PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LCTD vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCTD and VOO is 0.78, 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.


-0.50.00.51.00.8

Performance

LCTD vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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%JulyAugustSeptemberOctoberNovemberDecember
5.30%
52.99%
LCTD
VOO

Key characteristics

Sharpe Ratio

LCTD:

0.42

VOO:

2.25

Sortino Ratio

LCTD:

0.65

VOO:

2.98

Omega Ratio

LCTD:

1.08

VOO:

1.42

Calmar Ratio

LCTD:

0.55

VOO:

3.31

Martin Ratio

LCTD:

1.59

VOO:

14.77

Ulcer Index

LCTD:

3.42%

VOO:

1.90%

Daily Std Dev

LCTD:

12.98%

VOO:

12.46%

Max Drawdown

LCTD:

-29.82%

VOO:

-33.99%

Current Drawdown

LCTD:

-9.83%

VOO:

-2.47%

Returns By Period

In the year-to-date period, LCTD achieves a 2.78% return, which is significantly lower than VOO's 26.02% return.


LCTD

YTD

2.78%

1M

-1.56%

6M

-1.10%

1Y

3.89%

5Y*

N/A

10Y*

N/A

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

LCTD has a 0.20% expense ratio, which is higher than VOO's 0.03% 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 at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LCTD vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 0.42, compared to the broader market0.002.004.000.422.25
The chart of Sortino ratio for LCTD, currently valued at 0.65, compared to the broader market-2.000.002.004.006.008.0010.000.652.98
The chart of Omega ratio for LCTD, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.42
The chart of Calmar ratio for LCTD, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.553.31
The chart of Martin ratio for LCTD, currently valued at 1.59, compared to the broader market0.0020.0040.0060.0080.00100.001.5914.77
LCTD
VOO

The current LCTD Sharpe Ratio is 0.42, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of LCTD and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.42
2.25
LCTD
VOO

Dividends

LCTD vs. VOO - Dividend Comparison

LCTD's dividend yield for the trailing twelve months is around 3.75%, more than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.75%3.16%3.52%2.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LCTD vs. VOO - Drawdown Comparison

The maximum LCTD drawdown since its inception was -29.82%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LCTD and VOO. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.83%
-2.47%
LCTD
VOO

Volatility

LCTD vs. VOO - Volatility Comparison

The current volatility for BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) is 3.47%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.75%. This indicates that LCTD experiences smaller price fluctuations and is considered to be less risky than VOO 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%JulyAugustSeptemberOctoberNovemberDecember
3.47%
3.75%
LCTD
VOO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab