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BIRIX vs. LCTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIRIX vs. LCTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BIRIX achieves a 11.23% return, which is significantly higher than LCTD's 9.23% return.


BIRIX

1D
2.04%
1M
-0.42%
6M
9.83%
YTD
11.23%
1Y
24.34%
3Y*
19.33%
5Y*
11.83%
10Y*
14.94%
ALL TIME*
15.09%

LCTD

1D
-0.83%
1M
1.33%
6M
4.65%
YTD
9.23%
1Y
22.36%
3Y*
14.85%
5Y*
7.67%
10Y*
ALL TIME*
8.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$325.83K$398.66K$1.75M

BIRIX vs. LCTD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
11.23%18.97%21.83%25.55%-19.73%17.04%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
9.23%30.42%3.14%17.10%-16.16%4.48%

Correlation

The correlation between BIRIX and LCTD is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2021

0.76

The correlation between BIRIX and LCTD has been stable across timeframes, ranging from 0.72 to 0.78 - a consistent structural relationship.

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Return for Risk

BIRIX vs. LCTD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BIRIX
BIRIX Risk / Return Rank: 7373
Overall Rank
BIRIX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
BIRIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
BIRIX Omega Ratio Rank: 6464
Omega Ratio Rank
BIRIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BIRIX Martin Ratio Rank: 8787
Martin Ratio Rank

LCTD
LCTD Risk / Return Rank: 6060
Overall Rank
LCTD Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LCTD Sortino Ratio Rank: 6363
Sortino Ratio Rank
LCTD Omega Ratio Rank: 6060
Omega Ratio Rank
LCTD Calmar Ratio Rank: 5757
Calmar Ratio Rank
LCTD Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BIRIX vs. LCTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) and BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BIRIXLCTDDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.20

Omega ratioGain probability vs. loss probability

1.29

1.26

+0.03

Calmar ratioReturn relative to maximum drawdown

2.58

2.01

+0.57

Martin ratioReturn relative to average drawdown

11.30

6.99

+4.31

BIRIX vs. LCTD - Sharpe Ratio Comparison

The current BIRIX Sharpe Ratio is 1.63, which is comparable to the LCTD Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of BIRIX and LCTD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BIRIX vs. LCTD - Drawdown Comparison

The maximum BIRIX drawdown since its inception was -34.67%, which is greater than LCTD's maximum drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for BIRIX and LCTD.


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Drawdown Indicators


BIRIXLCTDDifference

Max Drawdown

Largest peak-to-trough decline

-34.67%

-29.82%

-4.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.46%

-10.92%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-20.97%

-13.59%

-7.38%

Max Drawdown (5Y)

Largest decline over 5 years

-25.88%

-29.82%

+3.94%

Max Drawdown (10Y)

Largest decline over 10 years

-34.67%

Current Drawdown

Current decline from peak

-1.83%

-0.83%

-1.00%

Average Drawdown

Average peak-to-trough decline

-4.90%

-6.66%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

3.13%

-1.20%

Volatility

BIRIX vs. LCTD - Volatility Comparison

The current volatility for BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) is 3.77%, while BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) has a volatility of 4.39%. This indicates that BIRIX experiences smaller price fluctuations and is considered to be less risky than LCTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIRIXLCTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.77%

4.39%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.63%

12.93%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

15.14%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.71%

16.22%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

16.05%

+3.01%

BIRIX vs. LCTD - Expense Ratio Comparison

BIRIX has a 0.48% expense ratio, which is higher than LCTD's 0.20% expense ratio.


Dividends

BIRIX vs. LCTD - Dividend Comparison

BIRIX's dividend yield for the trailing twelve months is around 8.52%, more than LCTD's 3.32% yield.


PositionTTM2025202420232022202120202019201820172016
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
8.52%6.51%15.58%1.01%1.22%5.79%3.69%2.95%8.26%4.89%2.78%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.32%3.61%3.74%3.16%3.52%2.20%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BIRIX and LCTD 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.

LCTD has higher volatility (4.39%) compared to BIRIX (3.77%). In terms of maximum drawdown, BIRIX dropped -34.67% vs LCTD's -29.82%.

BIRIX currently has the higher Sharpe Ratio (1.63 vs 1.45), 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.

Portfolio Optimizer

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