DIHP vs. LVHI

Last updated Jun 24, 2026

DIHP (Dimensional International High Profitability ETF) and LVHI (Franklin International Low Volatility High Dividend Index ETF) are both exchange-traded funds - DIHP is a Foreign Large Cap Equities fund actively managed by Dimensional, while LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. DIHP is actively managed, while LVHI is passively managed. Over the past 3 years, DIHP returned 14.14%/yr vs 21.68%/yr for LVHI. A 0.75 correlation means they provide meaningful diversification when combined. DIHP charges 0.29%/yr vs 0.40%/yr for LVHI.

Performance

DIHP vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International High Profitability ETF (DIHP) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DIHP achieves a 6.47% return, which is significantly lower than LVHI's 12.42% return.

DIHP

• 1D: -2.54%
• 1M: -1.40%
• YTD: 6.47%
• 6M: 5.91%
• 1Y: 18.13%
• 3Y*: 14.14%
• 5Y*: —
• 10Y*: —

LVHI

• 1D: -0.15%
• 1M: -0.65%
• YTD: 12.42%
• 6M: 12.76%
• 1Y: 31.92%
• 3Y*: 21.68%
• 5Y*: 15.85%
• 10Y*: —

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

DIHP vs. LVHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DIHP Dimensional International High Profitability ETF	6.47%	28.26%	0.50%	19.07%	-10.60%
LVHI Franklin International Low Volatility High Dividend Index ETF	12.42%	27.12%	14.81%	17.45%	2.54%

Correlation

The correlation between DIHP and LVHI is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Mar 24, 2022	0.75

The correlation between DIHP and LVHI has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

DIHP vs. LVHI - Sectors Allocation Comparison

Sectors	DIHP	LVHI
Industrials	22.5%	13.4%
Technology	13.2%	0.1%
Healthcare	11.5%	7.4%
Consumer Cyclical	10.7%	5.5%
Financial Services	9.3%	24.1%
Consumer Defensive	9.2%	8.6%
Basic Materials	7.5%	6.8%
Communication Services	7.1%	5.8%
Energy	5.8%	16.6%
Utilities	2.7%	10.0%
Real Estate	0.4%	1.8%

Return for Risk

DIHP vs. LVHI — Risk / Return Rank

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

DIHP

DIHP Risk / Return Rank: 37
DIHP Sharpe Ratio Rank: 37
DIHP Sortino Ratio Rank: 36
DIHP Omega Ratio Rank: 37
DIHP Calmar Ratio Rank: 35
DIHP Martin Ratio Rank: 40

LVHI

LVHI Risk / Return Rank: 93
LVHI Sharpe Ratio Rank: 94
LVHI Sortino Ratio Rank: 94
LVHI Omega Ratio Rank: 93
LVHI Calmar Ratio Rank: 90
LVHI Martin Ratio Rank: 92

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.

DIHP vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International High Profitability ETF (DIHP) 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.

	DIHP	LVHI	Difference
Sharpe ratio: Return per unit of total volatility	1.26	3.34	-2.08
Sortino ratio: Return per unit of downside risk	1.81	4.56	-2.76
Omega ratio: Gain probability vs. loss probability	1.23	1.63	-0.40
Calmar ratio: Return relative to maximum drawdown	1.67	5.28	-3.61
Martin ratio: Return relative to average drawdown	5.99	21.81	-15.82

DIHP vs. LVHI - Sharpe Ratio Comparison

The current DIHP Sharpe Ratio is 1.26, which is lower than the LVHI Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of DIHP and LVHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DIHP vs. LVHI - Drawdown Comparison

The maximum DIHP drawdown since its inception was -24.94%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for DIHP and LVHI.

Drawdown Indicators

	DIHP	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	-24.94%	-32.31%	+7.37%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-6.08%	-4.84%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-11.99%	-0.43%
Max Drawdown (5Y) Largest decline over 5 years	—	-11.99%	—
Current Drawdown Current decline from peak	-4.17%	-1.19%	-2.98%
Average Drawdown Average peak-to-trough decline	-4.82%	-3.50%	-1.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.03%	1.47%	+1.56%

Volatility

DIHP vs. LVHI - Volatility Comparison

Dimensional International High Profitability ETF (DIHP) has a higher volatility of 5.29% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.61%. This indicates that DIHP'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.

Volatility by Period

	DIHP	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	2.61%	+2.68%
Volatility (6M) Calculated over the trailing 6-month period	12.24%	7.70%	+4.54%
Volatility (1Y) Calculated over the trailing 1-year period	14.47%	9.61%	+4.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.33%	11.07%	+5.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.33%	13.74%	+2.59%

DIHP vs. LVHI - Expense Ratio Comparison

DIHP has a 0.29% expense ratio, which is lower than LVHI's 0.40% expense ratio.

Dividends

DIHP vs. LVHI - Dividend Comparison

DIHP's dividend yield for the trailing twelve months is around 2.05%, less than LVHI's 4.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DIHP Dimensional International High Profitability ETF	2.05%	2.02%	2.30%	2.17%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.74%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%

Frequently Asked Questions

Can I hold both DIHP and LVHI in my portfolio?

DIHP and LVHI have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIHP or LVHI?

DIHP has higher volatility (5.29%) compared to LVHI (2.61%). In terms of maximum drawdown, DIHP dropped -24.94% vs LVHI's -32.31%.

Which ETF is better, DIHP or LVHI?

On 3-year performance, LVHI leads with 21.68% vs 14.14% for DIHP. On fees, DIHP is cheaper at 0.29% per year. On volatility, LVHI has been the lower-risk option at 2.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIHP or LVHI?

Over the 3-year period, LVHI has performed better with a 21.68% return vs 14.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIHP or LVHI?

DIHP is cheaper with a 0.29% expense ratio, compared with 0.40% for LVHI.

Which ETF pays a higher dividend yield, DIHP or LVHI?

LVHI has the higher dividend yield at 4.74%, compared with 2.05% for DIHP.

What is the main difference between DIHP and LVHI?

DIHP is categorized as Foreign Large Cap Equities, while LVHI is Volatility Hedged Equity. They also come from different issuers: Dimensional and Franklin Templeton. Their fees differ too: 0.29% for DIHP and 0.40% for LVHI.

Which has better risk-adjusted returns?

LVHI currently has the higher Sharpe Ratio (3.34 vs 1.26), 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.