LVHI vs. DTH
Compare and contrast key facts about Legg Mason International Low Volatility High Dividend ETF (LVHI) and WisdomTree International High Dividend Fund (DTH).
LVHI and DTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016. DTH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International High Dividend Index. It was launched on Jun 16, 2006. Both LVHI and DTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LVHI or DTH.
Key characteristics
| LVHI | DTH | |
|---|---|---|
| YTD Return | 6.68% | 0.75% |
| 1Y Return | 14.74% | 6.47% |
| 3Y Return (Ann) | 12.11% | 4.73% |
| 5Y Return (Ann) | 8.50% | 4.27% |
| Sharpe Ratio | 1.65 | 0.48 |
| Daily Std Dev | 9.07% | 13.10% |
| Max Drawdown | -32.31% | -64.20% |
| Current Drawdown | -1.24% | -2.27% |
Correlation
The correlation between LVHI and DTH is 0.71, 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.
Performance
LVHI vs. DTH - Performance Comparison
In the year-to-date period, LVHI achieves a 6.68% return, which is significantly higher than DTH's 0.75% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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.
Dividends
LVHI vs. DTH - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 7.35%, more than DTH's 5.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVHI Legg Mason International Low Volatility High Dividend ETF | 7.35% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
DTH WisdomTree International High Dividend Fund | 5.20% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 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.
Volatility
LVHI vs. DTH - Volatility Comparison
The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 2.50%, while WisdomTree International High Dividend Fund (DTH) has a volatility of 3.81%. 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.