LVHI vs. GDE
LVHI (Franklin International Low Volatility High Dividend Index ETF) and GDE (WisdomTree Efficient Gold Plus Equity Strategy Fund) are both exchange-traded funds - LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while GDE is a Gold fund actively managed by WisdomTree. LVHI is passively managed, while GDE is actively managed. Over the past 3 years, LVHI returned 21.52%/yr vs 42.64%/yr for GDE. At a 0.44 correlation, their price movements are largely independent. LVHI charges 0.40%/yr vs 0.20%/yr for GDE.
Performance
LVHI vs. GDE - Performance Comparison
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Returns By Period
In the year-to-date period, LVHI achieves a 13.78% return, which is significantly higher than GDE's 3.16% return.
LVHI
- 1D
- 0.49%
- 1M
- 0.84%
- YTD
- 13.78%
- 6M
- 14.96%
- 1Y
- 32.13%
- 3Y*
- 21.52%
- 5Y*
- 15.97%
- 10Y*
- —
GDE
- 1D
- 0.67%
- 1M
- -9.22%
- YTD
- 3.16%
- 6M
- 4.00%
- 1Y
- 40.98%
- 3Y*
- 42.64%
- 5Y*
- —
- 10Y*
- —
LVHI vs. GDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 13.78% | 27.12% | 14.81% | 17.45% | 2.77% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 3.16% | 73.76% | 44.79% | 33.85% | -8.58% |
Correlation
The correlation between LVHI and GDE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.44 |
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Return for Risk
LVHI vs. GDE — Risk / Return Rank
LVHI
GDE
LVHI vs. GDE - 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 WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 | GDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.92 | ||
| Sortino ratioReturn per unit of downside risk | +2.74 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.26 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 5.23 | 1.83 | +3.40 |
| Martin ratioReturn relative to average drawdown | 21.61 | 5.36 | +16.25 |
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Drawdowns
LVHI vs. GDE - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, roughly equal to the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for LVHI and GDE.
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Drawdown Indicators
| LVHI | GDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -32.01% | -0.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -22.66% | +16.58% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -22.66% | +10.67% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.53% | +16.53% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -7.93% | +4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 7.73% | -6.25% |
Volatility
LVHI vs. GDE - Volatility Comparison
The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.78%, while WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) has a volatility of 10.77%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVHI | GDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 10.77% | -7.99% |
Volatility (6M)Calculated over the trailing 6-month period | 7.72% | 25.97% | -18.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.60% | 29.88% | -20.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.08% | 27.09% | -16.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.75% | 27.09% | -13.34% |
LVHI vs. GDE - Expense Ratio Comparison
LVHI has a 0.40% expense ratio, which is higher than GDE's 0.20% expense ratio.
Dividends
LVHI vs. GDE - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 4.69%, more than GDE's 4.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.69% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Frequently Asked Questions
LVHI and GDE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GDE has higher volatility (10.77%) compared to LVHI (2.78%). In terms of maximum drawdown, LVHI dropped -32.31% vs GDE's -32.01%.
On 3-year performance, GDE leads with 42.64% vs 21.52% for LVHI. On fees, GDE is cheaper at 0.20% per year. On volatility, LVHI has been the lower-risk option at 2.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, GDE has performed better with a 42.64% return vs 21.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GDE is cheaper with a 0.20% expense ratio, compared with 0.40% for LVHI.
LVHI has the higher dividend yield at 4.69%, compared with 4.19% for GDE.
LVHI is categorized as Volatility Hedged Equity, while GDE is Gold. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.40% for LVHI and 0.20% for GDE.
LVHI currently has the higher Sharpe Ratio (3.31 vs 1.39), 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.
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