XLSR vs. CORO
XLSR (SPDR SSGA US Sector Rotation ETF) and CORO (iShares International Country Rotation Active ETF) are both exchange-traded funds - XLSR is a Large Cap Growth Equities fund actively managed by State Street, while CORO is a Tactical Allocation fund actively managed by iShares. Both are actively managed. Over the past year, XLSR returned 25.83% vs 37.63% for CORO. A 0.74 correlation means they provide meaningful diversification when combined. XLSR charges 0.70%/yr vs 0.55%/yr for CORO.
Performance
XLSR vs. CORO - Performance Comparison
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Returns By Period
In the year-to-date period, XLSR achieves a 6.52% return, which is significantly lower than CORO's 17.91% return.
XLSR
- 1D
- -0.45%
- 1M
- 5.12%
- YTD
- 6.52%
- 6M
- 6.27%
- 1Y
- 25.83%
- 3Y*
- 17.65%
- 5Y*
- 10.06%
- 10Y*
- —
CORO
- 1D
- -0.87%
- 1M
- 6.02%
- YTD
- 17.91%
- 6M
- 20.41%
- 1Y
- 37.63%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XLSR vs. CORO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
XLSR SPDR SSGA US Sector Rotation ETF | 6.52% | 17.34% | -3.38% |
CORO iShares International Country Rotation Active ETF | 17.91% | 35.09% | -3.56% |
Correlation
The correlation between XLSR and CORO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2024 | 0.74 |
The correlation between XLSR and CORO has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
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Return for Risk
XLSR vs. CORO — Risk / Return Rank
XLSR
CORO
XLSR vs. CORO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSGA US Sector Rotation ETF (XLSR) and iShares International Country Rotation Active ETF (CORO). 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.
| XLSR | CORO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.45 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.35 | 3.36 | -1.01 |
| Martin ratioReturn relative to average drawdown | 10.44 | 13.43 | -2.99 |
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
| XLSR | CORO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 2.45 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 2.02 | -1.36 |
Drawdowns
XLSR vs. CORO - Drawdown Comparison
The maximum XLSR drawdown since its inception was -32.94%, which is greater than CORO's maximum drawdown of -14.13%. Use the drawdown chart below to compare losses from any high point for XLSR and CORO.
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Drawdown Indicators
| XLSR | CORO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.94% | -14.13% | -18.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -11.25% | +0.19% |
Max Drawdown (3Y)Largest decline over 3 years | -20.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | — | — |
Current DrawdownCurrent decline from peak | -0.45% | -0.87% | +0.42% |
Average DrawdownAverage peak-to-trough decline | -5.33% | -1.74% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.81% | -0.33% |
Volatility
XLSR vs. CORO - Volatility Comparison
The current volatility for SPDR SSGA US Sector Rotation ETF (XLSR) is 2.97%, while iShares International Country Rotation Active ETF (CORO) has a volatility of 5.41%. This indicates that XLSR experiences smaller price fluctuations and is considered to be less risky than CORO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XLSR | CORO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 5.41% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 9.23% | 13.21% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 15.44% | -3.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.08% | 16.66% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.04% | 16.66% | +3.38% |
XLSR vs. CORO - Expense Ratio Comparison
XLSR has a 0.70% expense ratio, which is higher than CORO's 0.55% expense ratio.
Dividends
XLSR vs. CORO - Dividend Comparison
XLSR's dividend yield for the trailing twelve months is around 0.52%, less than CORO's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CORO iShares International Country Rotation Active ETF | 2.72% | 3.20% | 1.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLSR SPDR SSGA US Sector Rotation ETF | 0.52% | 0.58% | 0.66% | 1.04% | 1.80% | 3.44% | 1.25% | 0.94% |
Frequently Asked Questions
XLSR and CORO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORO has higher volatility (5.41%) compared to XLSR (2.97%). In terms of maximum drawdown, XLSR dropped -32.94% vs CORO's -14.13%.
On 1-year performance, CORO leads with 37.63% vs 25.83% for XLSR. On fees, CORO is cheaper at 0.55% per year. On volatility, XLSR has been the lower-risk option at 2.97%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CORO has performed better with a 37.63% return vs 25.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CORO is cheaper with a 0.55% expense ratio, compared with 0.70% for XLSR.
CORO has the higher dividend yield at 2.72%, compared with 0.52% for XLSR.
XLSR is categorized as Large Cap Growth Equities, while CORO is Tactical Allocation. They also come from different issuers: State Street and iShares. Their fees differ too: 0.70% for XLSR and 0.55% for CORO.
CORO currently has the higher Sharpe Ratio (2.45 vs 2.12), 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.
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