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LCTD vs. BIRIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCTD and BIRIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

LCTD vs. BIRIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) and BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.55%
10.55%
LCTD
BIRIX

Key characteristics

Sharpe Ratio

LCTD:

0.60

BIRIX:

-0.29

Sortino Ratio

LCTD:

0.94

BIRIX:

-0.23

Omega Ratio

LCTD:

1.13

BIRIX:

0.96

Calmar Ratio

LCTD:

0.75

BIRIX:

-0.26

Martin Ratio

LCTD:

2.17

BIRIX:

-0.63

Ulcer Index

LCTD:

4.71%

BIRIX:

10.54%

Daily Std Dev

LCTD:

17.20%

BIRIX:

23.17%

Max Drawdown

LCTD:

-29.82%

BIRIX:

-34.67%

Current Drawdown

LCTD:

-1.05%

BIRIX:

-17.09%

Returns By Period

In the year-to-date period, LCTD achieves a 9.35% return, which is significantly higher than BIRIX's -6.18% return.


LCTD

YTD

9.35%

1M

1.24%

6M

4.11%

1Y

9.97%

5Y*

N/A

10Y*

N/A

BIRIX

YTD

-6.18%

1M

-2.74%

6M

-9.55%

1Y

-7.06%

5Y*

10.21%

10Y*

N/A

*Annualized

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LCTD vs. BIRIX - Expense Ratio Comparison

LCTD has a 0.20% expense ratio, which is lower than BIRIX's 0.48% expense ratio.


Expense ratio chart for BIRIX: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIRIX: 0.48%
Expense ratio chart for LCTD: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LCTD: 0.20%

Risk-Adjusted Performance

LCTD vs. BIRIX — Risk-Adjusted Performance Rank

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

LCTD
The Risk-Adjusted Performance Rank of LCTD is 6666
Overall Rank
The Sharpe Ratio Rank of LCTD is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of LCTD is 6565
Sortino Ratio Rank
The Omega Ratio Rank of LCTD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of LCTD is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LCTD is 6363
Martin Ratio Rank

BIRIX
The Risk-Adjusted Performance Rank of BIRIX is 1010
Overall Rank
The Sharpe Ratio Rank of BIRIX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BIRIX is 1111
Sortino Ratio Rank
The Omega Ratio Rank of BIRIX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BIRIX is 77
Calmar Ratio Rank
The Martin Ratio Rank of BIRIX is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCTD vs. BIRIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) and BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX). 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.


The chart of Sharpe ratio for LCTD, currently valued at 0.60, compared to the broader market-1.000.001.002.003.004.00
LCTD: 0.60
BIRIX: -0.29
The chart of Sortino ratio for LCTD, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.00
LCTD: 0.94
BIRIX: -0.23
The chart of Omega ratio for LCTD, currently valued at 1.13, compared to the broader market0.501.001.502.00
LCTD: 1.13
BIRIX: 0.96
The chart of Calmar ratio for LCTD, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.0012.00
LCTD: 0.75
BIRIX: -0.26
The chart of Martin ratio for LCTD, currently valued at 2.17, compared to the broader market0.0020.0040.0060.00
LCTD: 2.17
BIRIX: -0.63

The current LCTD Sharpe Ratio is 0.60, which is higher than the BIRIX Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of LCTD and BIRIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.60
-0.29
LCTD
BIRIX

Dividends

LCTD vs. BIRIX - Dividend Comparison

LCTD's dividend yield for the trailing twelve months is around 3.42%, more than BIRIX's 0.97% yield.


TTM2024202320222021202020192018201720162015
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.42%3.74%3.16%3.52%2.21%0.00%0.00%0.00%0.00%0.00%0.00%
BIRIX
BlackRock Sustainable Advantage Large Cap Core Fund
0.97%0.91%1.01%1.22%0.56%0.94%2.94%1.50%1.22%1.50%0.54%

Drawdowns

LCTD vs. BIRIX - Drawdown Comparison

The maximum LCTD drawdown since its inception was -29.82%, smaller than the maximum BIRIX drawdown of -34.67%. Use the drawdown chart below to compare losses from any high point for LCTD and BIRIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.05%
-17.09%
LCTD
BIRIX

Volatility

LCTD vs. BIRIX - Volatility Comparison

The current volatility for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) is 11.26%, while BlackRock Sustainable Advantage Large Cap Core Fund (BIRIX) has a volatility of 14.31%. This indicates that LCTD experiences smaller price fluctuations and is considered to be less risky than BIRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.26%
14.31%
LCTD
BIRIX