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LSTR vs. URTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LSTR vs. URTH

Last updated Jun 24, 2026

LSTR (Landstar System, Inc.) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, LSTR returned 13.96%/yr vs 13.44%/yr for URTH. At a 0.44 correlation, their price movements are largely independent.

Performance

LSTR vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Landstar System, Inc. (LSTR) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LSTR achieves a 47.08% return, which is significantly higher than URTH's 8.07% return. Both investments have delivered pretty close results over the past 10 years, with LSTR having a 13.96% annualized return and URTH not far behind at 13.44%.

LSTR

1D
-0.73%
1M
6.95%
YTD
47.08%
6M
45.89%
1Y
52.01%
3Y*
5.92%
5Y*
7.64%
10Y*
13.96%

URTH

1D
-1.45%
1M
-0.88%
YTD
8.07%
6M
7.24%
1Y
23.04%
3Y*
19.67%
5Y*
11.29%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LSTR vs. URTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LSTR
Landstar System, Inc.		47.08%-14.42%-9.66%21.17%-7.32%35.59%21.19%19.77%-6.24%22.57%
URTH
iShares MSCI World ETF		8.07%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-8.56%22.95%

Correlation

The correlation between LSTR and URTH is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.49

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2012

0.44

The correlation between LSTR and URTH shifts across timeframes, from 0.27 (1 year) to 0.49 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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

Landstar System, Inc.

iShares MSCI World ETF

Often compared with LSTR:
LSTR vs. SPYLSTR vs. QQQLSTR vs. INSWLSTR vs. ODFLLSTR vs. EXPDLSTR vs. SKYWLSTR vs. NVDA
Often compared with URTH:
URTH vs. VTURTH vs. IWDA.LURTH vs. SPYURTH vs. VOOURTH vs. XWD.TOURTH vs. BRK-BURTH vs. VXUS

Return for Risk

LSTR vs. URTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LSTR
LSTR Risk / Return Rank: 8080
Overall Rank
LSTR Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LSTR Sortino Ratio Rank: 7676
Sortino Ratio Rank
LSTR Omega Ratio Rank: 7979
Omega Ratio Rank
LSTR Calmar Ratio Rank: 8484
Calmar Ratio Rank
LSTR Martin Ratio Rank: 8181
Martin Ratio Rank
URTH
URTH Risk / Return Rank: 5757
Overall Rank
URTH Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 5555
Sortino Ratio Rank
URTH Omega Ratio Rank: 5454
Omega Ratio Rank
URTH Calmar Ratio Rank: 5353
Calmar Ratio Rank
URTH Martin Ratio Rank: 6565
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.

LSTR vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Landstar System, Inc. (LSTR) and iShares MSCI World ETF (URTH). 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.

LSTRURTHDifference
Sharpe ratioReturn per unit of total volatility
1.50
1.83

-0.33

Sortino ratioReturn per unit of downside risk
1.98
2.53

-0.55

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

3.00

2.55

+0.45

Martin ratioReturn relative to average drawdown

6.40

11.29

-4.88

LSTR vs. URTH - Sharpe Ratio Comparison

The current LSTR Sharpe Ratio is 1.50, which is comparable to the URTH Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of LSTR and URTH, 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

LSTR vs. URTH - Drawdown Comparison

The maximum LSTR drawdown since its inception was -53.20%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for LSTR and URTH.

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Drawdown Indicators

LSTRURTHDifference

Max Drawdown

Largest peak-to-trough decline

-53.20%

-34.01%

-19.19%

Max Drawdown (1Y)

Largest decline over 1 year

-17.40%

-9.06%

-8.34%

Max Drawdown (3Y)

Largest decline over 3 years

-38.75%

-16.94%

-21.81%

Max Drawdown (5Y)

Largest decline over 5 years

-38.75%

-26.05%

-12.70%

Max Drawdown (10Y)

Largest decline over 10 years

-38.75%

-34.01%

-4.74%

Current Drawdown

Current decline from peak

-7.93%

-2.63%

-5.30%

Average Drawdown

Average peak-to-trough decline

-13.93%

-4.36%

-9.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.15%

2.05%

+6.10%

Volatility

LSTR vs. URTH - Volatility Comparison

Landstar System, Inc. (LSTR) has a higher volatility of 9.29% compared to iShares MSCI World ETF (URTH) at 4.71%. This indicates that LSTR's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LSTRURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.29%

4.71%

+4.58%

Volatility (6M)

Calculated over the trailing 6-month period

28.54%

10.26%

+18.28%

Volatility (1Y)

Calculated over the trailing 1-year period

34.92%

12.66%

+22.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.76%

16.28%

+11.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.45%

17.20%

+10.25%

Dividends

LSTR vs. URTH - Dividend Comparison

LSTR's dividend yield for the trailing twelve months is around 1.73%, more than URTH's 1.42% yield.

PositionTTM20252024202320222021202020192018201720162015
LSTR
Landstar System, Inc.		1.73%2.48%1.97%1.68%1.90%1.63%2.07%0.61%2.23%0.37%0.40%2.22%
URTH
iShares MSCI World ETF		1.42%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Frequently Asked Questions

LSTR and URTH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LSTR has higher volatility (9.29%) compared to URTH (4.71%). In terms of maximum drawdown, LSTR dropped -53.20% vs URTH's -34.01%.

URTH currently has the higher Sharpe Ratio (1.83 vs 1.50), 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.

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