LCTD vs. SDG
LCTD (BlackRock World ex U.S. Carbon Transition Readiness ETF) and SDG (iShares MSCI Global Sustainable Development Goals ETF) are both exchange-traded funds - LCTD is a Alternative Energy Equities fund actively managed by BlackRock, while SDG is a Global Equities fund tracking the MSCI ACWI Sustainable Development Index. LCTD is actively managed, while SDG is passively managed. Over the past 5 years, LCTD returned 7.39%/yr vs 0.09%/yr for SDG. Their correlation of 0.82 suggests significant overlap in exposure. LCTD charges 0.20%/yr vs 0.50%/yr for SDG.
Performance
LCTD vs. SDG - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with LCTD having a 7.66% return and SDG slightly lower at 7.33%.
LCTD
- 1D
- 0.05%
- 1M
- 0.97%
- YTD
- 7.66%
- 6M
- 7.73%
- 1Y
- 22.12%
- 3Y*
- 15.68%
- 5Y*
- 7.39%
- 10Y*
- —
SDG
- 1D
- 0.08%
- 1M
- -0.84%
- YTD
- 7.33%
- 6M
- 7.12%
- 1Y
- 23.73%
- 3Y*
- 7.07%
- 5Y*
- 0.09%
- 10Y*
- 8.80%
LCTD vs. SDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LCTD BlackRock World ex U.S. Carbon Transition Readiness ETF | 7.66% | 30.42% | 3.14% | 17.10% | -16.16% | 4.48% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 7.33% | 20.19% | -10.09% | 4.59% | -11.51% | -3.08% |
Correlation
The correlation between LCTD and SDG is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2021 | 0.82 |
The correlation between LCTD and SDG has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.
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Return for Risk
LCTD vs. SDG — Risk / Return Rank
LCTD
SDG
LCTD vs. SDG - 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 iShares MSCI Global Sustainable Development Goals ETF (SDG). 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.
| LCTD | SDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.75 | -0.71 |
| Martin ratioReturn relative to average drawdown | 7.16 | 9.88 | -2.72 |
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Drawdowns
LCTD vs. SDG - Drawdown Comparison
The maximum LCTD drawdown since its inception was -29.82%, roughly equal to the maximum SDG drawdown of -30.35%. Use the drawdown chart below to compare losses from any high point for LCTD and SDG.
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Drawdown Indicators
| LCTD | SDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.82% | -30.35% | +0.53% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -8.68% | -2.24% |
Max Drawdown (3Y)Largest decline over 3 years | -13.59% | -22.92% | +9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.82% | -30.35% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.35% | — |
Current DrawdownCurrent decline from peak | -2.02% | -2.95% | +0.93% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -9.63% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.41% | +0.69% |
Volatility
LCTD vs. SDG - Volatility Comparison
The current volatility for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) is 4.38%, while iShares MSCI Global Sustainable Development Goals ETF (SDG) has a volatility of 5.68%. This indicates that LCTD experiences smaller price fluctuations and is considered to be less risky than SDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LCTD | SDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.38% | 5.68% | -1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.51% | 11.87% | +0.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.92% | 14.92% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 15.76% | +0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.71% | -0.63% |
LCTD vs. SDG - Expense Ratio Comparison
LCTD has a 0.20% expense ratio, which is lower than SDG's 0.50% expense ratio.
Dividends
LCTD vs. SDG - Dividend Comparison
LCTD's dividend yield for the trailing twelve months is around 3.37%, more than SDG's 1.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LCTD BlackRock World ex U.S. Carbon Transition Readiness ETF | 3.37% | 3.61% | 3.74% | 3.16% | 3.52% | 2.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDG iShares MSCI Global Sustainable Development Goals ETF | 1.69% | 2.00% | 1.95% | 1.77% | 1.82% | 1.66% | 0.97% | 1.39% | 2.47% | 2.54% | 1.34% |
Frequently Asked Questions
LCTD and SDG have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SDG has higher volatility (5.68%) compared to LCTD (4.38%). In terms of maximum drawdown, LCTD dropped -29.82% vs SDG's -30.35%.
On 5-year performance, LCTD leads with 7.39% vs 0.09% for SDG. On fees, LCTD is cheaper at 0.20% per year. On volatility, LCTD has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LCTD has performed better with a 7.39% return vs 0.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LCTD is cheaper with a 0.20% expense ratio, compared with 0.50% for SDG.
LCTD has the higher dividend yield at 3.37%, compared with 1.69% for SDG.
LCTD is categorized as Alternative Energy Equities, while SDG is Global Equities. They also come from different issuers: BlackRock and iShares. Their fees differ too: 0.20% for LCTD and 0.50% for SDG.
SDG currently has the higher Sharpe Ratio (1.60 vs 1.49), 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.
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