LVHI vs. SCDL
LVHI (Franklin International Low Volatility High Dividend Index ETF) and SCDL (ETRACS 2x Leveraged U.S. Dividend Factor TR ETN) are both exchange-traded funds - LVHI is a Dividend fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR, while SCDL is a Leveraged Equities fund tracking the Dow Jones U.S. Dividend 100 (200%). Both are passively managed. Over the past 5 years, LVHI returned 16.64%/yr vs 11.80%/yr for SCDL. Their 0.65 correlation means they have sometimes moved together and sometimes differently. LVHI charges 0.40%/yr vs 0.95%/yr for SCDL.
Performance
LVHI vs. SCDL - Performance Comparison
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Returns By Period
In the year-to-date period, LVHI achieves a 18.07% return, which is significantly lower than SCDL's 47.89% return.
LVHI
- 1D
- -0.19%
- 1M
- 3.87%
- 6M
- 12.27%
- YTD
- 18.07%
- 1Y
- 35.95%
- 3Y*
- 22.77%
- 5Y*
- 16.64%
- 10Y*
- 11.79%
- ALL TIME*
- 11.64%
SCDL
- 1D
- 0.40%
- 1M
- 6.94%
- 6M
- 24.76%
- YTD
- 47.89%
- 1Y
- 62.63%
- 3Y*
- 22.41%
- 5Y*
- 11.80%
- 10Y*
- —
- ALL TIME*
- 16.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $35.67M | $30.40M | $26.81M | |
| $13.83K | $30.61K | $22.30K |
LVHI vs. SCDL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 18.07% | 27.12% | 14.81% | 17.45% | 3.84% | 16.67% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 47.89% | 2.05% | 14.99% | 0.18% | -13.06% | 52.47% |
Correlation
The correlation between LVHI and SCDL is 0.53, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.53 |
Correlation (3Y) Balances recent behavior with more history. | 0.59 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2021 | 0.65 |
The correlation between LVHI and SCDL shifts across timeframes, from 0.53 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LVHI vs. SCDL — Risk / Return Rank
LVHI
SCDL
LVHI vs. SCDL - 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 ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL). 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 | SCDL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.97 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.75 | 1.47 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 5.94 | 6.18 | -0.24 |
| Martin ratioReturn relative to average drawdown | 24.81 | 15.87 | +8.95 |
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Drawdowns
LVHI vs. SCDL - Drawdown Comparison
The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum SCDL drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for LVHI and SCDL.
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Drawdown Indicators
| LVHI | SCDL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.31% | -34.87% | +2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.08% | -10.19% | +4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -11.99% | -32.79% | +20.80% |
Max Drawdown (5Y)Largest decline over 5 years | -11.99% | -34.87% | +22.88% |
Max Drawdown (10Y)Largest decline over 10 years | -32.31% | — | — |
Current DrawdownCurrent decline from peak | -0.88% | -2.03% | +1.15% |
Average DrawdownAverage peak-to-trough decline | -3.47% | -11.67% | +8.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.96% | -2.51% |
Volatility
LVHI vs. SCDL - Volatility Comparison
The current volatility for Franklin International Low Volatility High Dividend Index ETF (LVHI) is 2.09%, while ETRACS 2x Leveraged U.S. Dividend Factor TR ETN (SCDL) has a volatility of 7.76%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than SCDL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVHI | SCDL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.09% | 7.76% | -5.67% |
Volatility (6M)Calculated over the trailing 6-month period | 7.58% | 15.48% | -7.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.35% | 21.75% | -12.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.06% | 29.02% | -17.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.70% | 28.75% | -15.05% |
LVHI vs. SCDL - Expense Ratio Comparison
LVHI has a 0.40% expense ratio, which is lower than SCDL's 0.95% expense ratio.
Dividends
LVHI vs. SCDL - Dividend Comparison
LVHI's dividend yield for the trailing twelve months is around 4.52%, while SCDL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.52% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
SCDL ETRACS 2x Leveraged U.S. Dividend Factor TR ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LVHI and SCDL have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCDL has higher volatility (7.76%) compared to LVHI (2.09%). In terms of maximum drawdown, LVHI dropped -32.31% vs SCDL's -34.87%.
On 5-year performance, LVHI leads with 16.64% vs 11.80% for SCDL. On fees, LVHI is cheaper at 0.40% per year. On volatility, LVHI has been the lower-risk option at 2.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, LVHI has performed better with a 16.64% return vs 11.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LVHI is cheaper with a 0.40% expense ratio, compared with 0.95% for SCDL.
LVHI has the higher dividend yield at 4.52%, compared with 0.00% for SCDL.
LVHI is categorized as Dividend, while SCDL is Leveraged Equities. LVHI tracks Franklin International Low Volatility High Dividend Hedged Index-NR, while SCDL tracks Dow Jones U.S. Dividend 100 (200%). They also come from different issuers: Franklin Templeton and UBS. Their fees differ too: 0.40% for LVHI and 0.95% for SCDL.
LVHI currently has the higher Sharpe Ratio (3.87 vs 2.90), 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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