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LCTU vs. IVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCTU vs. IVV - 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 Core S&P 500 ETF (IVV). The values are adjusted to include any dividend payments, if applicable.

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LCTU vs. IVV - 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%
IVV
iShares Core S&P 500 ETF
-4.38%17.85%24.93%26.31%-18.16%17.49%

Returns By Period

In the year-to-date period, LCTU achieves a -5.13% return, which is significantly lower than IVV's -4.38% return.


LCTU

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

IVV

1D
2.88%
1M
-4.99%
YTD
-4.38%
6M
-1.80%
1Y
17.69%
3Y*
18.29%
5Y*
11.76%
10Y*
14.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCTU vs. IVV - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is higher than IVV'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%.


Return for Risk

LCTU vs. IVV — 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

IVV
IVV Risk / Return Rank: 6565
Overall Rank
IVV Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 6262
Sortino Ratio Rank
IVV Omega Ratio Rank: 6666
Omega Ratio Rank
IVV Calmar Ratio Rank: 6565
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - 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 Core S&P 500 ETF (IVV). 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.


LCTUIVVDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.97

-0.06

Sortino ratio

Return per unit of downside risk

1.41

1.49

-0.08

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.40

1.53

-0.14

Martin ratio

Return relative to average drawdown

6.48

7.32

-0.85

LCTU vs. IVV - Sharpe Ratio Comparison

The current LCTU Sharpe Ratio is 0.91, which is comparable to the IVV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LCTU and IVV, 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


LCTUIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.97

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.42

+0.17

Correlation

The correlation between LCTU and IVV is 0.99, 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.


Dividends

LCTU vs. IVV - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 1.07%, less than IVV's 1.23% 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%
IVV
iShares Core S&P 500 ETF
1.23%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Drawdowns

LCTU vs. IVV - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, smaller than the maximum IVV drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for LCTU and IVV.


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Drawdown Indicators


LCTUIVVDifference

Max Drawdown

Largest peak-to-trough decline

-25.93%

-55.25%

+29.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-12.06%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-6.76%

-6.26%

-0.50%

Average Drawdown

Average peak-to-trough decline

-6.51%

-10.85%

+4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.69%

2.53%

+0.16%

Volatility

LCTU vs. IVV - Volatility Comparison

BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and iShares Core S&P 500 ETF (IVV) have volatilities of 5.40% and 5.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCTUIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

5.30%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

9.45%

+0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

18.31%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.17%

16.89%

+0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.17%

18.04%

-0.87%