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

Correlation

The correlation between LVHI and IQDG 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. IQDG - 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 WisdomTree International Quality Dividend Growth Fund (IQDG). 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%
75.65%
LVHI
IQDG

Key characteristics

Sharpe Ratio

LVHI:

0.92

IQDG:

0.14

Sortino Ratio

LVHI:

1.27

IQDG:

0.33

Omega Ratio

LVHI:

1.20

IQDG:

1.04

Calmar Ratio

LVHI:

1.05

IQDG:

0.14

Martin Ratio

LVHI:

5.34

IQDG:

0.39

Ulcer Index

LVHI:

2.36%

IQDG:

6.63%

Daily Std Dev

LVHI:

13.70%

IQDG:

18.04%

Max Drawdown

LVHI:

-32.31%

IQDG:

-34.97%

Current Drawdown

LVHI:

-3.26%

IQDG:

-5.92%

Returns By Period

In the year-to-date period, LVHI achieves a 4.54% return, which is significantly lower than IQDG's 7.75% return.


LVHI

YTD

4.54%

1M

-2.99%

6M

4.71%

1Y

13.36%

5Y*

15.32%

10Y*

N/A

IQDG

YTD

7.75%

1M

1.10%

6M

0.35%

1Y

3.53%

5Y*

9.06%

10Y*

N/A

*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. IQDG - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is lower than IQDG's 0.42% expense ratio.


Expense ratio chart for IQDG: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IQDG: 0.42%
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. IQDG — 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 8080
Overall Rank
The Sharpe Ratio Rank of LVHI is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7575
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 8383
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8585
Martin Ratio Rank

IQDG
The Risk-Adjusted Performance Rank of IQDG is 2929
Overall Rank
The Sharpe Ratio Rank of IQDG is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of IQDG is 2929
Sortino Ratio Rank
The Omega Ratio Rank of IQDG is 2828
Omega Ratio Rank
The Calmar Ratio Rank of IQDG is 3232
Calmar Ratio Rank
The Martin Ratio Rank of IQDG is 2828
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. IQDG - 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 Quality Dividend Growth Fund (IQDG). 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
IQDG: 0.14
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
IQDG: 0.33
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
IQDG: 1.04
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
IQDG: 0.14
The chart of Martin ratio for LVHI, currently valued at 5.34, compared to the broader market0.0020.0040.0060.00
LVHI: 5.34
IQDG: 0.39

The current LVHI Sharpe Ratio is 0.92, which is higher than the IQDG Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of LVHI and IQDG, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.92
0.14
LVHI
IQDG

Dividends

LVHI vs. IQDG - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 5.03%, more than IQDG's 2.03% yield.


TTM202420232022202120202019201820172016
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%
IQDG
WisdomTree International Quality Dividend Growth Fund
2.03%2.60%1.76%4.18%2.67%1.65%1.95%1.96%1.71%1.35%

Drawdowns

LVHI vs. IQDG - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum IQDG drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for LVHI and IQDG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-3.26%
-5.92%
LVHI
IQDG

Volatility

LVHI vs. IQDG - Volatility Comparison

The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 10.20%, while WisdomTree International Quality Dividend Growth Fund (IQDG) has a volatility of 11.50%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than IQDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.20%
11.50%
LVHI
IQDG