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LCR vs. USMV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCR vs. USMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Core ETF (LCR) and iShares MSCI USA Min Vol Factor ETF (USMV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LCR achieves a 3.25% return, which is significantly higher than USMV's 1.14% return.


LCR

1D
-0.69%
1M
0.26%
YTD
3.25%
6M
2.71%
1Y
12.29%
3Y*
10.58%
5Y*
6.68%
10Y*

USMV

1D
0.29%
1M
-2.10%
YTD
1.14%
6M
0.51%
1Y
3.59%
3Y*
10.93%
5Y*
7.02%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCR vs. USMV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LCR
Leuthold Core ETF
3.25%12.43%8.68%12.80%-7.58%12.12%13.56%
USMV
iShares MSCI USA Min Vol Factor ETF
1.14%7.65%15.74%10.33%-9.43%20.85%5.54%

Correlation

The correlation between LCR and USMV is 0.62, 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

0.62

Correlation (3Y)
Calculated over the trailing 3-year period

0.69

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 6, 2020

0.74

The correlation between LCR and USMV shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LCR vs. USMV — Risk / Return Rank

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

LCR
LCR Risk / Return Rank: 4848
Overall Rank
LCR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LCR Sortino Ratio Rank: 4949
Sortino Ratio Rank
LCR Omega Ratio Rank: 4747
Omega Ratio Rank
LCR Calmar Ratio Rank: 4444
Calmar Ratio Rank
LCR Martin Ratio Rank: 5252
Martin Ratio Rank

USMV
USMV Risk / Return Rank: 1515
Overall Rank
USMV Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
USMV Sortino Ratio Rank: 1313
Sortino Ratio Rank
USMV Omega Ratio Rank: 1313
Omega Ratio Rank
USMV Calmar Ratio Rank: 1515
Calmar Ratio Rank
USMV Martin Ratio Rank: 1717
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.

LCR vs. USMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and iShares MSCI USA Min Vol Factor ETF (USMV). 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.


LCRUSMVDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.28

1.08

+0.21

Calmar ratioReturn relative to maximum drawdown

2.05

0.56

+1.49

Martin ratioReturn relative to average drawdown

8.34

1.82

+6.52

LCR vs. USMV - Sharpe Ratio Comparison

The current LCR Sharpe Ratio is 1.57, which is higher than the USMV Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of LCR and USMV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LCR vs. USMV - Drawdown Comparison

The maximum LCR drawdown since its inception was -17.44%, smaller than the maximum USMV drawdown of -33.10%. Use the drawdown chart below to compare losses from any high point for LCR and USMV.


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Drawdown Indicators


LCRUSMVDifference

Max Drawdown

Largest peak-to-trough decline

-17.44%

-33.10%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-6.02%

-6.46%

+0.44%

Max Drawdown (3Y)

Largest decline over 3 years

-8.59%

-9.36%

+0.77%

Max Drawdown (5Y)

Largest decline over 5 years

-13.40%

-17.93%

+4.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.10%

Current Drawdown

Current decline from peak

-1.31%

-2.63%

+1.32%

Average Drawdown

Average peak-to-trough decline

-2.82%

-2.87%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.48%

1.98%

-0.50%

Volatility

LCR vs. USMV - Volatility Comparison

Leuthold Core ETF (LCR) has a higher volatility of 2.91% compared to iShares MSCI USA Min Vol Factor ETF (USMV) at 2.63%. This indicates that LCR's price experiences larger fluctuations and is considered to be riskier than USMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCRUSMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.91%

2.63%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

6.43%

6.14%

+0.29%

Volatility (1Y)

Calculated over the trailing 1-year period

7.89%

8.60%

-0.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.08%

12.35%

-3.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.40%

14.51%

-3.11%

LCR vs. USMV - Expense Ratio Comparison

LCR has a 0.79% expense ratio, which is higher than USMV's 0.15% expense ratio.


Dividends

LCR vs. USMV - Dividend Comparison

LCR's dividend yield for the trailing twelve months is around 1.33%, less than USMV's 1.53% yield.


PositionTTM20252024202320222021202020192018201720162015
LCR
Leuthold Core ETF
1.33%1.37%1.86%1.60%0.75%0.21%0.62%0.00%0.00%0.00%0.00%0.00%
USMV
iShares MSCI USA Min Vol Factor ETF
1.53%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%

Frequently Asked Questions


LCR and USMV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LCR has higher volatility (2.91%) compared to USMV (2.63%). In terms of maximum drawdown, LCR dropped -17.44% vs USMV's -33.10%.

On 5-year performance, USMV leads with 7.02% vs 6.68% for LCR. On fees, USMV is cheaper at 0.15% per year. On volatility, USMV has been the lower-risk option at 2.63%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USMV has performed better with a 7.02% return vs 6.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USMV is cheaper with a 0.15% expense ratio, compared with 0.79% for LCR.

USMV has the higher dividend yield at 1.53%, compared with 1.33% for LCR.

LCR is categorized as Diversified Portfolio, while USMV is Large Cap Blend Equities. They also come from different issuers: The Leuthold Group LLC and iShares. Their fees differ too: 0.79% for LCR and 0.15% for USMV.

LCR currently has the higher Sharpe Ratio (1.57 vs 0.42), 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.

Portfolio Optimizer

Find the right allocation for LCR and USMV

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