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LVLC.DE vs. GLOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVLC.DE and GLOV is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

LVLC.DE vs. GLOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and Goldman Sachs ActiveBeta(R) World Low Vol Plus Equity ETF (GLOV). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%SeptemberOctoberNovemberDecember2025February
7.07%
8.71%
LVLC.DE
GLOV

Key characteristics

Sharpe Ratio

LVLC.DE:

2.36

GLOV:

1.82

Sortino Ratio

LVLC.DE:

3.36

GLOV:

2.50

Omega Ratio

LVLC.DE:

1.47

GLOV:

1.33

Calmar Ratio

LVLC.DE:

3.78

GLOV:

3.10

Martin Ratio

LVLC.DE:

15.17

GLOV:

9.00

Ulcer Index

LVLC.DE:

1.42%

GLOV:

1.96%

Daily Std Dev

LVLC.DE:

9.12%

GLOV:

9.69%

Max Drawdown

LVLC.DE:

-9.23%

GLOV:

-17.77%

Current Drawdown

LVLC.DE:

-0.72%

GLOV:

-0.13%

Returns By Period

In the year-to-date period, LVLC.DE achieves a 4.25% return, which is significantly lower than GLOV's 5.00% return.


LVLC.DE

YTD

4.25%

1M

4.01%

6M

14.46%

1Y

21.54%

5Y*

N/A

10Y*

N/A

GLOV

YTD

5.00%

1M

5.75%

6M

8.72%

1Y

19.01%

5Y*

N/A

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.


LVLC.DE vs. GLOV - Expense Ratio Comparison

Both LVLC.DE and GLOV have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


LVLC.DE
Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc
Expense ratio chart for LVLC.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for GLOV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

LVLC.DE vs. GLOV — Risk-Adjusted Performance Rank

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

LVLC.DE
The Risk-Adjusted Performance Rank of LVLC.DE is 9191
Overall Rank
The Sharpe Ratio Rank of LVLC.DE is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of LVLC.DE is 9191
Sortino Ratio Rank
The Omega Ratio Rank of LVLC.DE is 9191
Omega Ratio Rank
The Calmar Ratio Rank of LVLC.DE is 9090
Calmar Ratio Rank
The Martin Ratio Rank of LVLC.DE is 9090
Martin Ratio Rank

GLOV
The Risk-Adjusted Performance Rank of GLOV is 7676
Overall Rank
The Sharpe Ratio Rank of GLOV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of GLOV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of GLOV is 7474
Omega Ratio Rank
The Calmar Ratio Rank of GLOV is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GLOV is 7171
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.

LVLC.DE vs. GLOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) and Goldman Sachs ActiveBeta(R) World Low Vol Plus Equity ETF (GLOV). 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 LVLC.DE, currently valued at 1.70, compared to the broader market0.002.004.001.701.81
The chart of Sortino ratio for LVLC.DE, currently valued at 2.42, compared to the broader market0.005.0010.002.422.48
The chart of Omega ratio for LVLC.DE, currently valued at 1.30, compared to the broader market0.501.001.502.002.503.001.301.33
The chart of Calmar ratio for LVLC.DE, currently valued at 2.68, compared to the broader market0.005.0010.0015.0020.002.683.05
The chart of Martin ratio for LVLC.DE, currently valued at 7.91, compared to the broader market0.0020.0040.0060.0080.00100.007.918.73
LVLC.DE
GLOV

The current LVLC.DE Sharpe Ratio is 2.36, which is comparable to the GLOV Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of LVLC.DE and GLOV, 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 Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
1.70
1.81
LVLC.DE
GLOV

Dividends

LVLC.DE vs. GLOV - Dividend Comparison

LVLC.DE has not paid dividends to shareholders, while GLOV's dividend yield for the trailing twelve months is around 1.67%.


TTM202420232022
LVLC.DE
Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc
0.00%0.00%0.00%0.00%
GLOV
Goldman Sachs ActiveBeta(R) World Low Vol Plus Equity ETF
1.67%1.75%2.06%1.73%

Drawdowns

LVLC.DE vs. GLOV - Drawdown Comparison

The maximum LVLC.DE drawdown since its inception was -9.23%, smaller than the maximum GLOV drawdown of -17.77%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and GLOV. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.63%
-0.13%
LVLC.DE
GLOV

Volatility

LVLC.DE vs. GLOV - Volatility Comparison

Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) has a higher volatility of 3.51% compared to Goldman Sachs ActiveBeta(R) World Low Vol Plus Equity ETF (GLOV) at 2.20%. This indicates that LVLC.DE's price experiences larger fluctuations and is considered to be riskier than GLOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2025February
3.51%
2.20%
LVLC.DE
GLOV
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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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