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LST vs. IMCB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LST vs. IMCB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Select Industries ETF (LST) and iShares Morningstar Mid-Cap ETF (IMCB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LST having a 15.69% return and IMCB slightly higher at 16.18%.


LST

1D
1.00%
1M
1.69%
YTD
15.69%
6M
14.16%
1Y
33.41%
3Y*
5Y*
10Y*

IMCB

1D
0.42%
1M
4.03%
YTD
16.18%
6M
14.62%
1Y
25.14%
3Y*
17.89%
5Y*
9.17%
10Y*
11.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LST vs. IMCB - Yearly Performance Comparison


2026 (YTD)2025
LST
Leuthold Select Industries ETF
15.69%15.31%
IMCB
iShares Morningstar Mid-Cap ETF
16.18%6.42%

Correlation

The correlation between LST and IMCB is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2025

0.85

The correlation between LST and IMCB has been stable across timeframes, ranging from 0.84 to 0.85 - a consistent structural relationship.

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Return for Risk

LST vs. IMCB — Risk / Return Rank

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

LST
LST Risk / Return Rank: 7070
Overall Rank
LST Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LST Sortino Ratio Rank: 7373
Sortino Ratio Rank
LST Omega Ratio Rank: 6969
Omega Ratio Rank
LST Calmar Ratio Rank: 6464
Calmar Ratio Rank
LST Martin Ratio Rank: 7171
Martin Ratio Rank

IMCB
IMCB Risk / Return Rank: 6161
Overall Rank
IMCB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IMCB Sortino Ratio Rank: 5858
Sortino Ratio Rank
IMCB Omega Ratio Rank: 5454
Omega Ratio Rank
IMCB Calmar Ratio Rank: 6565
Calmar Ratio Rank
IMCB Martin Ratio Rank: 6868
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.

LST vs. IMCB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Select Industries ETF (LST) and iShares Morningstar Mid-Cap ETF (IMCB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LSTIMCBDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.47

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

3.09

3.14

-0.04

Martin ratioReturn relative to average drawdown

12.63

12.28

+0.35

LST vs. IMCB - Sharpe Ratio Comparison

The current LST Sharpe Ratio is 2.25, which is comparable to the IMCB Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of LST and IMCB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LST vs. IMCB - Drawdown Comparison

The maximum LST drawdown since its inception was -19.47%, smaller than the maximum IMCB drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for LST and IMCB.


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Drawdown Indicators


LSTIMCBDifference

Max Drawdown

Largest peak-to-trough decline

-19.47%

-58.80%

+39.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.85%

-8.05%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-19.80%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

Max Drawdown (10Y)

Largest decline over 10 years

-40.99%

Current Drawdown

Current decline from peak

-1.69%

-0.32%

-1.37%

Average Drawdown

Average peak-to-trough decline

-2.88%

-7.72%

+4.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

2.05%

+0.60%

Volatility

LST vs. IMCB - Volatility Comparison

Leuthold Select Industries ETF (LST) has a higher volatility of 4.98% compared to iShares Morningstar Mid-Cap ETF (IMCB) at 4.70%. This indicates that LST's price experiences larger fluctuations and is considered to be riskier than IMCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LSTIMCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.98%

4.70%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

10.25%

+2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

14.94%

13.32%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

17.64%

+0.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

19.69%

-1.68%

LST vs. IMCB - Expense Ratio Comparison

LST has a 0.65% expense ratio, which is higher than IMCB's 0.04% expense ratio.


Dividends

LST vs. IMCB - Dividend Comparison

LST's dividend yield for the trailing twelve months is around 1.16%, less than IMCB's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
IMCB
iShares Morningstar Mid-Cap ETF
1.23%1.42%1.43%1.55%1.70%1.08%1.12%1.32%1.80%1.31%1.79%1.47%
LST
Leuthold Select Industries ETF
1.16%1.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LST and IMCB have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LST has higher volatility (4.98%) compared to IMCB (4.70%). In terms of maximum drawdown, LST dropped -19.47% vs IMCB's -58.80%.

On 1-year performance, LST leads with 33.41% vs 25.14% for IMCB. On fees, IMCB is cheaper at 0.04% per year. On volatility, IMCB has been the lower-risk option at 4.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, LST has performed better with a 33.41% return vs 25.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IMCB is cheaper with a 0.04% expense ratio, compared with 0.65% for LST.

IMCB has the higher dividend yield at 1.23%, compared with 1.16% for LST.

They also come from different issuers: Leuthold Group and iShares. Their fees differ too: 0.65% for LST and 0.04% for IMCB.

LST currently has the higher Sharpe Ratio (2.25 vs 1.90), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LST and IMCB

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