PortfoliosLab logo
LVHI vs. IDV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHI and IDV is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

LVHI vs. IDV - 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 iShares International Select Dividend ETF (IDV). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
106.95%
80.54%
LVHI
IDV

Key characteristics

Sharpe Ratio

LVHI:

0.92

IDV:

1.32

Sortino Ratio

LVHI:

1.27

IDV:

1.79

Omega Ratio

LVHI:

1.20

IDV:

1.25

Calmar Ratio

LVHI:

1.05

IDV:

1.79

Martin Ratio

LVHI:

5.34

IDV:

4.68

Ulcer Index

LVHI:

2.36%

IDV:

4.53%

Daily Std Dev

LVHI:

13.70%

IDV:

16.14%

Max Drawdown

LVHI:

-32.31%

IDV:

-70.14%

Current Drawdown

LVHI:

-3.26%

IDV:

0.00%

Returns By Period

In the year-to-date period, LVHI achieves a 4.54% return, which is significantly lower than IDV's 17.79% return.


LVHI

YTD

4.54%

1M

-2.31%

6M

4.71%

1Y

12.71%

5Y*

14.99%

10Y*

N/A

IDV

YTD

17.79%

1M

2.76%

6M

12.46%

1Y

21.17%

5Y*

13.12%

10Y*

5.01%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LVHI vs. IDV - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is lower than IDV's 0.49% expense ratio.


Expense ratio chart for IDV: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IDV: 0.49%
Expense ratio chart for LVHI: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LVHI: 0.40%

Risk-Adjusted Performance

LVHI vs. IDV — Risk-Adjusted Performance Rank

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

LVHI
The Risk-Adjusted Performance Rank of LVHI is 8181
Overall Rank
The Sharpe Ratio Rank of LVHI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8585
Martin Ratio Rank

IDV
The Risk-Adjusted Performance Rank of IDV is 8787
Overall Rank
The Sharpe Ratio Rank of IDV is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of IDV is 8686
Sortino Ratio Rank
The Omega Ratio Rank of IDV is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IDV is 9292
Calmar Ratio Rank
The Martin Ratio Rank of IDV is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LVHI vs. IDV - 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 iShares International Select Dividend ETF (IDV). 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.


The chart of Sharpe ratio for LVHI, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.00
LVHI: 0.92
IDV: 1.32
The chart of Sortino ratio for LVHI, currently valued at 1.27, compared to the broader market-2.000.002.004.006.008.00
LVHI: 1.27
IDV: 1.79
The chart of Omega ratio for LVHI, currently valued at 1.20, compared to the broader market0.501.001.502.002.50
LVHI: 1.20
IDV: 1.25
The chart of Calmar ratio for LVHI, currently valued at 1.05, compared to the broader market0.002.004.006.008.0010.0012.00
LVHI: 1.05
IDV: 1.79
The chart of Martin ratio for LVHI, currently valued at 5.34, compared to the broader market0.0020.0040.0060.00
LVHI: 5.34
IDV: 4.68

The current LVHI Sharpe Ratio is 0.92, which is comparable to the IDV Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of LVHI and IDV, 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 Ratio0.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.92
1.32
LVHI
IDV

Dividends

LVHI vs. IDV - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 5.03%, less than IDV's 5.37% yield.


TTM20242023202220212020201920182017201620152014
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.03%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%0.00%0.00%
IDV
iShares International Select Dividend ETF
5.37%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%6.03%

Drawdowns

LVHI vs. IDV - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for LVHI and IDV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.26%
0
LVHI
IDV

Volatility

LVHI vs. IDV - Volatility Comparison

Legg Mason International Low Volatility High Dividend ETF (LVHI) and iShares International Select Dividend ETF (IDV) have volatilities of 10.20% and 10.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.20%
10.41%
LVHI
IDV