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LVHI vs. PID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHI and PID is 0.65, 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.


-0.50.00.51.00.6

Performance

LVHI vs. PID - 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 Invesco International Dividend Achievers™ ETF (PID). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.31%
0.70%
LVHI
PID

Key characteristics

Sharpe Ratio

LVHI:

1.99

PID:

0.57

Sortino Ratio

LVHI:

2.60

PID:

0.84

Omega Ratio

LVHI:

1.37

PID:

1.10

Calmar Ratio

LVHI:

2.88

PID:

0.75

Martin Ratio

LVHI:

13.32

PID:

2.04

Ulcer Index

LVHI:

1.38%

PID:

3.27%

Daily Std Dev

LVHI:

9.22%

PID:

11.64%

Max Drawdown

LVHI:

-32.31%

PID:

-66.34%

Current Drawdown

LVHI:

0.00%

PID:

-6.97%

Returns By Period

In the year-to-date period, LVHI achieves a 1.38% return, which is significantly higher than PID's 0.93% return.


LVHI

YTD

1.38%

1M

3.41%

6M

5.31%

1Y

17.90%

5Y*

8.64%

10Y*

N/A

PID

YTD

0.93%

1M

1.83%

6M

0.70%

1Y

6.26%

5Y*

4.67%

10Y*

4.39%

*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. PID - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is lower than PID's 0.56% expense ratio.


PID
Invesco International Dividend Achievers™ ETF
Expense ratio chart for PID: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

LVHI vs. PID — 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 7878
Overall Rank
The Sharpe Ratio Rank of LVHI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7373
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 7878
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8484
Martin Ratio Rank

PID
The Risk-Adjusted Performance Rank of PID is 2424
Overall Rank
The Sharpe Ratio Rank of PID is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PID is 2020
Omega Ratio Rank
The Calmar Ratio Rank of PID is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PID is 2424
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. PID - 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 Invesco International Dividend Achievers™ ETF (PID). 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.


Sharpe ratio
The chart of Sharpe ratio for LVHI, currently valued at 1.99, compared to the broader market0.002.004.001.990.57
The chart of Sortino ratio for LVHI, currently valued at 2.60, compared to the broader market0.005.0010.002.600.84
The chart of Omega ratio for LVHI, currently valued at 1.37, compared to the broader market1.002.003.001.371.10
The chart of Calmar ratio for LVHI, currently valued at 2.88, compared to the broader market0.005.0010.0015.002.880.75
The chart of Martin ratio for LVHI, currently valued at 13.32, compared to the broader market0.0020.0040.0060.0080.00100.0013.322.04
LVHI
PID

The current LVHI Sharpe Ratio is 1.99, which is higher than the PID Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of LVHI and PID, 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 Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.99
0.57
LVHI
PID

Dividends

LVHI vs. PID - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 4.88%, more than PID's 3.84% yield.


TTM20242023202220212020201920182017201620152014
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.88%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%0.00%0.00%
PID
Invesco International Dividend Achievers™ ETF
3.84%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%

Drawdowns

LVHI vs. PID - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for LVHI and PID. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember20250
-6.97%
LVHI
PID

Volatility

LVHI vs. PID - Volatility Comparison

The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 1.96%, while Invesco International Dividend Achievers™ ETF (PID) has a volatility of 3.65%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
1.96%
3.65%
LVHI
PID
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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