EFFE vs. LCTU
EFFE (Harbor Osmosis Emerging Markets Resource Efficient ETF) and LCTU (BlackRock U.S. Carbon Transition Readiness ETF) are both exchange-traded funds - EFFE is a Sustainable fund actively managed by Harbor, while LCTU is a ESG fund actively managed by BlackRock. Both are actively managed. Over the past year, EFFE returned 19.17% vs 19.58% for LCTU. Their 0.65 correlation means they have sometimes moved together and sometimes differently. EFFE charges 0.69%/yr vs 0.15%/yr for LCTU.
Performance
EFFE vs. LCTU - Performance Comparison
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Returns By Period
In the year-to-date period, EFFE achieves a 11.61% return, which is significantly higher than LCTU's 8.70% return.
EFFE
- 1D
- 0.77%
- 1M
- -4.37%
- 6M
- 6.84%
- YTD
- 11.61%
- 1Y
- 19.17%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 20.73%
LCTU
- 1D
- 0.50%
- 1M
- 0.00%
- 6M
- 7.81%
- YTD
- 8.70%
- 1Y
- 19.58%
- 3Y*
- 18.15%
- 5Y*
- 11.42%
- 10Y*
- —
- ALL TIME*
- 12.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.17K | $1.26K | $7.55K | |
| $1.76M | $15.41M | $7.11M |
EFFE vs. LCTU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EFFE Harbor Osmosis Emerging Markets Resource Efficient ETF | 11.61% | 22.42% | -0.84% |
LCTU BlackRock U.S. Carbon Transition Readiness ETF | 8.70% | 16.96% | 0.23% |
Correlation
The correlation between EFFE and LCTU is 0.69, 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. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2024 | 0.65 |
The correlation between EFFE and LCTU has been stable across timeframes, ranging from 0.65 to 0.69 - a consistent structural relationship.
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Return for Risk
EFFE vs. LCTU — Risk / Return Rank
EFFE
LCTU
EFFE vs. LCTU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) and BlackRock U.S. Carbon Transition Readiness ETF (LCTU). 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.
| EFFE | LCTU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.24 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.17 | 1.88 | -0.72 |
| Martin ratioReturn relative to average drawdown | 3.57 | 7.95 | -4.38 |
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Drawdowns
EFFE vs. LCTU - Drawdown Comparison
The maximum EFFE drawdown since its inception was -16.31%, smaller than the maximum LCTU drawdown of -25.93%. Use the drawdown chart below to compare losses from any high point for EFFE and LCTU.
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Drawdown Indicators
| EFFE | LCTU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.31% | -25.93% | +9.62% |
Max Drawdown (1Y)Largest decline over 1 year | -16.31% | -9.38% | -6.93% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.83% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.93% | — |
Current DrawdownCurrent decline from peak | -13.78% | -1.26% | -12.52% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -6.17% | +3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 2.22% | +3.11% |
Volatility
EFFE vs. LCTU - Volatility Comparison
Harbor Osmosis Emerging Markets Resource Efficient ETF (EFFE) has a higher volatility of 8.08% compared to BlackRock U.S. Carbon Transition Readiness ETF (LCTU) at 3.28%. This indicates that EFFE's price experiences larger fluctuations and is considered to be riskier than LCTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EFFE | LCTU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 3.28% | +4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 10.17% | +11.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.94% | 13.02% | +10.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.79% | 17.22% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 16.92% | +4.87% |
EFFE vs. LCTU - Expense Ratio Comparison
EFFE has a 0.69% expense ratio, which is higher than LCTU's 0.15% expense ratio.
Dividends
EFFE vs. LCTU - Dividend Comparison
EFFE's dividend yield for the trailing twelve months is around 4.21%, more than LCTU's 0.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EFFE Harbor Osmosis Emerging Markets Resource Efficient ETF | 4.21% | 4.69% | 0.00% | 0.00% | 0.00% | 0.00% |
LCTU BlackRock U.S. Carbon Transition Readiness ETF | 0.96% | 1.02% | 1.27% | 1.46% | 1.63% | 2.20% |
Frequently Asked Questions
EFFE and LCTU have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EFFE has higher volatility (8.08%) compared to LCTU (3.28%). In terms of maximum drawdown, EFFE dropped -16.31% vs LCTU's -25.93%.
On 1-year performance, LCTU leads with 19.58% vs 19.17% for EFFE. On fees, LCTU is cheaper at 0.15% per year. On volatility, LCTU has been the lower-risk option at 3.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, LCTU has performed better with a 19.58% return vs 19.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LCTU is cheaper with a 0.15% expense ratio, compared with 0.69% for EFFE.
EFFE has the higher dividend yield at 4.21%, compared with 0.96% for LCTU.
EFFE is categorized as Sustainable, while LCTU is ESG. They also come from different issuers: Harbor and BlackRock. Their fees differ too: 0.69% for EFFE and 0.15% for LCTU.
LCTU currently has the higher Sharpe Ratio (1.36 vs 0.80), 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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