LVHI vs. EPI
Compare and contrast key facts about Legg Mason International Low Volatility High Dividend ETF (LVHI) and WisdomTree India Earnings Fund (EPI).
LVHI and EPI 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. EPI is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree India Earnings Index. It was launched on Feb 22, 2008. Both LVHI and EPI 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 EPI.
Performance
LVHI vs. EPI - Performance Comparison
Returns By Period
In the year-to-date period, LVHI achieves a 15.99% return, which is significantly higher than EPI's 11.66% return.
LVHI
15.99%
0.16%
5.96%
19.59%
8.99%
N/A
EPI
11.66%
-4.01%
-1.51%
21.85%
15.68%
8.54%
Key characteristics
| LVHI | EPI | |
|---|---|---|
| Sharpe Ratio | 2.15 | 1.32 |
| Sortino Ratio | 2.80 | 1.67 |
| Omega Ratio | 1.40 | 1.26 |
| Calmar Ratio | 3.11 | 2.09 |
| Martin Ratio | 14.90 | 6.90 |
| Ulcer Index | 1.33% | 3.16% |
| Daily Std Dev | 9.23% | 16.55% |
| Max Drawdown | -32.31% | -66.21% |
| Current Drawdown | -0.89% | -9.92% |
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LVHI vs. EPI - Expense Ratio Comparison
LVHI has a 0.40% expense ratio, which is lower than EPI's 0.84% expense ratio.
Correlation
The correlation between LVHI and EPI is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
LVHI vs. EPI - 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 India Earnings Fund (EPI). 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. EPI - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 6.30%, while EPI has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.30% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.04% | 1.20% | 1.02% | 0.75% |
Drawdowns
LVHI vs. EPI - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for LVHI and EPI. For additional features, visit the drawdowns tool.
Volatility
LVHI vs. EPI - Volatility Comparison
The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 2.47%, while WisdomTree India Earnings Fund (EPI) has a volatility of 3.85%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.