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PBD vs. LCTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PBD vs. LCTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Global Clean Energy ETF (PBD) and BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD). The values are adjusted to include any dividend payments, if applicable.

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PBD vs. LCTD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PBD
Invesco Global Clean Energy ETF
11.61%43.65%-26.39%-10.69%-29.70%-15.20%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
1.14%30.42%3.14%17.10%-16.16%4.36%

Returns By Period

In the year-to-date period, PBD achieves a 11.61% return, which is significantly higher than LCTD's 1.14% return.


PBD

1D
3.34%
1M
-2.23%
YTD
11.61%
6M
19.78%
1Y
74.57%
3Y*
-0.76%
5Y*
-9.29%
10Y*
7.28%

LCTD

1D
3.15%
1M
-7.73%
YTD
1.14%
6M
5.65%
1Y
24.28%
3Y*
13.76%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PBD vs. LCTD - Expense Ratio Comparison

PBD has a 0.75% expense ratio, which is higher than LCTD's 0.20% expense ratio.


Return for Risk

PBD vs. LCTD — Risk / Return Rank

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

PBD
PBD Risk / Return Rank: 9797
Overall Rank
PBD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
PBD Sortino Ratio Rank: 9797
Sortino Ratio Rank
PBD Omega Ratio Rank: 9696
Omega Ratio Rank
PBD Calmar Ratio Rank: 9797
Calmar Ratio Rank
PBD Martin Ratio Rank: 9797
Martin Ratio Rank

LCTD
LCTD Risk / Return Rank: 7878
Overall Rank
LCTD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LCTD Sortino Ratio Rank: 7979
Sortino Ratio Rank
LCTD Omega Ratio Rank: 7777
Omega Ratio Rank
LCTD Calmar Ratio Rank: 7979
Calmar Ratio Rank
LCTD Martin Ratio Rank: 7777
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.

PBD vs. LCTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Global Clean Energy ETF (PBD) and BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD). 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.


PBDLCTDDifference

Sharpe ratio

Return per unit of total volatility

2.96

1.43

+1.53

Sortino ratio

Return per unit of downside risk

3.67

2.00

+1.68

Omega ratio

Gain probability vs. loss probability

1.49

1.29

+0.21

Calmar ratio

Return relative to maximum drawdown

5.24

2.13

+3.11

Martin ratio

Return relative to average drawdown

19.56

8.08

+11.48

PBD vs. LCTD - Sharpe Ratio Comparison

The current PBD Sharpe Ratio is 2.96, which is higher than the LCTD Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of PBD and LCTD, 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


PBDLCTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.96

1.43

+1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.43

-0.44

Correlation

The correlation between PBD and LCTD is 0.72, 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

PBD vs. LCTD - Dividend Comparison

PBD's dividend yield for the trailing twelve months is around 2.02%, less than LCTD's 3.57% yield.


TTM20252024202320222021202020192018201720162015
PBD
Invesco Global Clean Energy ETF
2.02%2.71%1.81%2.85%2.98%0.67%0.48%1.83%1.86%1.76%2.04%1.24%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.57%3.61%3.74%3.16%3.52%2.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

PBD vs. LCTD - Drawdown Comparison

The maximum PBD drawdown since its inception was -78.60%, which is greater than LCTD's maximum drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for PBD and LCTD.


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Drawdown Indicators


PBDLCTDDifference

Max Drawdown

Largest peak-to-trough decline

-78.60%

-29.82%

-48.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.51%

-10.92%

-2.59%

Max Drawdown (5Y)

Largest decline over 5 years

-69.26%

Max Drawdown (10Y)

Largest decline over 10 years

-75.40%

Current Drawdown

Current decline from peak

-50.86%

-7.95%

-42.91%

Average Drawdown

Average peak-to-trough decline

-53.49%

-6.91%

-46.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.88%

+0.74%

Volatility

PBD vs. LCTD - Volatility Comparison

Invesco Global Clean Energy ETF (PBD) has a higher volatility of 9.50% compared to BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) at 7.53%. This indicates that PBD's price experiences larger fluctuations and is considered to be riskier than LCTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PBDLCTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.50%

7.53%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

17.96%

10.99%

+6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

25.46%

17.08%

+8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.43%

16.02%

+12.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.11%

16.02%

+11.09%