ETH-USD vs. LVHI
ETH-USD (Ethereum) 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, ETH-USD returned -8.64%/yr vs 15.67%/yr for LVHI. At a 0.09 correlation, their price movements are largely independent.
Performance
ETH-USD vs. LVHI - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than LVHI's 11.45% return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
LVHI
- 1D
- 0.37%
- 1M
- 0.77%
- YTD
- 11.45%
- 6M
- 13.55%
- 1Y
- 29.27%
- 3Y*
- 20.97%
- 5Y*
- 15.67%
- 10Y*
- —
ETH-USD vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 11.45% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 12.26% |
Correlation
The correlation between ETH-USD and LVHI is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 29, 2016 | 0.09 |
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Return for Risk
ETH-USD vs. LVHI — Risk / Return Rank
ETH-USD
LVHI
ETH-USD vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-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.
| ETH-USD | LVHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.60 | ||
| Sortino ratioReturn per unit of downside risk | -4.62 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.58 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 4.84 | -5.34 |
| Martin ratioReturn relative to average drawdown | -0.88 | 19.99 | -20.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETH-USD | LVHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 3.10 | -3.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 1.42 | -1.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.81 | -0.07 |
Drawdowns
ETH-USD vs. LVHI - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for ETH-USD and LVHI.
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Drawdown Indicators
| ETH-USD | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -32.31% | -61.70% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -6.08% | -61.45% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -11.99% | -55.54% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -11.99% | -67.36% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | — | — |
Current DrawdownCurrent decline from peak | -65.60% | -1.79% | -63.81% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -3.52% | -47.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 1.47% | +43.11% |
Volatility
ETH-USD vs. LVHI - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.35%. This indicates that ETH-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
| ETH-USD | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 2.35% | +14.53% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 7.58% | +39.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 9.50% | +47.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 11.07% | +48.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 13.76% | +64.28% |
Frequently Asked Questions
ETH-USD and LVHI have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to LVHI (2.35%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs LVHI's -32.31%.
LVHI currently has the higher Sharpe Ratio (3.10 vs -0.50), 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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