FEUS vs. BLCR

Last updated Jun 4, 2026

FEUS (FlexShares ESG & Climate US Large Cap Core Index Fund) and BLCR (Blackrock Large Cap Core ETF) are both Large Cap Blend Equities funds. FEUS is passively managed, while BLCR is actively managed. Over the past year, FEUS returned 26.25% vs 47.09% for BLCR. Their correlation of 0.89 suggests significant overlap in exposure. FEUS charges 0.09%/yr vs 0.36%/yr for BLCR.

Performance

FEUS vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FEUS achieves a 10.28% return, which is significantly lower than BLCR's 19.56% return.

FEUS

• 1D: -0.77%
• 1M: 5.74%
• YTD: 10.28%
• 6M: 10.59%
• 1Y: 26.25%
• 3Y*: 20.38%
• 5Y*: —
• 10Y*: —

BLCR

• 1D: -0.33%
• 1M: 6.16%
• YTD: 19.56%
• 6M: 21.53%
• 1Y: 47.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FEUS vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	10.28%	14.67%	23.10%	15.53%
BLCR Blackrock Large Cap Core ETF	19.56%	30.93%	17.07%	14.18%

Correlation

The correlation between FEUS and BLCR is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023	0.89

The correlation between FEUS and BLCR has been stable across timeframes, ranging from 0.86 to 0.89 - a consistent structural relationship.

FEUS vs. BLCR - Sectors Allocation Comparison

Sectors	FEUS	BLCR
Technology	35.2%	35.7%
Financial Services	11.9%	12.1%
Communication Services	11.1%	11.0%
Consumer Cyclical	10.6%	10.9%
Healthcare	8.6%	7.6%
Industrials	8.6%	13.5%
Consumer Defensive	4.6%	-
Energy	3.7%	2.2%
Real Estate	2.2%	-
Utilities	1.9%	1.6%
Basic Materials	1.6%	2.2%

Return for Risk

FEUS vs. BLCR — Risk / Return Rank

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

FEUS

FEUS Risk / Return Rank: 64
FEUS Sharpe Ratio Rank: 67
FEUS Sortino Ratio Rank: 65
FEUS Omega Ratio Rank: 65
FEUS Calmar Ratio Rank: 57
FEUS Martin Ratio Rank: 65

BLCR

BLCR Risk / Return Rank: 87
BLCR Sharpe Ratio Rank: 89
BLCR Sortino Ratio Rank: 87
BLCR Omega Ratio Rank: 85
BLCR Calmar Ratio Rank: 84
BLCR Martin Ratio Rank: 91

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.

FEUS vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) and Blackrock Large Cap Core ETF (BLCR). 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.

	FEUS	BLCR	Difference
Sharpe ratio: Return per unit of total volatility	2.19	3.05	-0.86
Sortino ratio: Return per unit of downside risk	3.01	4.02	-1.01
Omega ratio: Gain probability vs. loss probability	1.39	1.52	-0.13
Calmar ratio: Return relative to maximum drawdown	2.76	4.61	-1.85
Martin ratio: Return relative to average drawdown	11.75	21.86	-10.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FEUS vs. BLCR - Sharpe Ratio Comparison

The current FEUS Sharpe Ratio is 2.19, which is comparable to the BLCR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of FEUS and BLCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FEUS	BLCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.19	3.05	-0.86
Sharpe Ratio (All Time) Calculated using the full available price history	0.74	1.90	-1.16

Drawdowns

FEUS vs. BLCR - Drawdown Comparison

The maximum FEUS drawdown since its inception was -25.31%, which is greater than BLCR's maximum drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for FEUS and BLCR.

Drawdown Indicators

	FEUS	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-25.31%	-21.29%	-4.02%
Max Drawdown (1Y) Largest decline over 1 year	-9.55%	-10.26%	+0.71%
Max Drawdown (3Y) Largest decline over 3 years	-19.47%	—	—
Current Drawdown Current decline from peak	-0.77%	-0.37%	-0.40%
Average Drawdown Average peak-to-trough decline	-6.35%	-2.19%	-4.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.24%	2.16%	+0.08%

Volatility

FEUS vs. BLCR - Volatility Comparison

The current volatility for FlexShares ESG & Climate US Large Cap Core Index Fund (FEUS) is 3.11%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 4.45%. This indicates that FEUS experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FEUS	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.11%	4.45%	-1.34%
Volatility (6M) Calculated over the trailing 6-month period	9.16%	12.24%	-3.08%
Volatility (1Y) Calculated over the trailing 1-year period	12.05%	15.54%	-3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.01%	17.47%	-0.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.01%	17.47%	-0.46%

FEUS vs. BLCR - Expense Ratio Comparison

FEUS has a 0.09% expense ratio, which is lower than BLCR's 0.36% expense ratio.

Dividends

FEUS vs. BLCR - Dividend Comparison

FEUS's dividend yield for the trailing twelve months is around 0.98%, more than BLCR's 0.23% yield.

Position	TTM	2025	2024	2023	2022	2021
BLCR Blackrock Large Cap Core ETF	0.23%	0.33%	0.75%	0.13%	0.00%	0.00%
FEUS FlexShares ESG & Climate US Large Cap Core Index Fund	0.98%	1.06%	1.15%	1.41%	1.48%	0.36%

Frequently Asked Questions

Can I hold both FEUS and BLCR in my portfolio?

FEUS and BLCR have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FEUS or BLCR?

BLCR has higher volatility (4.45%) compared to FEUS (3.11%). In terms of maximum drawdown, FEUS dropped -25.31% vs BLCR's -21.29%.

Which ETF is better, FEUS or BLCR?

On 1-year performance, BLCR leads with 47.09% vs 26.25% for FEUS. On fees, FEUS is cheaper at 0.09% per year. On volatility, FEUS has been the lower-risk option at 3.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FEUS or BLCR?

Over the 1-year period, BLCR has performed better with a 47.09% return vs 26.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FEUS or BLCR?

FEUS is cheaper with a 0.09% expense ratio, compared with 0.36% for BLCR.

Which ETF pays a higher dividend yield, FEUS or BLCR?

FEUS has the higher dividend yield at 0.98%, compared with 0.23% for BLCR.

What is the main difference between FEUS and BLCR?

They also come from different issuers: FlexShares and BlackRock. Their fees differ too: 0.09% for FEUS and 0.36% for BLCR.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (3.05 vs 2.19), 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.