USCL vs. EBI
USCL (Ishares Climate Conscious & Transition MSCI USA ETF) and EBI (Longview Advantage ETF) are both Large Cap Blend Equities funds. USCL is passively managed, while EBI is actively managed. Over the past year, USCL returned 18.56% vs 32.74% for EBI. Their correlation of 0.89 suggests significant overlap in exposure. USCL charges 0.08%/yr vs 0.24%/yr for EBI.
Performance
USCL vs. EBI - Performance Comparison
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Returns By Period
In the year-to-date period, USCL achieves a 5.70% return, which is significantly lower than EBI's 14.67% return.
USCL
- 1D
- 1.17%
- 1M
- 0.63%
- YTD
- 5.70%
- 6M
- 5.87%
- 1Y
- 18.56%
- 3Y*
- 18.82%
- 5Y*
- —
- 10Y*
- —
EBI
- 1D
- 1.05%
- 1M
- 3.53%
- YTD
- 14.67%
- 6M
- 15.25%
- 1Y
- 32.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
USCL vs. EBI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 5.70% | 12.36% |
EBI Longview Advantage ETF | 14.67% | 15.82% |
Correlation
The correlation between USCL and EBI is 0.85, 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 | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2025 | 0.89 |
The correlation between USCL and EBI has been stable across timeframes, ranging from 0.85 to 0.89 - a consistent structural relationship.
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Return for Risk
USCL vs. EBI — Risk / Return Rank
USCL
EBI
USCL vs. EBI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and Longview Advantage ETF (EBI). 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.
| USCL | EBI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 4.64 | -2.82 |
| Martin ratioReturn relative to average drawdown | 7.02 | 18.83 | -11.81 |
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Drawdowns
USCL vs. EBI - Drawdown Comparison
The maximum USCL drawdown since its inception was -19.00%, which is greater than EBI's maximum drawdown of -17.05%. Use the drawdown chart below to compare losses from any high point for USCL and EBI.
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Drawdown Indicators
| USCL | EBI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.00% | -17.05% | -1.95% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -7.09% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -19.00% | — | — |
Current DrawdownCurrent decline from peak | -2.10% | -0.59% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -2.27% | -2.04% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 1.74% | +0.91% |
Volatility
USCL vs. EBI - Volatility Comparison
Ishares Climate Conscious & Transition MSCI USA ETF (USCL) has a higher volatility of 4.81% compared to Longview Advantage ETF (EBI) at 4.02%. This indicates that USCL's price experiences larger fluctuations and is considered to be riskier than EBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCL | EBI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 4.02% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 9.26% | +0.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.65% | 12.44% | +0.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.94% | 17.91% | -2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.94% | 17.91% | -2.97% |
USCL vs. EBI - Expense Ratio Comparison
USCL has a 0.08% expense ratio, which is lower than EBI's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
USCL vs. EBI - Dividend Comparison
USCL's dividend yield for the trailing twelve months is around 1.11%, more than EBI's 0.92% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EBI Longview Advantage ETF | 0.92% | 1.05% | 0.00% | 0.00% |
USCL Ishares Climate Conscious & Transition MSCI USA ETF | 1.11% | 1.10% | 1.18% | 0.85% |
Frequently Asked Questions
USCL and EBI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USCL has higher volatility (4.81%) compared to EBI (4.02%). In terms of maximum drawdown, USCL dropped -19.00% vs EBI's -17.05%.
On 1-year performance, EBI leads with 32.74% vs 18.56% for USCL. On fees, USCL is cheaper at 0.08% per year. On volatility, EBI has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EBI has performed better with a 32.74% return vs 18.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USCL is cheaper with a 0.08% expense ratio, compared with 0.24% for EBI.
USCL has the higher dividend yield at 1.11%, compared with 0.92% for EBI.
They also come from different issuers: iShares and Longview. Their fees differ too: 0.08% for USCL and 0.24% for EBI.
EBI currently has the higher Sharpe Ratio (2.64 vs 1.47), 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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