EGGY vs. LVHD

Last updated Jul 17, 2026

EGGY (NestYield Dynamic Income ETF) and LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) are both exchange-traded funds - EGGY is a Derivative Income fund actively managed by NestYield, while LVHD is a Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. EGGY is actively managed, while LVHD is passively managed. Over the past year, EGGY returned 14.33% vs 16.67% for LVHD. At a correlation of -0.13, they often move in opposite directions. EGGY charges 0.95%/yr vs 0.27%/yr for LVHD.

Performance

EGGY vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NestYield Dynamic Income ETF (EGGY) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EGGY achieves a 13.16% return, which is significantly lower than LVHD's 14.62% return.

EGGY

• 1D: -7.58%
• 1M: -18.05%
• 6M: 12.01%
• YTD: 13.16%
• 1Y: 14.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVHD

• 1D: 2.24%
• 1M: 3.49%
• 6M: 10.72%
• YTD: 14.62%
• 1Y: 16.67%
• 3Y*: 10.97%
• 5Y*: 7.75%
• 10Y*: 8.26%

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

EGGY vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	13.16%	16.46%	-0.91%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	14.62%	7.50%	-0.62%

Correlation

The correlation between EGGY and LVHD is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.25
Correlation (All Time) Calculated using the full available price history since Dec 27, 2024	-0.13

The correlation between EGGY and LVHD shifts across timeframes, from -0.25 (1 year) to -0.13 (all time), reflecting how their relationship changes across market environments.

Return for Risk

EGGY vs. LVHD — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 18
EGGY Sharpe Ratio Rank: 16
EGGY Sortino Ratio Rank: 16
EGGY Omega Ratio Rank: 18
EGGY Calmar Ratio Rank: 18
EGGY Martin Ratio Rank: 20

LVHD

LVHD Risk / Return Rank: 60
LVHD Sharpe Ratio Rank: 60
LVHD Sortino Ratio Rank: 65
LVHD Omega Ratio Rank: 55
LVHD Calmar Ratio Rank: 67
LVHD Martin Ratio Rank: 50

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.

EGGY vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.

	EGGY	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	0.39	1.61	-1.22
Sortino ratio: Return per unit of downside risk	0.72	2.42	-1.70
Omega ratio: Gain probability vs. loss probability	1.10	1.28	-0.18
Calmar ratio: Return relative to maximum drawdown	0.58	2.71	-2.13
Martin ratio: Return relative to average drawdown	1.77	6.72	-4.95

EGGY vs. LVHD - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 0.39, which is lower than the LVHD Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of EGGY and LVHD, 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

EGGY vs. LVHD - Drawdown Comparison

The maximum EGGY drawdown since its inception was -24.81%, smaller than the maximum LVHD drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for EGGY and LVHD.

Drawdown Indicators

	EGGY	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-24.81%	-37.32%	+12.51%
Max Drawdown (1Y) Largest decline over 1 year	-24.81%	-6.17%	-18.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.29%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.32%	—
Current Drawdown Current decline from peak	-24.81%	0.00%	-24.81%
Average Drawdown Average peak-to-trough decline	-5.51%	-4.02%	-1.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.13%	2.49%	+5.64%

Volatility

EGGY vs. LVHD - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 20.58% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.92%. This indicates that EGGY's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGY	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.58%	4.92%	+15.66%
Volatility (6M) Calculated over the trailing 6-month period	32.91%	8.10%	+24.81%
Volatility (1Y) Calculated over the trailing 1-year period	36.86%	10.44%	+26.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.34%	13.02%	+20.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.34%	15.56%	+17.78%

EGGY vs. LVHD - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than LVHD's 0.27% expense ratio.

Dividends

EGGY vs. LVHD - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 33.43%, more than LVHD's 3.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
EGGY NestYield Dynamic Income ETF	33.43%	28.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.17%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%

Frequently Asked Questions

Can I hold both EGGY and LVHD in my portfolio?

EGGY and LVHD have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or LVHD?

EGGY has higher volatility (20.58%) compared to LVHD (4.92%). In terms of maximum drawdown, EGGY dropped -24.81% vs LVHD's -37.32%.

Which ETF is better, EGGY or LVHD?

On 1-year performance, LVHD leads with 16.67% vs 14.33% for EGGY. On fees, LVHD is cheaper at 0.27% per year. On volatility, LVHD has been the lower-risk option at 4.92%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or LVHD?

Over the 1-year period, LVHD has performed better with a 16.67% return vs 14.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or LVHD?

LVHD is cheaper with a 0.27% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, EGGY or LVHD?

EGGY has the higher dividend yield at 33.43%, compared with 3.17% for LVHD.

What is the main difference between EGGY and LVHD?

EGGY is categorized as Derivative Income, while LVHD is Dividend. They also come from different issuers: NestYield and Franklin Templeton. Their fees differ too: 0.95% for EGGY and 0.27% for LVHD.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.61 vs 0.39), 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.