EVUS vs. LCTD
EVUS (Ishares ESG Aware MSCI USA Value ETF) and LCTD (BlackRock World ex U.S. Carbon Transition Readiness ETF) are both exchange-traded funds - EVUS is a Large Cap Value Equities fund tracking the MSCI USA Value Extended ESG Focus Index - Benchmark TR Gross, while LCTD is a Alternative Energy Equities fund actively managed by BlackRock. EVUS is passively managed, while LCTD is actively managed. Over the past 3 years, EVUS returned 14.60%/yr vs 14.85%/yr for LCTD. Their 0.71 correlation means they have sometimes moved together and sometimes differently. EVUS charges 0.18%/yr vs 0.20%/yr for LCTD.
Performance
EVUS vs. LCTD - Performance Comparison
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Returns By Period
In the year-to-date period, EVUS achieves a 13.26% return, which is significantly higher than LCTD's 9.23% return.
EVUS
- 1D
- 0.00%
- 1M
- 1.24%
- 6M
- 8.62%
- YTD
- 13.26%
- 1Y
- 22.56%
- 3Y*
- 14.60%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.74%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $812.63K | $2.09M | $1.35M | |
| $325.83K | $398.66K | $1.75M |
EVUS vs. LCTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 13.26% | 13.31% | 14.23% | 3.68% |
LCTD BlackRock World ex U.S. Carbon Transition Readiness ETF | 9.23% | 30.42% | 3.14% | 6.82% |
Correlation
The correlation between EVUS and LCTD is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2023 | 0.71 |
The correlation between EVUS and LCTD has been stable across timeframes, ranging from 0.71 to 0.72 - a consistent structural relationship.
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Return for Risk
EVUS vs. LCTD — Risk / Return Rank
EVUS
LCTD
EVUS vs. LCTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares ESG Aware MSCI USA Value ETF (EVUS) 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.
| EVUS | LCTD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.73 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.01 | +0.76 |
| Martin ratioReturn relative to average drawdown | 11.74 | 6.99 | +4.75 |
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Drawdowns
EVUS vs. LCTD - Drawdown Comparison
The maximum EVUS drawdown since its inception was -15.65%, smaller than the maximum LCTD drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for EVUS and LCTD.
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Drawdown Indicators
| EVUS | LCTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.65% | -29.82% | +14.17% |
Max Drawdown (1Y)Largest decline over 1 year | -7.72% | -10.92% | +3.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -13.59% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.82% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.83% | +0.61% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -6.66% | +3.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.13% | -1.31% |
Volatility
EVUS vs. LCTD - Volatility Comparison
The current volatility for Ishares ESG Aware MSCI USA Value ETF (EVUS) is 2.85%, while BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) has a volatility of 4.39%. This indicates that EVUS 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
| EVUS | LCTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.85% | 4.39% | -1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 8.03% | 12.93% | -4.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.67% | 15.14% | -4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.62% | 16.22% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.62% | 16.05% | -3.43% |
EVUS vs. LCTD - Expense Ratio Comparison
EVUS has a 0.18% expense ratio, which is lower than LCTD's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EVUS vs. LCTD - Dividend Comparison
EVUS's dividend yield for the trailing twelve months is around 1.48%, less than LCTD's 3.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EVUS Ishares ESG Aware MSCI USA Value ETF | 1.48% | 1.62% | 1.99% | 2.31% | 0.00% | 0.00% |
LCTD BlackRock World ex U.S. Carbon Transition Readiness ETF | 3.32% | 3.61% | 3.74% | 3.16% | 3.52% | 2.20% |
Frequently Asked Questions
EVUS and LCTD have a correlation of 0.72, 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 EVUS (2.85%). In terms of maximum drawdown, EVUS dropped -15.65% vs LCTD's -29.82%.
On 3-year performance, LCTD leads with 14.85% vs 14.60% for EVUS. On fees, EVUS is cheaper at 0.18% per year. On volatility, EVUS has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, LCTD has performed better with a 14.85% return vs 14.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EVUS is cheaper with a 0.18% expense ratio, compared with 0.20% for LCTD.
LCTD has the higher dividend yield at 3.32%, compared with 1.48% for EVUS.
EVUS is categorized as Large Cap Value Equities, while LCTD is Alternative Energy Equities. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.18% for EVUS and 0.20% for LCTD.
EVUS currently has the higher Sharpe Ratio (2.01 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.
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