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LCTU vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LCTU vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


LCTU

1D
-1.15%
1M
-0.76%
YTD
6.71%
6M
5.72%
1Y
22.01%
3Y*
19.65%
5Y*
11.64%
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LCTU vs. BSJO - Yearly Performance Comparison


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Return for Risk

LCTU vs. BSJO — Risk / Return Rank

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

LCTU
LCTU Risk / Return Rank: 5454
Overall Rank
LCTU Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
LCTU Sortino Ratio Rank: 5353
Sortino Ratio Rank
LCTU Omega Ratio Rank: 5353
Omega Ratio Rank
LCTU Calmar Ratio Rank: 5151
Calmar Ratio Rank
LCTU Martin Ratio Rank: 6161
Martin Ratio Rank

BSJO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

LCTU vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


LCTUBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.36

Martin ratioReturn relative to average drawdown

10.18

LCTU vs. BSJO - Sharpe Ratio Comparison


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Drawdowns

LCTU vs. BSJO - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for LCTU and BSJO.


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Drawdown Indicators


LCTUBSJODifference

Max Drawdown

Largest peak-to-trough decline

-25.93%

0.00%

-25.93%

Max Drawdown (1Y)

Largest decline over 1 year

-9.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.83%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

Current Drawdown

Current decline from peak

-2.85%

0.00%

-2.85%

Average Drawdown

Average peak-to-trough decline

-6.27%

0.00%

-6.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.17%

Volatility

LCTU vs. BSJO - Volatility Comparison


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Volatility by Period


LCTUBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

Volatility (6M)

Calculated over the trailing 6-month period

10.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.82%

0.00%

+12.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

0.00%

+17.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.03%

0.00%

+17.03%

LCTU vs. BSJO - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is lower than BSJO's 0.42% expense ratio.


Dividends

LCTU vs. BSJO - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 0.98%, while BSJO has not paid dividends to shareholders.


PositionTTM20252024202320222021
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%0.00%0.00%0.00%
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
0.98%1.02%1.27%1.46%1.63%2.20%

Frequently Asked Questions


On fees, LCTU is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCTU is cheaper with a 0.15% expense ratio, compared with 0.42% for BSJO.

LCTU has the higher dividend yield at 0.98%, compared with 0.00% for BSJO.

LCTU is categorized as ESG, while BSJO is High Yield Bonds. They also come from different issuers: BlackRock and Invesco. Their fees differ too: 0.15% for LCTU and 0.42% for BSJO.

Portfolio Optimizer

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