iShares International Country Rotation Active ETF

10-Year Study

CORO.US · · US · ETF

Executive Summary: iShares International Country Rotation Active ETF has compounded at 35.7% annually over the last 10 years, with a maximum drawdown of 7.8% and an annualized volatility of 31.0%.

1Y CAGR
+33.7%
3Y CAGR
+35.7%
5Y CAGR
+35.7%
10Y CAGR
+35.7%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
7.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +35.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 11.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.15.7-7.87.4————————11.2%
20253.82.20.33.05.04.0-0.74.33.92.00.32.535.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.8% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-12-0110000
2025-01-0110383.629090163093
2025-02-0110610.777566225104
2025-03-0110638.118637129046
2025-04-0110959.492311173759
2025-05-0111502.544920346287
2025-06-0111964.414317559922
2025-07-0111879.120657691567
2025-08-0112394.8479511569
2025-09-0112874.889723988026
2025-10-0113137.850591479108
2025-11-0113175.658088349008
2025-12-0113509.873906185101
2026-01-0114335.464458639415
2026-02-0115155.40443465669
2026-03-0113978.53467548814
2026-04-0115016.284256254792
Annual Return Matrix
YearAnnual Return
20250.35098739061851014
20260.11150439748960395
Total Factor Risk
0.3099446133906733
VTI.US Exposure
-0.1313233063962998
VEA.US Exposure
-0.04974748866385293
VWO.US Exposure
0.13442684859737808
QQQ.US Exposure
0.11367510256323445
VTV.US Exposure
0.1872500896159819
IJR.US Exposure
-0.06256429346631277
QUAL.US Exposure
0.053904419166993824
SHV.US Exposure
0.5783756872728396
TLT.US Exposure
-0.0010310550497404365
LQD.US Exposure
-0.018364176150886088
HYG.US Exposure
0.02153240897890611
GLD.US Exposure
0.005725124640919415
USO.US Exposure
0.0028834946490067476
VNQ.US Exposure
0.10701486602601369
BTC-USD.CC Exposure
-0.0009158429669901684
CPER.US Exposure
-0.012881897291528591
VIX.INDX Exposure
0.04130162203530192
UUP.US Exposure
0.02363192756170693
TIP.US Exposure
0.006946442641779936
Idiosyncratic Exposure
0.00016002623554816164
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →13.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.19%
Market Cap$64.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares International Country Rotation Active ETF a high-risk investment?

iShares International Country Rotation Active ETF (CORO.US) has an annualized volatility of 31.0% and experienced a maximum drawdown of 7.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CORO.US?

Over the past 10 years, CORO.US has generated a Compound Annual Growth Rate (CAGR) of 35.7%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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