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IFLR vs. LVHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IFLR vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator International Developed Managed Floor ETF (IFLR) and Legg Mason International Low Volatility High Dividend ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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IFLR vs. LVHI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, IFLR achieves a 0.56% return, which is significantly lower than LVHI's 10.97% return.


IFLR

1D
0.41%
1M
-5.09%
YTD
0.56%
6M
1Y
3Y*
5Y*
10Y*

LVHI

1D
0.39%
1M
-0.90%
YTD
10.97%
6M
19.61%
1Y
32.28%
3Y*
21.53%
5Y*
16.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IFLR vs. LVHI - Expense Ratio Comparison

IFLR has a 0.89% expense ratio, which is higher than LVHI's 0.40% expense ratio.


Return for Risk

IFLR vs. LVHI — Risk / Return Rank

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

IFLR

LVHI
LVHI Risk / Return Rank: 9494
Overall Rank
LVHI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9595
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9797
Omega Ratio Rank
LVHI Calmar Ratio Rank: 8989
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9595
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.

IFLR vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator International Developed Managed Floor ETF (IFLR) and Legg Mason International Low Volatility High Dividend 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.


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

IFLR vs. LVHI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IFLRLVHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

0.82

+0.23

Correlation

The correlation between IFLR and LVHI is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IFLR vs. LVHI - Dividend Comparison

IFLR's dividend yield for the trailing twelve months is around 0.29%, less than LVHI's 4.53% yield.


TTM2025202420232022202120202019201820172016
IFLR
Innovator International Developed Managed Floor ETF
0.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.53%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%

Drawdowns

IFLR vs. LVHI - Drawdown Comparison

The maximum IFLR drawdown since its inception was -9.58%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IFLR and LVHI.


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Drawdown Indicators


IFLRLVHIDifference

Max Drawdown

Largest peak-to-trough decline

-9.58%

-32.31%

+22.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

Current Drawdown

Current decline from peak

-6.70%

-1.73%

-4.97%

Average Drawdown

Average peak-to-trough decline

-1.88%

-3.56%

+1.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

Volatility

IFLR vs. LVHI - Volatility Comparison


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Volatility by Period


IFLRLVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

Volatility (1Y)

Calculated over the trailing 1-year period

13.45%

13.30%

+0.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.45%

10.99%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.45%

13.82%

-0.37%