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LVHI vs. DTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHI and DTH is 0.72, 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

LVHI vs. DTH - Performance Comparison

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

50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
94.52%
48.30%
LVHI
DTH

Key characteristics

Sharpe Ratio

LVHI:

1.69

DTH:

0.23

Sortino Ratio

LVHI:

2.23

DTH:

0.38

Omega Ratio

LVHI:

1.31

DTH:

1.05

Calmar Ratio

LVHI:

2.47

DTH:

0.27

Martin Ratio

LVHI:

11.46

DTH:

0.76

Ulcer Index

LVHI:

1.38%

DTH:

3.72%

Daily Std Dev

LVHI:

9.32%

DTH:

12.56%

Max Drawdown

LVHI:

-32.31%

DTH:

-64.20%

Current Drawdown

LVHI:

-2.67%

DTH:

-10.21%

Returns By Period

In the year-to-date period, LVHI achieves a 13.90% return, which is significantly higher than DTH's 0.58% return.


LVHI

YTD

13.90%

1M

-1.45%

6M

4.84%

1Y

14.61%

5Y*

8.28%

10Y*

N/A

DTH

YTD

0.58%

1M

-2.21%

6M

-1.22%

1Y

1.36%

5Y*

2.95%

10Y*

3.27%

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LVHI vs. DTH - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is lower than DTH's 0.58% expense ratio.


DTH
WisdomTree International High Dividend Fund
Expense ratio chart for DTH: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
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%

Risk-Adjusted Performance

LVHI vs. DTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason International Low Volatility High Dividend ETF (LVHI) and WisdomTree International High Dividend Fund (DTH). 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 LVHI, currently valued at 1.69, compared to the broader market0.002.004.001.690.23
The chart of Sortino ratio for LVHI, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.0010.002.230.38
The chart of Omega ratio for LVHI, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.05
The chart of Calmar ratio for LVHI, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.470.27
The chart of Martin ratio for LVHI, currently valued at 11.46, compared to the broader market0.0020.0040.0060.0080.00100.0011.460.76
LVHI
DTH

The current LVHI Sharpe Ratio is 1.69, which is higher than the DTH Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of LVHI and DTH, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.69
0.23
LVHI
DTH

Dividends

LVHI vs. DTH - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 5.04%, less than DTH's 5.42% yield.


TTM20232022202120202019201820172016201520142013
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.04%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%0.00%0.00%0.00%
DTH
WisdomTree International High Dividend Fund
4.37%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%3.86%

Drawdowns

LVHI vs. DTH - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for LVHI and DTH. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-10.21%
LVHI
DTH

Volatility

LVHI vs. DTH - Volatility Comparison

The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 2.40%, while WisdomTree International High Dividend Fund (DTH) has a volatility of 3.47%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.40%
3.47%
LVHI
DTH
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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.

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