LVHI vs. ETH-USD

Last updated Jun 9, 2026

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 ETH-USD (Ethereum) is a cryptocurrency. Over the past 5 years, LVHI returned 15.67%/yr vs -8.64%/yr for ETH-USD. At a 0.09 correlation, their price movements are largely independent.

Performance

LVHI vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Low Volatility High Dividend Index ETF (LVHI) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LVHI achieves a 11.45% return, which is significantly higher than ETH-USD's -43.98% return.

LVHI

• 1D: 0.37%
• 1M: 0.77%
• YTD: 11.45%
• 6M: 13.55%
• 1Y: 29.27%
• 3Y*: 20.97%
• 5Y*: 15.67%
• 10Y*: —

ETH-USD

• 1D: -1.64%
• 1M: -28.55%
• YTD: -43.98%
• 6M: -46.81%
• 1Y: -33.81%
• 3Y*: -3.34%
• 5Y*: -8.64%
• 10Y*: 61.34%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LVHI vs. ETH-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LVHI Franklin International Low Volatility High Dividend Index ETF	11.45%	27.12%	14.81%	17.45%	3.84%	18.19%	-8.76%	18.35%	-5.22%	12.26%
ETH-USD Ethereum	-43.98%	-10.91%	46.00%	90.84%	-67.48%	398.30%	473.88%	-1.52%	-82.39%	8,984.19%

Correlation

The correlation between LVHI and ETH-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Jul 29, 2016	0.09

Return for Risk

LVHI vs. ETH-USD — Risk / Return Rank

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

LVHI

LVHI Risk / Return Rank: 92
LVHI Sharpe Ratio Rank: 93
LVHI Sortino Ratio Rank: 93
LVHI Omega Ratio Rank: 93
LVHI Calmar Ratio Rank: 89
LVHI Martin Ratio Rank: 91

ETH-USD

ETH-USD Risk / Return Rank: 68
ETH-USD Sharpe Ratio Rank: 66
ETH-USD Sortino Ratio Rank: 65
ETH-USD Omega Ratio Rank: 65
ETH-USD Calmar Ratio Rank: 74
ETH-USD Martin Ratio Rank: 73

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.

LVHI vs. ETH-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 Ethereum (ETH-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.

	LVHI	ETH-USD	Difference
Sharpe ratio: Return per unit of total volatility	3.10	-0.50	+3.60
Sortino ratio: Return per unit of downside risk	4.24	-0.38	+4.62
Omega ratio: Gain probability vs. loss probability	1.58	0.96	+0.62
Calmar ratio: Return relative to maximum drawdown	4.84	-0.50	+5.34
Martin ratio: Return relative to average drawdown	19.99	-0.88	+20.86
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LVHI vs. ETH-USD - Sharpe Ratio Comparison

The current LVHI Sharpe Ratio is 3.10, which is higher than the ETH-USD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of LVHI and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LVHI	ETH-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.10	-0.50	+3.60
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.42	-0.12	+1.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.81	0.75	+0.07

Drawdowns

LVHI vs. ETH-USD - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for LVHI and ETH-USD.

Drawdown Indicators

	LVHI	ETH-USD	Difference
Max Drawdown Largest peak-to-trough decline	-32.31%	-94.01%	+61.70%
Max Drawdown (1Y) Largest decline over 1 year	-6.08%	-67.53%	+61.45%
Max Drawdown (3Y) Largest decline over 3 years	-11.99%	-67.53%	+55.54%
Max Drawdown (5Y) Largest decline over 5 years	-11.99%	-79.35%	+67.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-94.01%	—
Current Drawdown Current decline from peak	-1.79%	-65.60%	+63.81%
Average Drawdown Average peak-to-trough decline	-3.52%	-50.89%	+47.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.47%	44.58%	-43.11%

Volatility

LVHI vs. ETH-USD - Volatility Comparison

The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.35%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LVHI	ETH-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	16.88%	-14.53%
Volatility (6M) Calculated over the trailing 6-month period	7.58%	46.80%	-39.22%
Volatility (1Y) Calculated over the trailing 1-year period	9.50%	56.55%	-47.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.07%	59.65%	-48.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.76%	78.04%	-64.28%

Frequently Asked Questions

Can I hold both LVHI and ETH-USD in my portfolio?

LVHI and ETH-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LVHI or ETH-USD?

ETH-USD has higher volatility (16.88%) compared to LVHI (2.35%). In terms of maximum drawdown, LVHI dropped -32.31% vs ETH-USD's -94.01%.

Which has better risk-adjusted returns?

LVHI currently has the higher Sharpe Ratio (3.10 vs -0.50), 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.