SWP vs. BLCR

Last updated Jun 4, 2026

SWP (SWP Growth & Income ETF) and BLCR (Blackrock Large Cap Core ETF) are both Large Cap Blend Equities funds. Both are actively managed. Over the past year, SWP returned 24.32% vs 47.09% for BLCR. A 0.79 correlation means they provide meaningful diversification when combined. SWP charges 0.99%/yr vs 0.36%/yr for BLCR.

Performance

SWP vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SWP Growth & Income ETF (SWP) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SWP achieves a 6.98% return, which is significantly lower than BLCR's 19.56% return.

SWP

• 1D: -0.31%
• 1M: 2.19%
• YTD: 6.98%
• 6M: 6.48%
• 1Y: 24.32%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLCR

• 1D: -0.33%
• 1M: 6.16%
• YTD: 19.56%
• 6M: 21.53%
• 1Y: 47.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SWP vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024
SWP SWP Growth & Income ETF	6.98%	16.86%	1.23%
BLCR Blackrock Large Cap Core ETF	19.56%	30.93%	1.94%

Correlation

The correlation between SWP and BLCR is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (All Time) Calculated using the full available price history since Sep 26, 2024	0.79

The correlation between SWP and BLCR has been stable across timeframes, ranging from 0.76 to 0.79 - a consistent structural relationship.

Return for Risk

SWP vs. BLCR — Risk / Return Rank

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

SWP

SWP Risk / Return Rank: 60
SWP Sharpe Ratio Rank: 62
SWP Sortino Ratio Rank: 63
SWP Omega Ratio Rank: 62
SWP Calmar Ratio Rank: 50
SWP Martin Ratio Rank: 62

BLCR

BLCR Risk / Return Rank: 87
BLCR Sharpe Ratio Rank: 89
BLCR Sortino Ratio Rank: 87
BLCR Omega Ratio Rank: 85
BLCR Calmar Ratio Rank: 84
BLCR Martin Ratio Rank: 91

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.

SWP vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SWP Growth & Income ETF (SWP) and Blackrock Large Cap Core ETF (BLCR). 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.

	SWP	BLCR	Difference
Sharpe ratio: Return per unit of total volatility	2.05	3.05	-1.00
Sortino ratio: Return per unit of downside risk	2.89	4.02	-1.13
Omega ratio: Gain probability vs. loss probability	1.38	1.52	-0.15
Calmar ratio: Return relative to maximum drawdown	2.45	4.61	-2.17
Martin ratio: Return relative to average drawdown	10.91	21.86	-10.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SWP vs. BLCR - Sharpe Ratio Comparison

The current SWP Sharpe Ratio is 2.05, which is lower than the BLCR Sharpe Ratio of 3.05. The chart below compares the historical Sharpe Ratios of SWP and BLCR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SWP	BLCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.05	3.05	-1.00
Sharpe Ratio (All Time) Calculated using the full available price history	1.04	1.90	-0.85

Drawdowns

SWP vs. BLCR - Drawdown Comparison

The maximum SWP drawdown since its inception was -16.41%, smaller than the maximum BLCR drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for SWP and BLCR.

Drawdown Indicators

	SWP	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	-16.41%	-21.29%	+4.88%
Max Drawdown (1Y) Largest decline over 1 year	-9.97%	-10.26%	+0.29%
Current Drawdown Current decline from peak	-0.69%	-0.37%	-0.32%
Average Drawdown Average peak-to-trough decline	-2.42%	-2.19%	-0.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.23%	2.16%	+0.07%

Volatility

SWP vs. BLCR - Volatility Comparison

The current volatility for SWP Growth & Income ETF (SWP) is 2.56%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 4.45%. This indicates that SWP experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SWP	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.56%	4.45%	-1.89%
Volatility (6M) Calculated over the trailing 6-month period	9.45%	12.24%	-2.79%
Volatility (1Y) Calculated over the trailing 1-year period	11.91%	15.54%	-3.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.52%	17.47%	-2.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.52%	17.47%	-2.95%

SWP vs. BLCR - Expense Ratio Comparison

SWP has a 0.99% expense ratio, which is higher than BLCR's 0.36% expense ratio.

Dividends

SWP vs. BLCR - Dividend Comparison

SWP's dividend yield for the trailing twelve months is around 6.83%, more than BLCR's 0.23% yield.

Position	TTM	2025	2024	2023
BLCR Blackrock Large Cap Core ETF	0.23%	0.33%	0.75%	0.13%
SWP SWP Growth & Income ETF	6.83%	5.64%	0.44%	0.00%

Frequently Asked Questions

Can I hold both SWP and BLCR in my portfolio?

SWP and BLCR have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SWP or BLCR?

BLCR has higher volatility (4.45%) compared to SWP (2.56%). In terms of maximum drawdown, SWP dropped -16.41% vs BLCR's -21.29%.

Which ETF is better, SWP or BLCR?

On 1-year performance, BLCR leads with 47.09% vs 24.32% for SWP. On fees, BLCR is cheaper at 0.36% per year. On volatility, SWP has been the lower-risk option at 2.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SWP or BLCR?

Over the 1-year period, BLCR has performed better with a 47.09% return vs 24.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SWP or BLCR?

BLCR is cheaper with a 0.36% expense ratio, compared with 0.99% for SWP.

Which ETF pays a higher dividend yield, SWP or BLCR?

SWP has the higher dividend yield at 6.83%, compared with 0.23% for BLCR.

What is the main difference between SWP and BLCR?

They also come from different issuers: SWP Investment Management and BlackRock. Their fees differ too: 0.99% for SWP and 0.36% for BLCR.

Which has better risk-adjusted returns?

BLCR currently has the higher Sharpe Ratio (3.05 vs 2.05), 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.