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USCL vs. EBI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USCL vs. EBI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ishares Climate Conscious & Transition MSCI USA ETF (USCL) and Longview Advantage ETF (EBI). The values are adjusted to include any dividend payments, if applicable.

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

USCL vs. EBI - Yearly Performance Comparison


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

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

USCL
USCL Risk / Return Rank: 4242
Overall Rank
USCL Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
USCL Sortino Ratio Rank: 4141
Sortino Ratio Rank
USCL Omega Ratio Rank: 4242
Omega Ratio Rank
USCL Calmar Ratio Rank: 3838
Calmar Ratio Rank
USCL Martin Ratio Rank: 4545
Martin Ratio Rank

EBI
EBI Risk / Return Rank: 8686
Overall Rank
EBI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EBI Sortino Ratio Rank: 8686
Sortino Ratio Rank
EBI Omega Ratio Rank: 8383
Omega Ratio Rank
EBI Calmar Ratio Rank: 8787
Calmar Ratio Rank
EBI Martin Ratio Rank: 8989
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.

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.


USCLEBIDifference
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

USCL vs. EBI - Sharpe Ratio Comparison

The current USCL Sharpe Ratio is 1.47, which is lower than the EBI Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of USCL and EBI, 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

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


USCLEBIDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.10%

-0.59%

-1.51%

Average Drawdown

Average peak-to-trough decline

-2.27%

-2.04%

-0.23%

Ulcer Index

Depth 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


USCLEBIDifference

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.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for USCL and EBI

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