LCTD vs. BLCR

Last updated Jun 4, 2026

LCTD (BlackRock World ex U.S. Carbon Transition Readiness ETF) and BLCR (Blackrock Large Cap Core ETF) are both exchange-traded funds - LCTD is a Alternative Energy Equities fund actively managed by BlackRock, while BLCR is a Large Cap Blend Equities fund actively managed by BlackRock. Both are actively managed. Over the past year, LCTD returned 19.28% vs 47.09% for BLCR. A 0.68 correlation means they provide meaningful diversification when combined. LCTD charges 0.20%/yr vs 0.36%/yr for BLCR.

Performance

LCTD vs. BLCR - 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 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, LCTD achieves a 6.33% return, which is significantly lower than BLCR's 19.56% return.

LCTD

• 1D: -0.76%
• 1M: 1.69%
• YTD: 6.33%
• 6M: 8.97%
• 1Y: 19.28%
• 3Y*: 14.96%
• 5Y*: 6.77%
• 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)

LCTD vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
LCTD BlackRock World ex U.S. Carbon Transition Readiness ETF	6.33%	30.42%	3.14%	15.60%
BLCR Blackrock Large Cap Core ETF	19.56%	30.93%	17.07%	14.18%

Correlation

The correlation between LCTD and BLCR is 0.71, 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	0.71
Correlation (All Time) Calculated using the full available price history since Oct 27, 2023	0.68

The correlation between LCTD and BLCR has been stable across timeframes, ranging from 0.68 to 0.71 - a consistent structural relationship.

LCTD vs. BLCR - Sectors Allocation Comparison

Sectors	LCTD	BLCR
Financial Services	26.7%	12.1%
Industrials	19.5%	13.5%
Healthcare	9.3%	7.6%
Technology	9.1%	35.7%
Consumer Cyclical	8.4%	10.9%
Consumer Defensive	6.0%	-
Basic Materials	5.8%	2.2%
Energy	5.8%	2.2%
Utilities	4.0%	1.6%
Communication Services	3.5%	11.0%
Real Estate	1.9%	-

Return for Risk

LCTD vs. BLCR — Risk / Return Rank

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

LCTD

LCTD Risk / Return Rank: 37
LCTD Sharpe Ratio Rank: 37
LCTD Sortino Ratio Rank: 36
LCTD Omega Ratio Rank: 36
LCTD Calmar Ratio Rank: 36
LCTD Martin Ratio Rank: 40

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.

LCTD vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) 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.

	LCTD	BLCR	Difference
Sharpe ratio: Return per unit of total volatility	1.33	3.05	-1.71
Sortino ratio: Return per unit of downside risk	1.92	4.02	-2.10
Omega ratio: Gain probability vs. loss probability	1.24	1.52	-0.28
Calmar ratio: Return relative to maximum drawdown	1.77	4.61	-2.84
Martin ratio: Return relative to average drawdown	6.39	21.86	-15.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LCTD vs. BLCR - Sharpe Ratio Comparison

The current LCTD Sharpe Ratio is 1.33, which is lower than the BLCR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of LCTD 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

	LCTD	BLCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	3.05	-1.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	1.90	-1.41

Drawdowns

LCTD vs. BLCR - Drawdown Comparison

The maximum LCTD drawdown since its inception was -29.82%, which is greater than BLCR's maximum drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for LCTD and BLCR.

Drawdown Indicators

	LCTD	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-29.82%	-21.29%	-8.53%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-10.26%	-0.66%
Max Drawdown (3Y) Largest decline over 3 years	-13.59%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.82%	—	—
Current Drawdown Current decline from peak	-3.23%	-0.37%	-2.86%
Average Drawdown Average peak-to-trough decline	-6.79%	-2.19%	-4.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	2.16%	+0.87%

Volatility

LCTD vs. BLCR - Volatility Comparison

BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) and Blackrock Large Cap Core ETF (BLCR) have volatilities of 4.31% and 4.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LCTD	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.31%	4.45%	-0.14%
Volatility (6M) Calculated over the trailing 6-month period	11.99%	12.24%	-0.25%
Volatility (1Y) Calculated over the trailing 1-year period	14.55%	15.54%	-0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.14%	17.47%	-1.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.06%	17.47%	-1.41%

LCTD vs. BLCR - Expense Ratio Comparison

LCTD has a 0.20% expense ratio, which is lower than BLCR's 0.36% expense ratio.

Dividends

LCTD vs. BLCR - Dividend Comparison

LCTD's dividend yield for the trailing twelve months is around 3.40%, 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%
LCTD BlackRock World ex U.S. Carbon Transition Readiness ETF	3.40%	3.61%	3.74%	3.16%	3.52%	2.20%

Frequently Asked Questions

Can I hold both LCTD and BLCR in my portfolio?

LCTD and BLCR have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LCTD or BLCR?

BLCR has higher volatility (4.45%) compared to LCTD (4.31%). In terms of maximum drawdown, LCTD dropped -29.82% vs BLCR's -21.29%.

Which ETF is better, LCTD or BLCR?

On 1-year performance, BLCR leads with 47.09% vs 19.28% for LCTD. On fees, LCTD is cheaper at 0.20% per year. On volatility, LCTD has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, LCTD or BLCR?

Over the 1-year period, BLCR has performed better with a 47.09% return vs 19.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, LCTD or BLCR?

LCTD is cheaper with a 0.20% expense ratio, compared with 0.36% for BLCR.

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

LCTD has the higher dividend yield at 3.40%, compared with 0.23% for BLCR.

What is the main difference between LCTD and BLCR?

LCTD is categorized as Alternative Energy Equities, while BLCR is Large Cap Blend Equities. Their fees differ too: 0.20% for LCTD and 0.36% for BLCR.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (3.05 vs 1.33), 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.