Summary
LCTU
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 15.24% Volatility 18.65% Sharpe 0.68
Official loaded data — not a live quote.

BlackRock U.S. Carbon Transition Readiness ETF

Symbol: LCTU

Exchange: NYSE

Sector: Technology

Category: Large Blend

Inception date: 06/04/2021

Latest date: 15/10/2026

Current price: $82.68

Expense ratio: 0.15%

Assets under management
$1.2B
0.82% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.97%

Ann. -39.24% (Sharpe / Sortino numerator)

Volatility

18.20%

Sharpe ratio

-2.355

VaR 95%

-1.76%

CVaR 95%: -1.78%
Max drawdown: -7.66%
Sortino ratio: -4.128
Calmar ratio: -5.12

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.07%

Ann. -17.25% (Sharpe / Sortino numerator)

Volatility

15.06%

Sharpe ratio

-1.387

VaR 95%

-1.76%

CVaR 95%: -1.91%
Max drawdown: -9.58%
Sortino ratio: -2.027
Calmar ratio: -1.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

10.48%

Ann. -5.24% (Sharpe / Sortino numerator)

Volatility

13.98%

Sharpe ratio

-0.635

VaR 95%

-1.69%

CVaR 95%: -1.96%
Max drawdown: -9.58%
Sortino ratio: -0.888
Calmar ratio: -0.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.24%

Ann. 16.40% (Sharpe / Sortino numerator)

Volatility

18.65%

Sharpe ratio

0.684

VaR 95%

-1.69%

CVaR 95%: -2.69%
Max drawdown: -9.58%
Sortino ratio: 0.856
Calmar ratio: 1.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

33.12%

Ann. 12.82% (Sharpe / Sortino numerator)

Volatility

16.54%

Sharpe ratio

0.556

VaR 95%

-1.62%

CVaR 95%: -2.42%
Max drawdown: -19.83%
Sortino ratio: 0.704
Calmar ratio: 0.65

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

78.75%

Ann. 17.56% (Sharpe / Sortino numerator)

Volatility

15.07%

Sharpe ratio

0.924

VaR 95%

-1.51%

CVaR 95%: -2.16%
Max drawdown: -19.83%
Sortino ratio: 1.220
Calmar ratio: 0.89

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.06%

Best day

2.885%

31/03/2026
Worst day

-2.437%

05/06/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $82.01 $82.72 $82.00 $82.68 24,400
14/10/2026 $82.69 $82.73 $82.04 $82.29 38,300
13/10/2026 $83.28 $83.40 $83.05 $83.29 19,100
12/10/2026 $83.34 $83.41 $83.19 $83.25 14,700
09/10/2026 $83.16 $83.46 $83.05 $83.33 24,100
08/10/2026 $82.88 $83.08 $82.52 $82.86 36,300
07/10/2026 $82.85 $83.27 $82.81 $83.17 43,100
06/10/2026 $83.35 $83.68 $83.35 $83.44 22,800
05/10/2026 $82.53 $83.16 $82.51 $82.92 26,600
02/10/2026 $82.51 $82.73 $82.27 $82.39 40,100