PortfoliosLab logo
LCTU vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCTU and VDC is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

LCTU vs. VDC - Performance Comparison

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

20.00%25.00%30.00%35.00%40.00%45.00%50.00%55.00%NovemberDecember2025FebruaryMarchApril
36.67%
33.45%
LCTU
VDC

Key characteristics

Sharpe Ratio

LCTU:

0.48

VDC:

0.87

Sortino Ratio

LCTU:

0.80

VDC:

1.32

Omega Ratio

LCTU:

1.12

VDC:

1.17

Calmar Ratio

LCTU:

0.47

VDC:

1.27

Martin Ratio

LCTU:

1.92

VDC:

4.14

Ulcer Index

LCTU:

4.89%

VDC:

2.74%

Daily Std Dev

LCTU:

19.68%

VDC:

13.04%

Max Drawdown

LCTU:

-25.93%

VDC:

-34.24%

Current Drawdown

LCTU:

-10.77%

VDC:

-3.11%

Returns By Period

In the year-to-date period, LCTU achieves a -6.45% return, which is significantly lower than VDC's 3.67% return.


LCTU

YTD

-6.45%

1M

-2.86%

6M

-4.96%

1Y

8.93%

5Y*

N/A

10Y*

N/A

VDC

YTD

3.67%

1M

0.59%

6M

2.64%

1Y

11.01%

5Y*

10.63%

10Y*

8.41%

*Annualized

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. VDC - Expense Ratio Comparison

LCTU has a 0.15% expense ratio, which is higher than VDC's 0.10% 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%.


Expense ratio chart for LCTU: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LCTU: 0.15%
Expense ratio chart for VDC: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VDC: 0.10%

Risk-Adjusted Performance

LCTU vs. VDC — Risk-Adjusted Performance Rank

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

LCTU
The Risk-Adjusted Performance Rank of LCTU is 5959
Overall Rank
The Sharpe Ratio Rank of LCTU is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of LCTU is 5757
Sortino Ratio Rank
The Omega Ratio Rank of LCTU is 6060
Omega Ratio Rank
The Calmar Ratio Rank of LCTU is 6161
Calmar Ratio Rank
The Martin Ratio Rank of LCTU is 6060
Martin Ratio Rank

VDC
The Risk-Adjusted Performance Rank of VDC is 7979
Overall Rank
The Sharpe Ratio Rank of VDC is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VDC is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VDC is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VDC is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VDC is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LCTU vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock U.S. Carbon Transition Readiness ETF (LCTU) and Vanguard Consumer Staples ETF (VDC). 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.


The chart of Sharpe ratio for LCTU, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.00
LCTU: 0.48
VDC: 0.87
The chart of Sortino ratio for LCTU, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
LCTU: 0.80
VDC: 1.32
The chart of Omega ratio for LCTU, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
LCTU: 1.12
VDC: 1.17
The chart of Calmar ratio for LCTU, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.0012.00
LCTU: 0.47
VDC: 1.27
The chart of Martin ratio for LCTU, currently valued at 1.92, compared to the broader market0.0020.0040.0060.00
LCTU: 1.92
VDC: 4.14

The current LCTU Sharpe Ratio is 0.48, which is lower than the VDC Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of LCTU and VDC, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.48
0.87
LCTU
VDC

Dividends

LCTU vs. VDC - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 1.34%, less than VDC's 2.40% yield.


TTM20242023202220212020201920182017201620152014
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
1.34%1.27%1.46%1.62%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.40%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%

Drawdowns

LCTU vs. VDC - Drawdown Comparison

The maximum LCTU drawdown since its inception was -25.93%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for LCTU and VDC. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-10.77%
-3.11%
LCTU
VDC

Volatility

LCTU vs. VDC - Volatility Comparison

BlackRock U.S. Carbon Transition Readiness ETF (LCTU) has a higher volatility of 14.42% compared to Vanguard Consumer Staples ETF (VDC) at 7.97%. This indicates that LCTU's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.42%
7.97%
LCTU
VDC