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CCORCore Alternative ETF

Get incomeDiversifier#147 of 228 for Diversifier

Seeks capital appreciation and preservation with low correlation to the broader U.S. equity market.

Core Alternative Capital · Since 2017 (8 years)

Annual Cost

1.29%

#5062 out of 5,332 ETFs

Fund Size

$32M

#3761 out of 5,332 ETFs

Dividend Yield

1.07%

Track Record

8 years

#1591 out of 5,332 ETFs

Performance

1 Year

-4.6%

3 Years

-2.9%

5 Years

-1.4%

What's inside

Asset class
Strategy
option income

Asset allocation

Stocks
98.4%
Cash
1.1%
Other
0.5%

Top holdings

Alphabet Inc Class AGOOGL5.0%
Johnson & JohnsonJNJ4.4%
Exxon Mobil CorpXOM4.3%
Chevron CorpCVX4.2%
Morgan StanleyMS4.1%
Walmart IncWMT3.7%
Air Products and Chemicals IncAPD3.5%
Chubb LtdCB3.4%
CME Group Inc Class ACME3.4%
Lockheed Martin CorpLMT3.2%

Risk profile

Volatility (1Y)

7.0%

Moderate

Max drawdown

-23.0%

Worst peak-to-trough loss

Sharpe (3Y)

-0.60

Below average

Sortino (3Y)

-0.91

Moderate downside risk

Similar ETFs

Our take

Structural notes on how this fund behaves. Read our guide on the 6 warning signs.

Covered call
Warning

Covered call ETF — yield ≠ total return

The high distribution yield is not free income — it comes from selling upside via call options. Research finds these strategies systematically underperform their underlying index over full cycles, typically by 100–300 basis points per year depending on the option-overlay design. The monthly distributions make the shortfall hard to see in return summaries.

Source: Israelov & Ndong, 'A Devil's Bargain: When Generating Income Undermines Investment Returns' (NDVR, 2023)

Why we flagged this: strategy=option_income + option_income_strategy

Educational analysis of structural product characteristics. Not investment advice. Always read the fund prospectus and consult a qualified advisor before investing. More

Data updated on 2026-05-05