Core Alternative ETF (CCOR) at 2.17%. This indicates that SUSL'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
| SUSL | CCOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.60% | 2.17% | +3.43% |
Volatility (6M)Calculated over the trailing 6-month period | 10.19% | 5.44% | +4.75% |
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 | 17.44% | 11.13% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 10.81% | +9.12% |