LVHI vs. BTC-USD
LVHI (Franklin International Low Volatility High Dividend Index ETF) is Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 5 years, LVHI returned 16.27%/yr vs 15.31%/yr for BTC-USD. At a 0.11 correlation, their price movements are largely independent.
Performance
LVHI vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LVHI achieves a 15.24% return, which is significantly higher than BTC-USD's -25.13% return.
LVHI
- 1D
- -0.50%
- 1M
- 2.64%
- 6M
- 11.66%
- YTD
- 15.24%
- 1Y
- 33.06%
- 3Y*
- 21.25%
- 5Y*
- 16.27%
- 10Y*
- —
- ALL TIME*
- 11.42%
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
LVHI vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 15.24% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 12.26% |
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between LVHI and BTC-USD is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016 | 0.11 |
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
LVHI vs. BTC-USD — Risk / Return Rank
LVHI
BTC-USD
LVHI vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) and Bitcoin (BTC-USD). 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.
| LVHI | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.50 | ||
| Sortino ratioReturn per unit of downside risk | +6.32 | ||
| Omega ratioGain probability vs. loss probability | 1.67 | 0.85 | +0.82 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | -0.83 | +6.30 |
| Martin ratioReturn relative to average drawdown | 22.51 | -1.32 | +23.83 |
Loading charts...
Drawdowns
LVHI vs. BTC-USD - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for LVHI and BTC-USD.
Loading charts...
Drawdown Indicators
| LVHI | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -85.30% | +52.99% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -53.08% | +47.00% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -53.08% | +41.09% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | -76.67% | +64.68% |
Max Drawdown (10Y)Largest decline over 10 years | — | -83.80% | — |
Current DrawdownCurrent decline from peak | -0.50% | -47.48% | +46.98% |
Average DrawdownAverage peak-to-trough decline | -3.48% | -42.61% | +39.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.47% | 27.88% | -26.41% |
Volatility
LVHI vs. BTC-USD - Volatility Comparison
The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.14%, while Bitcoin (BTC-USD) has a volatility of 9.37%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LVHI | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.14% | 9.37% | -7.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 34.93% | -27.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.58% | 35.76% | -26.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.04% | 43.93% | -32.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.71% | 56.33% | -42.62% |
Frequently Asked Questions
LVHI and BTC-USD have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.37%) compared to LVHI (2.14%). In terms of maximum drawdown, LVHI dropped -32.31% vs BTC-USD's -85.30%.
LVHI currently has the higher Sharpe Ratio (3.47 vs -1.03), 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.
Find the right allocation for LVHI and BTC-USD
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