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

Correlation

The correlation between LCTD and SPYG is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

LCTD vs. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
13.12%
43.06%
LCTD
SPYG

Key characteristics

Sharpe Ratio

LCTD:

0.46

SPYG:

0.62

Sortino Ratio

LCTD:

0.71

SPYG:

0.92

Omega Ratio

LCTD:

1.09

SPYG:

1.12

Calmar Ratio

LCTD:

0.61

SPYG:

0.91

Martin Ratio

LCTD:

1.41

SPYG:

2.56

Ulcer Index

LCTD:

4.39%

SPYG:

4.74%

Daily Std Dev

LCTD:

13.57%

SPYG:

19.61%

Max Drawdown

LCTD:

-29.82%

SPYG:

-67.79%

Current Drawdown

LCTD:

-3.13%

SPYG:

-11.53%

Returns By Period

In the year-to-date period, LCTD achieves a 7.06% return, which is significantly higher than SPYG's -7.01% return.


LCTD

YTD

7.06%

1M

-0.16%

6M

-1.55%

1Y

7.00%

5Y*

N/A

10Y*

N/A

SPYG

YTD

-7.01%

1M

-4.31%

6M

0.04%

1Y

12.91%

5Y*

19.99%

10Y*

14.13%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LCTD vs. SPYG - Expense Ratio Comparison

LCTD has a 0.20% expense ratio, which is higher than SPYG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
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%
Expense ratio chart for SPYG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPYG: 0.04%

Risk-Adjusted Performance

LCTD vs. SPYG — 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 4545
Overall Rank
The Sharpe Ratio Rank of LCTD is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of LCTD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of LCTD is 4141
Omega Ratio Rank
The Calmar Ratio Rank of LCTD is 5656
Calmar Ratio Rank
The Martin Ratio Rank of LCTD is 4040
Martin Ratio Rank

SPYG
The Risk-Adjusted Performance Rank of SPYG is 6161
Overall Rank
The Sharpe Ratio Rank of SPYG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPYG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPYG is 5959
Omega Ratio Rank
The Calmar Ratio Rank of SPYG is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SPYG is 6060
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. SPYG - 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 SPDR Portfolio S&P 500 Growth ETF (SPYG). 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.


Sharpe ratio
The chart of Sharpe ratio for LCTD, currently valued at 0.46, compared to the broader market0.002.004.00
LCTD: 0.46
SPYG: 0.62
The chart of Sortino ratio for LCTD, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.0010.0012.00
LCTD: 0.71
SPYG: 0.92
The chart of Omega ratio for LCTD, currently valued at 1.09, compared to the broader market0.501.001.502.002.503.00
LCTD: 1.09
SPYG: 1.12
The chart of Calmar ratio for LCTD, currently valued at 0.61, compared to the broader market0.005.0010.0015.00
LCTD: 0.61
SPYG: 0.91
The chart of Martin ratio for LCTD, currently valued at 1.41, compared to the broader market0.0020.0040.0060.0080.00100.00
LCTD: 1.41
SPYG: 2.56

The current LCTD Sharpe Ratio is 0.46, which is comparable to the SPYG Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LCTD and SPYG, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.46
0.62
LCTD
SPYG

Dividends

LCTD vs. SPYG - Dividend Comparison

LCTD's dividend yield for the trailing twelve months is around 3.49%, more than SPYG's 0.66% yield.


TTM20242023202220212020201920182017201620152014
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.49%3.74%3.16%3.52%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYG
SPDR Portfolio S&P 500 Growth ETF
0.66%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%

Drawdowns

LCTD vs. SPYG - Drawdown Comparison

The maximum LCTD drawdown since its inception was -29.82%, smaller than the maximum SPYG drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for LCTD and SPYG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.13%
-11.53%
LCTD
SPYG

Volatility

LCTD vs. SPYG - Volatility Comparison

The current volatility for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) is 4.78%, while SPDR Portfolio S&P 500 Growth ETF (SPYG) has a volatility of 8.02%. This indicates that LCTD experiences smaller price fluctuations and is considered to be less risky than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%NovemberDecember2025FebruaryMarchApril
4.78%
8.02%
LCTD
SPYG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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