BTC-USD vs. LVHI
BTC-USD (Bitcoin) is a cryptocurrency, while LVHI (Franklin International Low Volatility High Dividend Index ETF) is Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Over the past 5 years, BTC-USD returned 15.31%/yr vs 16.27%/yr for LVHI. At a 0.11 correlation, their price movements are largely independent.
Performance
BTC-USD vs. LVHI - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.13% return, which is significantly lower than LVHI's 15.24% return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
LVHI
- 1D
- -0.50%
- 1M
- 2.64%
- 6M
- 11.66%
- YTD
- 15.24%
- 1Y
- 33.06%
- 3Y*
- 21.25%
- 5Y*
- 16.27%
- 10Y*
- —
- ALL TIME*
- 11.42%
BTC-USD vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 15.24% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 12.26% |
Correlation
The correlation between BTC-USD and LVHI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016 | 0.11 |
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Return for Risk
BTC-USD vs. LVHI — Risk / Return Rank
BTC-USD
LVHI
BTC-USD vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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.
| BTC-USD | LVHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.50 | ||
| Sortino ratioReturn per unit of downside risk | -6.32 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.67 | -0.82 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 5.47 | -6.30 |
| Martin ratioReturn relative to average drawdown | -1.32 | 22.51 | -23.83 |
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Drawdowns
BTC-USD vs. LVHI - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for BTC-USD and LVHI.
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Drawdown Indicators
| BTC-USD | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -32.31% | -52.99% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -6.08% | -47.00% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -11.99% | -41.09% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -11.99% | -64.68% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | — | — |
Current DrawdownCurrent decline from peak | -47.48% | -0.50% | -46.98% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -3.48% | -39.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 1.47% | +26.41% |
Volatility
BTC-USD vs. LVHI - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.14%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 2.14% | +7.23% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 7.66% | +27.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 9.58% | +26.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 11.04% | +32.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 13.71% | +42.62% |
Frequently Asked Questions
BTC-USD and LVHI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.37%) compared to LVHI (2.14%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs LVHI's -32.31%.
LVHI currently has the higher Sharpe Ratio (3.47 vs -1.03), 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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