LCR vs. IYLD
LCR (Leuthold Core ETF) and IYLD (iShares Morningstar Multi-Asset Income ETF) are both Diversified Portfolio funds. LCR is actively managed, while IYLD is passively managed. Over the past 5 years, LCR returned 6.85%/yr vs 3.26%/yr for IYLD. A 0.69 correlation means they provide meaningful diversification when combined. LCR charges 0.79%/yr vs 0.60%/yr for IYLD.
Performance
LCR vs. IYLD - Performance Comparison
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Returns By Period
In the year-to-date period, LCR achieves a 3.66% return, which is significantly lower than IYLD's 5.44% return.
LCR
- 1D
- -0.30%
- 1M
- -0.64%
- 6M
- 2.28%
- YTD
- 3.66%
- 1Y
- 10.97%
- 3Y*
- 9.58%
- 5Y*
- 6.85%
- 10Y*
- —
IYLD
- 1D
- -0.20%
- 1M
- 0.10%
- 6M
- 3.70%
- YTD
- 5.44%
- 1Y
- 12.79%
- 3Y*
- 9.74%
- 5Y*
- 3.26%
- 10Y*
- 3.78%
LCR vs. IYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | 3.66% | 12.43% | 8.68% | 12.80% | -7.58% | 12.12% | 13.56% |
IYLD iShares Morningstar Multi-Asset Income ETF | 5.44% | 15.44% | 2.00% | 12.55% | -16.80% | 3.37% | -1.49% |
Correlation
The correlation between LCR and IYLD is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2020 | 0.69 |
The correlation between LCR and IYLD has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
LCR vs. IYLD — Risk / Return Rank
LCR
IYLD
LCR vs. IYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and iShares Morningstar Multi-Asset Income ETF (IYLD). 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.
| LCR | IYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.43 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.77 | -0.94 |
| Martin ratioReturn relative to average drawdown | 7.41 | 10.85 | -3.43 |
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Drawdowns
LCR vs. IYLD - Drawdown Comparison
The maximum LCR drawdown since its inception was -17.44%, smaller than the maximum IYLD drawdown of -30.23%. Use the drawdown chart below to compare losses from any high point for LCR and IYLD.
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Drawdown Indicators
| LCR | IYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.44% | -30.23% | +12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.02% | -4.63% | -1.39% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -5.20% | -3.39% |
Max Drawdown (5Y)Largest decline over 5 years | -13.40% | -22.57% | +9.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.23% | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.27% | -0.65% |
Average DrawdownAverage peak-to-trough decline | -2.80% | -4.50% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 1.18% | +0.30% |
Volatility
LCR vs. IYLD - Volatility Comparison
Leuthold Core ETF (LCR) has a higher volatility of 1.73% compared to iShares Morningstar Multi-Asset Income ETF (IYLD) at 1.06%. This indicates that LCR's price experiences larger fluctuations and is considered to be riskier than IYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCR | IYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.73% | 1.06% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 6.37% | 4.79% | +1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.82% | 5.75% | +2.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.06% | 7.87% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.35% | 9.54% | +1.81% |
LCR vs. IYLD - Expense Ratio Comparison
LCR has a 0.79% expense ratio, which is higher than IYLD's 0.60% expense ratio.
Dividends
LCR vs. IYLD - Dividend Comparison
LCR's dividend yield for the trailing twelve months is around 1.32%, less than IYLD's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYLD iShares Morningstar Multi-Asset Income ETF | 4.62% | 4.72% | 5.32% | 5.76% | 5.45% | 3.47% | 4.38% | 5.25% | 5.78% | 4.22% | 4.84% | 5.26% |
LCR Leuthold Core ETF | 1.32% | 1.37% | 1.86% | 1.60% | 0.75% | 0.21% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCR and IYLD have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LCR has higher volatility (1.73%) compared to IYLD (1.06%). In terms of maximum drawdown, LCR dropped -17.44% vs IYLD's -30.23%.
On 5-year performance, LCR leads with 6.85% vs 3.26% for IYLD. On fees, IYLD is cheaper at 0.60% per year. On volatility, IYLD has been the lower-risk option at 1.06%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LCR has performed better with a 6.85% return vs 3.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IYLD is cheaper with a 0.60% expense ratio, compared with 0.79% for LCR.
IYLD has the higher dividend yield at 4.62%, compared with 1.32% for LCR.
They also come from different issuers: The Leuthold Group LLC and iShares. Their fees differ too: 0.79% for LCR and 0.60% for IYLD.
IYLD currently has the higher Sharpe Ratio (2.23 vs 1.41), 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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