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LCTU vs. COMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCTU vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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LCTU vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
-5.13%16.96%24.00%25.38%-20.02%17.49%
COMT
iShares Commodities Select Strategy ETF
35.81%6.07%5.96%-6.56%19.45%20.88%

Returns By Period

In the year-to-date period, LCTU achieves a -5.13% return, which is significantly lower than COMT's 35.81% return.


LCTU

1D
2.89%
1M
-5.09%
YTD
-5.13%
6M
-2.83%
1Y
16.96%
3Y*
17.22%
5Y*
10Y*

COMT

1D
-1.46%
1M
20.45%
YTD
35.81%
6M
35.80%
1Y
37.75%
3Y*
14.15%
5Y*
15.41%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCTU vs. COMT - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is lower than COMT's 0.48% expense ratio.


Return for Risk

LCTU vs. COMT — Risk / Return Rank

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

LCTU
LCTU Risk / Return Rank: 5757
Overall Rank
LCTU Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LCTU Sortino Ratio Rank: 5454
Sortino Ratio Rank
LCTU Omega Ratio Rank: 5858
Omega Ratio Rank
LCTU Calmar Ratio Rank: 5656
Calmar Ratio Rank
LCTU Martin Ratio Rank: 6565
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 8989
Overall Rank
COMT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 9191
Sortino Ratio Rank
COMT Omega Ratio Rank: 8888
Omega Ratio Rank
COMT Calmar Ratio Rank: 9393
Calmar Ratio Rank
COMT Martin Ratio Rank: 8686
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.

LCTU vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and iShares Commodities Select Strategy ETF (COMT). 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.


LCTUCOMTDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.91

-1.01

Sortino ratio

Return per unit of downside risk

1.41

2.55

-1.14

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.40

3.35

-1.96

Martin ratio

Return relative to average drawdown

6.48

9.53

-3.06

LCTU vs. COMT - Sharpe Ratio Comparison

The current LCTU Sharpe Ratio is 0.91, which is lower than the COMT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of LCTU and COMT, 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


LCTUCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.91

-1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.20

+0.40

Correlation

The correlation between LCTU and COMT is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LCTU vs. COMT - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 1.07%, less than COMT's 5.70% yield.


TTM20252024202320222021202020192018201720162015
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
1.07%1.02%1.27%1.46%1.63%2.20%0.00%0.00%0.00%0.00%0.00%0.00%
COMT
iShares Commodities Select Strategy ETF
5.70%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Drawdowns

LCTU vs. COMT - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LCTU and COMT.


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Drawdown Indicators


LCTUCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-25.93%

-51.89%

+25.96%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-11.84%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-6.76%

-1.46%

-5.30%

Average Drawdown

Average peak-to-trough decline

-6.51%

-24.39%

+17.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

4.16%

-1.47%

Volatility

LCTU vs. COMT - Volatility Comparison

The current volatility for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) is 5.40%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.12%. This indicates that LCTU experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCTUCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

10.12%

-4.72%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

15.20%

-5.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

19.85%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

20.53%

-3.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

18.68%

-1.51%