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IALT vs. LVHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IALT vs. LVHD - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with IALT having a 13.85% return and LVHD slightly lower at 13.57%.


IALT

1D
0.21%
1M
2.39%
6M
11.00%
YTD
13.85%
1Y
3Y*
5Y*
10Y*
ALL TIME*

LVHD

1D
-0.01%
1M
-0.57%
6M
7.71%
YTD
13.57%
1Y
14.82%
3Y*
10.47%
5Y*
7.44%
10Y*
8.26%
ALL TIME*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$40.45M$35.41M$114.47M
$2.34M$2.46M$2.92M

IALT vs. LVHD - Yearly Performance Comparison


Correlation

The correlation between IALT and LVHD is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

-0.03

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Return for Risk

IALT vs. LVHD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IALT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


LVHD
LVHD Risk / Return Rank: 5858
Overall Rank
LVHD Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
LVHD Sortino Ratio Rank: 6262
Sortino Ratio Rank
LVHD Omega Ratio Rank: 5454
Omega Ratio Rank
LVHD Calmar Ratio Rank: 6868
Calmar Ratio Rank
LVHD Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IALT vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Alternatives Active ETF (IALT) 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.


IALTLVHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

2.41

Martin ratioReturn relative to average drawdown

5.96

IALT vs. LVHD - Sharpe Ratio Comparison


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Drawdowns

IALT vs. LVHD - Drawdown Comparison

The maximum IALT drawdown since its inception was -2.27%, smaller than the maximum LVHD drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for IALT and LVHD.


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Drawdown Indicators


IALTLVHDDifference

Max Drawdown

Largest peak-to-trough decline

-2.27%

-37.32%

+35.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

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

-0.55%

-2.13%

+1.58%

Average Drawdown

Average peak-to-trough decline

-0.49%

-4.00%

+3.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

Volatility

IALT vs. LVHD - Volatility Comparison


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Volatility by Period


IALTLVHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.27%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

Volatility (1Y)

Calculated over the trailing 1-year period

8.01%

10.53%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.01%

13.05%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.01%

15.58%

-7.57%

IALT vs. LVHD - Expense Ratio Comparison

IALT has a 0.99% expense ratio, which is higher than LVHD's 0.27% expense ratio.


Dividends

IALT vs. LVHD - Dividend Comparison

IALT's dividend yield for the trailing twelve months is around 0.39%, less than LVHD's 3.20% yield.


PositionTTM2025202420232022202120202019201820172016
IALT
iShares Systematic Alternatives Active ETF
0.39%0.14%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
3.20%3.35%4.23%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%

Frequently Asked Questions


IALT and LVHD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LVHD is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LVHD is cheaper with a 0.27% expense ratio, compared with 0.99% for IALT.

LVHD has the higher dividend yield at 3.20%, compared with 0.39% for IALT.

IALT is categorized as Multistrategy, while LVHD is Dividend. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.99% for IALT and 0.27% for LVHD.

Portfolio Optimizer

Find the right allocation for IALT and LVHD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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