LCR vs. SPLV
Compare and contrast key facts about Leuthold Core ETF (LCR) and Invesco S&P 500® Low Volatility ETF (SPLV).
LCR and SPLV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LCR is an actively managed fund by The Leuthold Group LLC. It was launched on Jan 6, 2020. SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LCR or SPLV.
Correlation
The correlation between LCR and SPLV is 0.68, 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.
Performance
LCR vs. SPLV - Performance Comparison
Loading data...
Key characteristics
LCR:
0.68
SPLV:
1.04
LCR:
1.10
SPLV:
1.55
LCR:
1.15
SPLV:
1.22
LCR:
0.82
SPLV:
1.62
LCR:
2.92
SPLV:
5.01
LCR:
2.42%
SPLV:
2.95%
LCR:
9.38%
SPLV:
13.28%
LCR:
-17.44%
SPLV:
-36.26%
LCR:
-1.36%
SPLV:
-1.51%
Returns By Period
In the year-to-date period, LCR achieves a 2.28% return, which is significantly lower than SPLV's 5.91% return.
LCR
2.28%
4.70%
0.99%
6.30%
8.82%
N/A
SPLV
5.91%
3.21%
2.27%
13.73%
11.49%
9.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
LCR vs. SPLV - Expense Ratio Comparison
LCR has a 0.79% expense ratio, which is higher than SPLV's 0.25% expense ratio.
Risk-Adjusted Performance
LCR vs. SPLV — Risk-Adjusted Performance Rank
LCR
SPLV
LCR vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and Invesco S&P 500® Low Volatility ETF (SPLV). 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.
Loading data...
Dividends
LCR vs. SPLV - Dividend Comparison
LCR's dividend yield for the trailing twelve months is around 1.82%, more than SPLV's 1.71% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LCR Leuthold Core ETF | 1.82% | 1.86% | 1.59% | 0.75% | 0.21% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.71% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
Drawdowns
LCR vs. SPLV - Drawdown Comparison
The maximum LCR drawdown since its inception was -17.44%, smaller than the maximum SPLV drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for LCR and SPLV. For additional features, visit the drawdowns tool.
Loading data...
Volatility
LCR vs. SPLV - Volatility Comparison
The current volatility for Leuthold Core ETF (LCR) is 2.04%, while Invesco S&P 500® Low Volatility ETF (SPLV) has a volatility of 4.11%. This indicates that LCR experiences smaller price fluctuations and is considered to be less risky than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...