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LCTD vs. QCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCTD vs. QCLN - 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 First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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LCTD vs. QCLN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
2.78%30.42%3.14%17.10%-16.16%4.36%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
5.17%31.81%-18.86%-10.02%-30.37%1.25%

Returns By Period

In the year-to-date period, LCTD achieves a 2.78% return, which is significantly lower than QCLN's 5.17% return.


LCTD

1D
1.62%
1M
-4.78%
YTD
2.78%
6M
6.42%
1Y
25.79%
3Y*
14.37%
5Y*
10Y*

QCLN

1D
0.90%
1M
-4.61%
YTD
5.17%
6M
8.63%
1Y
61.08%
3Y*
-2.97%
5Y*
-7.09%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCTD vs. QCLN - Expense Ratio Comparison

LCTD has a 0.20% expense ratio, which is lower than QCLN's 0.60% expense ratio.


Return for Risk

LCTD vs. QCLN — Risk / Return Rank

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

LCTD
LCTD Risk / Return Rank: 7979
Overall Rank
LCTD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LCTD Sortino Ratio Rank: 7979
Sortino Ratio Rank
LCTD Omega Ratio Rank: 7676
Omega Ratio Rank
LCTD Calmar Ratio Rank: 8181
Calmar Ratio Rank
LCTD Martin Ratio Rank: 7979
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 8484
Overall Rank
QCLN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 8282
Sortino Ratio Rank
QCLN Omega Ratio Rank: 7171
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
QCLN Martin Ratio Rank: 9090
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.

LCTD vs. QCLN - 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 First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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.


LCTDQCLNDifference

Sharpe ratio

Return per unit of total volatility

1.51

1.63

-0.11

Sortino ratio

Return per unit of downside risk

2.10

2.23

-0.13

Omega ratio

Gain probability vs. loss probability

1.30

1.27

+0.03

Calmar ratio

Return relative to maximum drawdown

2.41

3.97

-1.56

Martin ratio

Return relative to average drawdown

9.04

12.27

-3.23

LCTD vs. QCLN - Sharpe Ratio Comparison

The current LCTD Sharpe Ratio is 1.51, which is comparable to the QCLN Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of LCTD and QCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCTDQCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

1.63

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.15

+0.31

Correlation

The correlation between LCTD and QCLN is 0.61, 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

LCTD vs. QCLN - Dividend Comparison

LCTD's dividend yield for the trailing twelve months is around 3.51%, more than QCLN's 0.21% yield.


TTM20252024202320222021202020192018201720162015
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.51%3.61%3.74%3.16%3.52%2.20%0.00%0.00%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.21%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Drawdowns

LCTD vs. QCLN - Drawdown Comparison

The maximum LCTD drawdown since its inception was -29.82%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for LCTD and QCLN.


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Drawdown Indicators


LCTDQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-29.82%

-76.18%

+46.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-16.18%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-69.49%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-6.46%

-45.67%

+39.21%

Average Drawdown

Average peak-to-trough decline

-6.91%

-43.54%

+36.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

5.24%

-2.33%

Volatility

LCTD vs. QCLN - Volatility Comparison

The current volatility for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) is 7.20%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 13.73%. This indicates that LCTD experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCTDQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

13.73%

-6.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.09%

27.33%

-16.24%

Volatility (1Y)

Calculated over the trailing 1-year period

17.12%

37.76%

-20.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

37.87%

-21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

34.62%

-18.59%