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RNRG vs. LCTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RNRG vs. LCTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Funds Global X Renewable Energy Producers ETF (RNRG) 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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RNRG vs. LCTD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RNRG
Global X Funds Global X Renewable Energy Producers ETF
11.62%29.61%-22.00%-12.82%-15.30%-0.79%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
2.78%30.42%3.14%17.10%-16.16%4.36%

Returns By Period

In the year-to-date period, RNRG achieves a 11.62% return, which is significantly higher than LCTD's 2.78% return.


RNRG

1D
0.50%
1M
-0.12%
YTD
11.62%
6M
15.26%
1Y
47.91%
3Y*
1.37%
5Y*
-3.90%
10Y*
4.31%

LCTD

1D
1.62%
1M
-4.78%
YTD
2.78%
6M
6.42%
1Y
25.79%
3Y*
14.37%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RNRG vs. LCTD - Expense Ratio Comparison

RNRG has a 0.65% expense ratio, which is higher than LCTD's 0.20% expense ratio.


Return for Risk

RNRG vs. LCTD — Risk / Return Rank

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

RNRG
RNRG Risk / Return Rank: 9696
Overall Rank
RNRG Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
RNRG Sortino Ratio Rank: 9696
Sortino Ratio Rank
RNRG Omega Ratio Rank: 9595
Omega Ratio Rank
RNRG Calmar Ratio Rank: 9797
Calmar Ratio Rank
RNRG Martin Ratio Rank: 9898
Martin Ratio Rank

LCTD
LCTD Risk / Return Rank: 7979
Overall Rank
LCTD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
LCTD Sortino Ratio Rank: 7979
Sortino Ratio Rank
LCTD Omega Ratio Rank: 7676
Omega Ratio Rank
LCTD Calmar Ratio Rank: 8181
Calmar Ratio Rank
LCTD Martin Ratio Rank: 7979
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.

RNRG vs. LCTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Funds Global X Renewable Energy Producers ETF (RNRG) 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.


RNRGLCTDDifference

Sharpe ratio

Return per unit of total volatility

2.66

1.51

+1.14

Sortino ratio

Return per unit of downside risk

3.40

2.10

+1.29

Omega ratio

Gain probability vs. loss probability

1.48

1.30

+0.18

Calmar ratio

Return relative to maximum drawdown

5.33

2.41

+2.92

Martin ratio

Return relative to average drawdown

22.94

9.04

+13.90

RNRG vs. LCTD - Sharpe Ratio Comparison

The current RNRG Sharpe Ratio is 2.66, which is higher than the LCTD Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of RNRG 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


RNRGLCTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

1.51

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.45

-0.41

Correlation

The correlation between RNRG and LCTD is 0.66, 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.


Dividends

RNRG vs. LCTD - Dividend Comparison

RNRG's dividend yield for the trailing twelve months is around 1.35%, less than LCTD's 3.51% yield.


TTM20252024202320222021202020192018201720162015
RNRG
Global X Funds Global X Renewable Energy Producers ETF
1.35%1.50%1.48%1.44%1.15%1.10%3.16%2.97%5.22%4.14%5.02%3.48%
LCTD
BlackRock World ex U.S. Carbon Transition Readiness ETF
3.51%3.61%3.74%3.16%3.52%2.20%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RNRG vs. LCTD - Drawdown Comparison

The maximum RNRG drawdown since its inception was -58.79%, which is greater than LCTD's maximum drawdown of -29.82%. Use the drawdown chart below to compare losses from any high point for RNRG and LCTD.


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Drawdown Indicators


RNRGLCTDDifference

Max Drawdown

Largest peak-to-trough decline

-58.79%

-29.82%

-28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-9.94%

-10.92%

+0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-52.17%

Max Drawdown (10Y)

Largest decline over 10 years

-58.79%

Current Drawdown

Current decline from peak

-33.95%

-6.46%

-27.49%

Average Drawdown

Average peak-to-trough decline

-24.33%

-6.91%

-17.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

2.91%

-0.60%

Volatility

RNRG vs. LCTD - Volatility Comparison

The current volatility for Global X Funds Global X Renewable Energy Producers ETF (RNRG) is 6.29%, while BlackRock World ex U.S. Carbon Transition Readiness ETF (LCTD) has a volatility of 7.20%. This indicates that RNRG experiences smaller price fluctuations and is considered to be less risky 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


RNRGLCTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

7.20%

-0.91%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

11.09%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

17.12%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.17%

16.03%

+4.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.62%

16.03%

+3.59%