PortfoliosLab logoPortfoliosLab logo
LVHD vs. IYW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LVHD vs. IYW - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, LVHD achieves a 10.95% return, which is significantly lower than IYW's 22.66% return. Over the past 10 years, LVHD has underperformed IYW with an annualized return of 8.41%, while IYW has yielded a comparatively higher 25.63% annualized return.


LVHD

1D
0.64%
1M
3.86%
YTD
10.95%
6M
10.48%
1Y
13.29%
3Y*
10.12%
5Y*
6.90%
10Y*
8.41%

IYW

1D
0.61%
1M
1.73%
YTD
22.66%
6M
23.40%
1Y
47.94%
3Y*
32.06%
5Y*
21.19%
10Y*
25.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LVHD vs. IYW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVHD
Franklin U.S. Low Volatility High Dividend Index ETF
10.95%7.50%10.18%-0.95%-1.82%26.90%-1.28%22.91%-5.58%14.25%
IYW
iShares U.S. Technology ETF
22.66%25.38%30.25%65.44%-34.83%35.44%47.45%46.64%-0.93%36.60%

Correlation

The correlation between LVHD and IYW is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Dec 29, 2015

0.34

The correlation between LVHD and IYW shifts across timeframes, from -0.14 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LVHD vs. IYW — Risk / Return Rank

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

LVHD
LVHD Risk / Return Rank: 4343
Overall Rank
LVHD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
LVHD Sortino Ratio Rank: 4545
Sortino Ratio Rank
LVHD Omega Ratio Rank: 4040
Omega Ratio Rank
LVHD Calmar Ratio Rank: 4949
Calmar Ratio Rank
LVHD Martin Ratio Rank: 3939
Martin Ratio Rank

IYW
IYW Risk / Return Rank: 6969
Overall Rank
IYW Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
IYW Sortino Ratio Rank: 7373
Sortino Ratio Rank
IYW Omega Ratio Rank: 7474
Omega Ratio Rank
IYW Calmar Ratio Rank: 6262
Calmar Ratio Rank
IYW Martin Ratio Rank: 5656
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.

LVHD vs. IYW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) and iShares U.S. Technology ETF (IYW). 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.


LVHDIYWDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.23

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

2.16

2.70

-0.54

Martin ratioReturn relative to average drawdown

5.43

8.68

-3.25

LVHD vs. IYW - Sharpe Ratio Comparison

The current LVHD Sharpe Ratio is 1.37, which is lower than the IYW Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of LVHD and IYW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LVHD vs. IYW - Drawdown Comparison

The maximum LVHD drawdown since its inception was -37.32%, smaller than the maximum IYW drawdown of -81.90%. Use the drawdown chart below to compare losses from any high point for LVHD and IYW.


Loading charts...

Drawdown Indicators


LVHDIYWDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-81.90%

+44.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.17%

-17.81%

+11.64%

Max Drawdown (3Y)

Largest decline over 3 years

-14.29%

-26.47%

+12.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.75%

-39.44%

+22.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-39.44%

+2.12%

Current Drawdown

Current decline from peak

-1.07%

-5.81%

+4.74%

Average Drawdown

Average peak-to-trough decline

-4.04%

-34.62%

+30.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

5.54%

-3.08%

Volatility

LVHD vs. IYW - Volatility Comparison

The current volatility for Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) is 3.54%, while iShares U.S. Technology ETF (IYW) has a volatility of 9.41%. This indicates that LVHD experiences smaller price fluctuations and is considered to be less risky than IYW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LVHDIYWDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

9.41%

-5.87%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

17.67%

-10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

9.77%

21.47%

-11.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.91%

26.07%

-13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.52%

25.20%

-9.68%

LVHD vs. IYW - Expense Ratio Comparison

LVHD has a 0.27% expense ratio, which is lower than IYW's 0.38% expense ratio.


Dividends

LVHD vs. IYW - Dividend Comparison

LVHD's dividend yield for the trailing twelve months is around 3.27%, more than IYW's 0.11% yield.


PositionTTM20252024202320222021202020192018201720162015
IYW
iShares U.S. Technology ETF
0.11%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
LVHD
Franklin U.S. Low Volatility High Dividend Index ETF
3.27%3.35%4.23%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%0.00%

Frequently Asked Questions


LVHD and IYW have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IYW has higher volatility (9.41%) compared to LVHD (3.54%). In terms of maximum drawdown, LVHD dropped -37.32% vs IYW's -81.90%.

On 10-year performance, IYW leads with 25.63% vs 8.41% for LVHD. On fees, LVHD is cheaper at 0.27% per year. On volatility, LVHD has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IYW has performed better with a 25.63% return vs 8.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LVHD is cheaper with a 0.27% expense ratio, compared with 0.38% for IYW.

LVHD has the higher dividend yield at 3.27%, compared with 0.11% for IYW.

LVHD is categorized as Dividend, while IYW is Technology Equities. LVHD tracks Franklin U.S. Low Volatility High Dividend Index, while IYW tracks Russell 1000 Technology RIC 22.5/45 Capped Index. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.27% for LVHD and 0.38% for IYW.

IYW currently has the higher Sharpe Ratio (2.24 vs 1.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LVHD and IYW

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

Open Portfolio Optimizer