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

Correlation

The correlation between LCTU and VDC is 0.57, 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.


-0.50.00.51.00.6

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%JulyAugustSeptemberOctoberNovemberDecember
47.35%
30.22%
LCTU
VDC

Key characteristics

Sharpe Ratio

LCTU:

2.15

VDC:

1.84

Sortino Ratio

LCTU:

2.87

VDC:

2.69

Omega Ratio

LCTU:

1.40

VDC:

1.32

Calmar Ratio

LCTU:

3.10

VDC:

3.18

Martin Ratio

LCTU:

13.66

VDC:

11.04

Ulcer Index

LCTU:

1.99%

VDC:

1.58%

Daily Std Dev

LCTU:

12.60%

VDC:

9.47%

Max Drawdown

LCTU:

-25.93%

VDC:

-34.24%

Current Drawdown

LCTU:

-2.68%

VDC:

-3.85%

Returns By Period

In the year-to-date period, LCTU achieves a 25.07% return, which is significantly higher than VDC's 14.62% return.


LCTU

YTD

25.07%

1M

0.54%

6M

9.75%

1Y

25.74%

5Y*

N/A

10Y*

N/A

VDC

YTD

14.62%

1M

-1.31%

6M

5.95%

1Y

15.83%

5Y*

8.56%

10Y*

8.05%

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%.


LCTU
BlackRock U.S. Carbon Transition Readiness ETF
Expense ratio chart for LCTU: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for LCTU, currently valued at 2.15, compared to the broader market0.002.004.002.151.84
The chart of Sortino ratio for LCTU, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.002.872.69
The chart of Omega ratio for LCTU, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.32
The chart of Calmar ratio for LCTU, currently valued at 3.10, compared to the broader market0.005.0010.0015.003.103.18
The chart of Martin ratio for LCTU, currently valued at 13.66, compared to the broader market0.0020.0040.0060.0080.00100.0013.6611.04
LCTU
VDC

The current LCTU Sharpe Ratio is 2.15, which is comparable to the VDC Sharpe Ratio of 1.84. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.15
1.84
LCTU
VDC

Dividends

LCTU vs. VDC - Dividend Comparison

LCTU's dividend yield for the trailing twelve months is around 1.26%, less than VDC's 2.31% yield.


TTM20232022202120202019201820172016201520142013
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
1.26%1.46%1.62%2.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.31%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.68%
-3.85%
LCTU
VDC

Volatility

LCTU vs. VDC - Volatility Comparison

BlackRock U.S. Carbon Transition Readiness ETF (LCTU) has a higher volatility of 3.93% compared to Vanguard Consumer Staples ETF (VDC) at 2.91%. 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%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.93%
2.91%
LCTU
VDC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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