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FXF vs. LVHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXF vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CurrencyShares® Swiss Franc Trust (FXF) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FXF achieves a -0.97% return, which is significantly lower than LVHI's 11.45% return.


FXF

1D
-0.26%
1M
-2.70%
YTD
-0.97%
6M
0.83%
1Y
2.42%
3Y*
3.92%
5Y*
1.79%
10Y*
1.04%

LVHI

1D
0.37%
1M
0.77%
YTD
11.45%
6M
13.55%
1Y
29.27%
3Y*
20.97%
5Y*
15.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXF vs. LVHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXF
Invesco CurrencyShares® Swiss Franc Trust
-0.97%14.04%-7.46%9.63%-2.29%-4.08%8.18%0.32%-2.01%3.31%
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 FXF and LVHI is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.15

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2016

0.01

The correlation between FXF and LVHI shifts across timeframes, from 0.01 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

FXF vs. LVHI — Risk / Return Rank

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

FXF
FXF Risk / Return Rank: 1414
Overall Rank
FXF Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
FXF Sortino Ratio Rank: 1414
Sortino Ratio Rank
FXF Omega Ratio Rank: 1313
Omega Ratio Rank
FXF Calmar Ratio Rank: 1616
Calmar Ratio Rank
FXF Martin Ratio Rank: 1515
Martin Ratio Rank

LVHI
LVHI Risk / Return Rank: 9292
Overall Rank
LVHI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9393
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9393
Omega Ratio Rank
LVHI Calmar Ratio Rank: 8989
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9191
Martin Ratio Rank
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.

FXF vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CurrencyShares® Swiss Franc Trust (FXF) 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.


FXFLVHIDifference
Sharpe ratioReturn per unit of total volatility

-2.78

Sortino ratioReturn per unit of downside risk

-3.69

Omega ratioGain probability vs. loss probability

1.06

1.58

-0.52

Calmar ratioReturn relative to maximum drawdown

0.50

4.84

-4.34

Martin ratioReturn relative to average drawdown

1.10

19.99

-18.88

FXF vs. LVHI - Sharpe Ratio Comparison

The current FXF Sharpe Ratio is 0.33, which is lower than the LVHI Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of FXF 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.


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Sharpe Ratios by Period


FXFLVHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

3.10

-2.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

1.42

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.81

-0.64

Drawdowns

FXF vs. LVHI - Drawdown Comparison

The maximum FXF drawdown since its inception was -35.58%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for FXF and LVHI.


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Drawdown Indicators


FXFLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-35.58%

-32.31%

-3.27%

Max Drawdown (1Y)

Largest decline over 1 year

-4.82%

-6.08%

+1.26%

Max Drawdown (3Y)

Largest decline over 3 years

-8.52%

-11.99%

+3.47%

Max Drawdown (5Y)

Largest decline over 5 years

-13.03%

-11.99%

-1.04%

Max Drawdown (10Y)

Largest decline over 10 years

-15.04%

Current Drawdown

Current decline from peak

-19.16%

-1.79%

-17.37%

Average Drawdown

Average peak-to-trough decline

-20.84%

-3.52%

-17.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

1.47%

+0.73%

Volatility

FXF vs. LVHI - Volatility Comparison

The current volatility for Invesco CurrencyShares® Swiss Franc Trust (FXF) is 1.78%, while Franklin International Low Volatility High Dividend Index ETF (LVHI) has a volatility of 2.35%. This indicates that FXF experiences smaller price fluctuations and is considered to be less risky 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


FXFLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

2.35%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

5.59%

7.58%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

7.49%

9.50%

-2.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.33%

11.07%

-2.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.57%

13.76%

-6.19%

FXF vs. LVHI - Expense Ratio Comparison

Both FXF and LVHI have an expense ratio of 0.40%.


Dividends

FXF vs. LVHI - Dividend Comparison

FXF has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 4.79%.


PositionTTM2025202420232022202120202019201820172016
FXF
Invesco CurrencyShares® Swiss Franc Trust
0.00%0.00%0.03%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.79%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%

Frequently Asked Questions


FXF and LVHI have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVHI has higher volatility (2.35%) compared to FXF (1.78%). In terms of maximum drawdown, FXF dropped -35.58% vs LVHI's -32.31%.

On 5-year performance, LVHI leads with 15.67% vs 1.79% for FXF. Both ETFs have the same 0.40% expense ratio. On volatility, FXF has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, LVHI has performed better with a 15.67% return vs 1.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FXF and LVHI have the same expense ratio: 0.40% per year.

LVHI has the higher dividend yield at 4.79%, compared with 0.00% for FXF.

FXF is categorized as Currency, while LVHI is Volatility Hedged Equity. FXF tracks Swiss Franc, while LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR. They also come from different issuers: Invesco and Franklin Templeton.

LVHI currently has the higher Sharpe Ratio (3.10 vs 0.33), 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.

Portfolio Optimizer

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