UTRN vs. BLCR

Last updated Apr 2, 2026

Compare and contrast key facts about Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN) and Blackrock Large Cap Core ETF (BLCR).

UTRN and BLCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UTRN is a passively managed fund by Exchange Traded Concepts that tracks the performance of the Vesper US Large Cap Short-Term Reversal Index. It was launched on Sep 21, 2018. BLCR is an actively managed fund by BlackRock. It was launched on Oct 24, 2023.

Performance

UTRN vs. BLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN) and Blackrock Large Cap Core ETF (BLCR). The values are adjusted to include any dividend payments, if applicable.

UTRN vs. BLCR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
UTRN Vesper U.S. Large Cap Short-Term Reversal Strategy ETF	0.00%	-3.65%	28.82%	11.41%
BLCR Blackrock Large Cap Core ETF	-1.47%	30.93%	17.07%	14.18%

Returns By Period

UTRN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BLCR

• 1D: 1.63%
• 1M: -3.72%
• YTD: -1.47%
• 6M: 3.77%
• 1Y: 35.80%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

UTRN vs. BLCR - Expense Ratio Comparison

UTRN has a 0.75% expense ratio, which is higher than BLCR's 0.36% expense ratio.

UTRN

Vesper U.S. Large Cap Short-Term Reversal Strategy ETF

BLCR

Blackrock Large Cap Core ETF

Return for Risk

UTRN vs. BLCR — Risk / Return Rank

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

BLCR

BLCR Risk / Return Rank: 86
BLCR Sharpe Ratio Rank: 83
BLCR Sortino Ratio Rank: 85
BLCR Omega Ratio Rank: 85
BLCR Calmar Ratio Rank: 88
BLCR Martin Ratio Rank: 90

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.

UTRN vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vesper U.S. Large Cap Short-Term Reversal Strategy ETF (UTRN) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	UTRN	BLCR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.70	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.44	—

Correlation

The correlation between UTRN and BLCR is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

UTRN vs. BLCR - Dividend Comparison

UTRN has not paid dividends to shareholders, while BLCR's dividend yield for the trailing twelve months is around 0.28%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
UTRN Vesper U.S. Large Cap Short-Term Reversal Strategy ETF	0.00%	0.00%	1.06%	2.75%	1.09%	24.51%	9.09%	3.77%	0.71%
BLCR Blackrock Large Cap Core ETF	0.28%	0.33%	0.75%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	UTRN	BLCR	Difference
Max Drawdown Largest peak-to-trough decline	—	-21.29%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-12.13%	—
Current Drawdown Current decline from peak	—	-5.59%	—
Average Drawdown Average peak-to-trough decline	—	-2.29%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.92%	—

Volatility

Volatility by Period

	UTRN	BLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.08%	—
Volatility (6M) Calculated over the trailing 6-month period	—	12.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.17%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.60%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	17.60%	—