BlackRock Large Cap Core ETF

10-Year Study

BLCR.US · · US · ETF

Executive Summary: BlackRock Large Cap Core ETF has compounded at 28.3% annually over the last 10 years, with a maximum drawdown of 10.8% and an annualized volatility of 38.3%.

1Y CAGR
+38.2%
3Y CAGR
+28.3%
5Y CAGR
+28.3%
10Y CAGR
+28.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
10.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.91
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 7.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.5-0.4-5.111.1————————7.7%
20255.2-3.1-7.4-0.611.77.62.31.95.33.71.20.830.9%
20242.14.82.5-4.04.81.70.42.00.7-3.04.9-0.617.1%
2023——————————7.65.013.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 38.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.0% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-10-0110000
2023-11-0110758.137652152935
2023-12-0111298.835112624862
2024-01-0111533.693416689497
2024-02-0112091.931652308307
2024-03-0112393.641162352345
2024-04-0111892.400224063982
2024-05-0112463.681600176635
2024-06-0112677.646346898473
2024-07-0112734.030330412596
2024-08-0112985.897870983308
2024-09-0113078.140268958554
2024-10-0112684.597236816819
2024-11-0113302.163362268117
2024-12-0113227.911502905063
2025-01-0113913.023923327597
2025-02-0113482.88650014515
2025-03-0112479.423321462304
2025-04-0112406.030101442106
2025-05-0113861.505562756312
2025-06-0114918.981244863497
2025-07-0115263.377396523738
2025-08-0115553.515719233113
2025-09-0116377.52327525933
2025-10-0116984.254189955554
2025-11-0117185.666447236614
2025-12-0117319.16442125664
2026-01-0117759.93261725538
2026-02-0117685.517207541307
2026-03-0116788.443532196932
2026-04-0118644.74001627326
Annual Return Matrix
YearAnnual Return
20240.17073232515135395
20250.3092894080409496
20260.07653808017375718
Total Factor Risk
0.38268741848547155
VTI.US Exposure
0.30676828344358137
VEA.US Exposure
0.02573442000657827
VWO.US Exposure
0.007936515047309673
QQQ.US Exposure
-0.03715856793358092
VTV.US Exposure
-0.019474325269469798
IJR.US Exposure
-0.022570789489807484
QUAL.US Exposure
-0.0332106018070849
SHV.US Exposure
0.7199396383379089
TLT.US Exposure
0.03778277824643308
LQD.US Exposure
-0.021636318714141435
HYG.US Exposure
0.05542888777978535
GLD.US Exposure
0.0003024367970868778
USO.US Exposure
-0.0003529608374276142
VNQ.US Exposure
-0.03574587003205182
BTC-USD.CC Exposure
-0.001230876867680199
CPER.US Exposure
-0.004478137437273604
VIX.INDX Exposure
0.010164771528980744
UUP.US Exposure
-0.0001838499612559797
TIP.US Exposure
0.005012764456771544
Idiosyncratic Exposure
0.006971802705337937
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
3.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.3%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.32%
Market Cap$260.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.640.02%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+11.9%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Large Cap Core ETF a high-risk investment?

BlackRock Large Cap Core ETF (BLCR.US) has an annualized volatility of 38.3% and experienced a maximum drawdown of 10.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BLCR.US?

Over the past 10 years, BLCR.US has generated a Compound Annual Growth Rate (CAGR) of 28.3%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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