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SUSL vs. CCOR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SUSL vs. CCOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG MSCI USA Leaders ETF (SUSL) and Core Alternative ETF (CCOR). The values are adjusted to include any dividend payments, if applicable.

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SUSL vs. CCOR - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

SUSL
SUSL Risk / Return Rank: 6767
Overall Rank
SUSL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SUSL Sortino Ratio Rank: 6767
Sortino Ratio Rank
SUSL Omega Ratio Rank: 6666
Omega Ratio Rank
SUSL Calmar Ratio Rank: 7171
Calmar Ratio Rank
SUSL Martin Ratio Rank: 7070
Martin Ratio Rank

CCOR
CCOR Risk / Return Rank: 99
Overall Rank
CCOR Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CCOR Sortino Ratio Rank: 88
Sortino Ratio Rank
CCOR Omega Ratio Rank: 88
Omega Ratio Rank
CCOR Calmar Ratio Rank: 99
Calmar Ratio Rank
CCOR Martin Ratio Rank: 99
Martin Ratio Rank
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.

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.


SUSLCCORDifference

Sharpe ratio

Return per unit of total volatility

1.09

-0.14

+1.23

Sortino ratio

Return per unit of downside risk

1.65

-0.14

+1.79

Omega ratio

Gain probability vs. loss probability

1.24

0.98

+0.26

Calmar ratio

Return relative to maximum drawdown

1.77

-0.19

+1.96

Martin ratio

Return relative to average drawdown

7.04

-0.35

+7.39

SUSL vs. CCOR - Sharpe Ratio Comparison

The current SUSL Sharpe Ratio is 1.09, which is higher than the CCOR Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of SUSL and CCOR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SUSLCCORDifference

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.


TTM202520242023202220212020201920182017
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


SUSLCCORDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.67%

-17.23%

+8.56%

Average Drawdown

Average peak-to-trough decline

-5.81%

-7.07%

+1.26%

Ulcer Index

Depth 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


SUSLCCORDifference

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%