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ERTH vs. LCTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ERTH vs. LCTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Sustainable Future ETF (ERTH) 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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ERTH vs. LCTD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ERTH
Invesco MSCI Sustainable Future ETF
0.63%18.47%-13.56%0.12%-27.59%2.46%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
1.14%30.42%3.14%17.10%-16.16%4.36%

Returns By Period

In the year-to-date period, ERTH achieves a 0.63% return, which is significantly lower than LCTD's 1.14% return.


ERTH

1D
3.12%
1M
-1.76%
YTD
0.63%
6M
0.08%
1Y
23.97%
3Y*
0.09%
5Y*
-5.43%
10Y*
7.19%

LCTD

1D
3.15%
1M
-7.73%
YTD
1.14%
6M
5.65%
1Y
24.28%
3Y*
13.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ERTH vs. LCTD - Expense Ratio Comparison

ERTH has a 0.55% expense ratio, which is higher than LCTD's 0.20% expense ratio.


Return for Risk

ERTH vs. LCTD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ERTH
ERTH Risk / Return Rank: 6969
Overall Rank
ERTH Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ERTH Sortino Ratio Rank: 7171
Sortino Ratio Rank
ERTH Omega Ratio Rank: 6363
Omega Ratio Rank
ERTH Calmar Ratio Rank: 7171
Calmar Ratio Rank
ERTH Martin Ratio Rank: 7272
Martin Ratio Rank

LCTD
LCTD Risk / Return Rank: 7878
Overall Rank
LCTD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LCTD Sortino Ratio Rank: 7979
Sortino Ratio Rank
LCTD Omega Ratio Rank: 7777
Omega Ratio Rank
LCTD Calmar Ratio Rank: 7979
Calmar Ratio Rank
LCTD Martin Ratio Rank: 7777
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ERTH vs. LCTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Sustainable Future ETF (ERTH) 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.


ERTHLCTDDifference

Sharpe ratio

Return per unit of total volatility

1.18

1.43

-0.25

Sortino ratio

Return per unit of downside risk

1.79

2.00

-0.21

Omega ratio

Gain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratio

Return relative to maximum drawdown

1.81

2.13

-0.32

Martin ratio

Return relative to average drawdown

7.31

8.08

-0.77

ERTH vs. LCTD - Sharpe Ratio Comparison

The current ERTH Sharpe Ratio is 1.18, which is comparable to the LCTD Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ERTH and LCTD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ERTHLCTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

1.43

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.43

-0.24

Correlation

The correlation between ERTH and LCTD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ERTH vs. LCTD - Dividend Comparison

ERTH's dividend yield for the trailing twelve months is around 1.48%, less than LCTD's 3.57% yield.


TTM20252024202320222021202020192018201720162015
ERTH
Invesco MSCI Sustainable Future ETF
1.48%1.46%1.00%1.28%1.22%15.33%0.21%0.71%0.61%0.87%1.06%0.79%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.57%3.61%3.74%3.16%3.52%2.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ERTH vs. LCTD - Drawdown Comparison

The maximum ERTH drawdown since its inception was -64.45%, which is greater than LCTD's maximum drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for ERTH and LCTD.


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Drawdown Indicators


ERTHLCTDDifference

Max Drawdown

Largest peak-to-trough decline

-64.45%

-29.82%

-34.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-10.92%

-1.86%

Max Drawdown (5Y)

Largest decline over 5 years

-51.72%

Max Drawdown (10Y)

Largest decline over 10 years

-51.72%

Current Drawdown

Current decline from peak

-32.20%

-7.95%

-24.25%

Average Drawdown

Average peak-to-trough decline

-21.40%

-6.91%

-14.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.17%

2.88%

+0.29%

Volatility

ERTH vs. LCTD - Volatility Comparison

Invesco MSCI Sustainable Future ETF (ERTH) and BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) have volatilities of 7.21% and 7.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERTHLCTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

7.53%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.59%

10.99%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.47%

17.08%

+3.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.91%

16.02%

+6.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.63%

16.02%

+6.61%