PortfoliosLab logoPortfoliosLab logo
LCTU vs. FTSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCTU vs. FTSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Franklin Short Duration U.S. Government ETF (FTSD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LCTU vs. FTSD - 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%
FTSD
Franklin Short Duration U.S. Government ETF
0.40%5.66%5.20%4.84%-3.13%-0.63%

Returns By Period

In the year-to-date period, LCTU achieves a -5.13% return, which is significantly lower than FTSD's 0.40% return.


LCTU

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

FTSD

1D
0.06%
1M
-0.13%
YTD
0.40%
6M
1.94%
1Y
4.66%
3Y*
4.83%
5Y*
2.40%
10Y*
2.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


LCTU vs. FTSD - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is lower than FTSD's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LCTU vs. FTSD — 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

FTSD
FTSD Risk / Return Rank: 9797
Overall Rank
FTSD Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTSD Sortino Ratio Rank: 9696
Sortino Ratio Rank
FTSD Omega Ratio Rank: 9797
Omega Ratio Rank
FTSD Calmar Ratio Rank: 9797
Calmar Ratio Rank
FTSD Martin Ratio Rank: 9898
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. FTSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Franklin Short Duration U.S. Government ETF (FTSD). 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.


LCTUFTSDDifference

Sharpe ratio

Return per unit of total volatility

0.91

2.38

-1.47

Sortino ratio

Return per unit of downside risk

1.41

3.39

-1.99

Omega ratio

Gain probability vs. loss probability

1.21

1.60

-0.39

Calmar ratio

Return relative to maximum drawdown

1.40

4.85

-3.45

Martin ratio

Return relative to average drawdown

6.48

22.05

-15.57

LCTU vs. FTSD - Sharpe Ratio Comparison

The current LCTU Sharpe Ratio is 0.91, which is lower than the FTSD Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of LCTU and FTSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LCTUFTSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

2.38

-1.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

1.04

-0.44

Correlation

The correlation between LCTU and FTSD is 0.06, 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. FTSD - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 1.07%, less than FTSD's 4.55% 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%
FTSD
Franklin Short Duration U.S. Government ETF
4.55%4.67%4.75%4.14%1.73%1.01%1.54%2.90%2.63%2.24%1.92%1.52%

Drawdowns

LCTU vs. FTSD - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, which is greater than FTSD's maximum drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for LCTU and FTSD.


Loading graphics...

Drawdown Indicators


LCTUFTSDDifference

Max Drawdown

Largest peak-to-trough decline

-25.93%

-5.32%

-20.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-0.93%

-11.56%

Max Drawdown (5Y)

Largest decline over 5 years

-5.08%

Max Drawdown (10Y)

Largest decline over 10 years

-5.32%

Current Drawdown

Current decline from peak

-6.76%

-0.14%

-6.62%

Average Drawdown

Average peak-to-trough decline

-6.51%

-0.61%

-5.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

0.20%

+2.49%

Volatility

LCTU vs. FTSD - Volatility Comparison

BlackRock U.S. Carbon Transition Readiness ETF (LCTU) has a higher volatility of 5.40% compared to Franklin Short Duration U.S. Government ETF (FTSD) at 0.53%. This indicates that LCTU's price experiences larger fluctuations and is considered to be riskier than FTSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LCTUFTSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

0.53%

+4.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

0.87%

+8.97%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

1.97%

+16.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

1.83%

+15.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

1.79%

+15.38%