IQDG vs. LVHI
Compare and contrast key facts about WisdomTree International Quality Dividend Growth Fund (IQDG) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
IQDG and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IQDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Quality Dividend Growth Index. It was launched on Apr 7, 2016. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016. Both IQDG and LVHI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IQDG or LVHI.
Performance
IQDG vs. LVHI - Performance Comparison
Returns By Period
In the year-to-date period, IQDG achieves a -1.84% return, which is significantly lower than LVHI's 15.58% return.
IQDG
-1.84%
-6.56%
-6.36%
5.73%
5.60%
N/A
LVHI
15.58%
-0.48%
4.61%
19.43%
8.92%
N/A
Key characteristics
| IQDG | LVHI | |
|---|---|---|
| Sharpe Ratio | 0.41 | 2.03 |
| Sortino Ratio | 0.67 | 2.65 |
| Omega Ratio | 1.08 | 1.37 |
| Calmar Ratio | 0.42 | 2.93 |
| Martin Ratio | 1.59 | 14.09 |
| Ulcer Index | 3.53% | 1.33% |
| Daily Std Dev | 13.77% | 9.24% |
| Max Drawdown | -34.97% | -32.31% |
| Current Drawdown | -11.30% | -1.24% |
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IQDG vs. LVHI - Expense Ratio Comparison
IQDG has a 0.42% expense ratio, which is higher than LVHI's 0.40% expense ratio.
Correlation
The correlation between IQDG and LVHI is 0.62, 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.
Risk-Adjusted Performance
IQDG vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Quality Dividend Growth Fund (IQDG) 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.
Dividends
IQDG vs. LVHI - Dividend Comparison
IQDG's dividend yield for the trailing twelve months is around 2.11%, less than LVHI's 6.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
IQDG WisdomTree International Quality Dividend Growth Fund | 2.11% | 1.76% | 4.18% | 2.67% | 1.65% | 1.95% | 1.96% | 1.71% | 1.35% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.32% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% |
Drawdowns
IQDG vs. LVHI - Drawdown Comparison
The maximum IQDG drawdown since its inception was -34.97%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IQDG and LVHI. For additional features, visit the drawdowns tool.
Volatility
IQDG vs. LVHI - Volatility Comparison
WisdomTree International Quality Dividend Growth Fund (IQDG) has a higher volatility of 4.46% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.45%. This indicates that IQDG'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.