LCR vs. IYLD
Compare and contrast key facts about Leuthold Core ETF (LCR) and iShares Morningstar Multi-Asset Income ETF (IYLD).
LCR and IYLD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCR is an actively managed fund by The Leuthold Group LLC. It was launched on Jan 6, 2020. IYLD is a passively managed fund by iShares that tracks the performance of the Morningstar Multi-Asset High Income Index. It was launched on Apr 5, 2012.
Performance
LCR vs. IYLD - Performance Comparison
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LCR vs. IYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | -2.16% | 12.43% | 8.68% | 12.80% | -7.58% | 12.12% | 13.28% |
IYLD iShares Morningstar Multi-Asset Income ETF | 1.98% | 15.44% | 2.00% | 12.55% | -16.80% | 3.37% | -1.22% |
Returns By Period
In the year-to-date period, LCR achieves a -2.16% return, which is significantly lower than IYLD's 1.98% return.
LCR
- 1D
- 1.65%
- 1M
- -4.26%
- YTD
- -2.16%
- 6M
- -0.55%
- 1Y
- 10.25%
- 3Y*
- 9.58%
- 5Y*
- 6.14%
- 10Y*
- —
IYLD
- 1D
- 1.07%
- 1M
- -2.98%
- YTD
- 1.98%
- 6M
- 4.60%
- 1Y
- 13.49%
- 3Y*
- 9.83%
- 5Y*
- 3.40%
- 10Y*
- 3.99%
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LCR vs. IYLD - Expense Ratio Comparison
LCR has a 0.79% expense ratio, which is higher than IYLD's 0.60% expense ratio.
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.
| LCR | IYLD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 1.99 | -0.86 |
Sortino ratioReturn per unit of downside risk | 1.66 | 2.72 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.41 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 2.89 | -1.14 |
Martin ratioReturn relative to average drawdown | 6.96 | 11.00 | -4.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LCR | IYLD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.14 | 1.99 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.44 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.48 | +0.19 |
Correlation
The correlation between LCR and IYLD is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
LCR vs. IYLD - Dividend Comparison
LCR's dividend yield for the trailing twelve months is around 1.40%, less than IYLD's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | 1.40% | 1.37% | 1.86% | 1.60% | 0.75% | 0.21% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IYLD iShares Morningstar Multi-Asset Income ETF | 4.61% | 4.72% | 5.32% | 5.76% | 5.45% | 3.47% | 4.38% | 5.25% | 5.78% | 4.22% | 4.84% | 5.26% |
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 (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 | -4.47% | -3.36% | -1.11% |
Average DrawdownAverage peak-to-trough decline | -2.89% | -4.58% | +1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 1.22% | +0.30% |
Volatility
LCR vs. IYLD - Volatility Comparison
Leuthold Core ETF (LCR) has a higher volatility of 3.51% compared to iShares Morningstar Multi-Asset Income ETF (IYLD) at 2.83%. 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 | 3.51% | 2.83% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 4.52% | +1.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.06% | 6.79% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.08% | 7.84% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.49% | 9.56% | +1.93% |