PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IQIN vs. LVHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IQIN and LVHI is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

IQIN vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IQ 500 International ETF (IQIN) and Legg Mason International Low Volatility High Dividend ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%JulyAugustSeptemberOctoberNovemberDecember
54.05%
70.61%
IQIN
LVHI

Key characteristics

Sharpe Ratio

IQIN:

0.59

LVHI:

1.60

Sortino Ratio

IQIN:

0.88

LVHI:

2.11

Omega Ratio

IQIN:

1.11

LVHI:

1.29

Calmar Ratio

IQIN:

0.91

LVHI:

2.35

Martin Ratio

IQIN:

2.70

LVHI:

11.06

Ulcer Index

IQIN:

2.75%

LVHI:

1.36%

Daily Std Dev

IQIN:

12.48%

LVHI:

9.38%

Max Drawdown

IQIN:

-35.15%

LVHI:

-32.31%

Current Drawdown

IQIN:

-7.95%

LVHI:

-2.89%

Returns By Period

In the year-to-date period, IQIN achieves a 2.17% return, which is significantly lower than LVHI's 13.64% return.


IQIN

YTD

2.17%

1M

-0.53%

6M

0.07%

1Y

3.62%

5Y*

6.40%

10Y*

N/A

LVHI

YTD

13.64%

1M

-1.68%

6M

4.45%

1Y

14.47%

5Y*

8.24%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IQIN vs. LVHI - Expense Ratio Comparison

IQIN has a 0.25% expense ratio, which is lower than LVHI's 0.40% expense ratio.


LVHI
Legg Mason International Low Volatility High Dividend ETF
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IQIN: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

IQIN vs. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IQ 500 International ETF (IQIN) 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.


Sharpe ratio
The chart of Sharpe ratio for IQIN, currently valued at 0.37, compared to the broader market0.002.004.000.371.60
The chart of Sortino ratio for IQIN, currently valued at 0.58, compared to the broader market-2.000.002.004.006.008.0010.000.582.11
The chart of Omega ratio for IQIN, currently valued at 1.07, compared to the broader market0.501.001.502.002.503.001.071.29
The chart of Calmar ratio for IQIN, currently valued at 0.55, compared to the broader market0.005.0010.0015.000.552.35
The chart of Martin ratio for IQIN, currently valued at 1.28, compared to the broader market0.0020.0040.0060.0080.00100.001.2811.06
IQIN
LVHI

The current IQIN Sharpe Ratio is 0.59, which is lower than the LVHI Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of IQIN and LVHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.37
1.60
IQIN
LVHI

Dividends

IQIN vs. LVHI - Dividend Comparison

IQIN's dividend yield for the trailing twelve months is around 4.24%, less than LVHI's 5.05% yield.


TTM20232022202120202019201820172016
IQIN
IQ 500 International ETF
4.24%3.91%3.54%3.64%2.26%2.37%0.08%0.00%0.00%
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.05%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%

Drawdowns

IQIN vs. LVHI - Drawdown Comparison

The maximum IQIN drawdown since its inception was -35.15%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for IQIN and LVHI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.95%
-2.89%
IQIN
LVHI

Volatility

IQIN vs. LVHI - Volatility Comparison

The current volatility for IQ 500 International ETF (IQIN) is 0.43%, while Legg Mason International Low Volatility High Dividend ETF (LVHI) has a volatility of 2.40%. This indicates that IQIN 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
0.43%
2.40%
IQIN
LVHI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab