LVLC.DE vs. VDIV.DE
LVLC.DE (Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc) and VDIV.DE (VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF) are both Global Equities funds - LVLC.DE tracks the Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon while VDIV.DE tracks the Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. Both are passively managed. Over the past 3 years, LVLC.DE returned 12.70%/yr vs 19.95%/yr for VDIV.DE. A 0.62 correlation means they provide meaningful diversification when combined. LVLC.DE charges 0.25%/yr vs 0.38%/yr for VDIV.DE.
Performance
LVLC.DE vs. VDIV.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LVLC.DE achieves a 4.86% return, which is significantly lower than VDIV.DE's 9.79% return.
LVLC.DE
- 1D
- -0.11%
- 1M
- 3.58%
- YTD
- 4.86%
- 6M
- 6.05%
- 1Y
- 10.23%
- 3Y*
- 12.70%
- 5Y*
- —
- 10Y*
- —
VDIV.DE
- 1D
- 0.23%
- 1M
- 0.01%
- YTD
- 9.79%
- 6M
- 12.73%
- 1Y
- 25.64%
- 3Y*
- 19.95%
- 5Y*
- 17.51%
- 10Y*
- —
LVLC.DE vs. VDIV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 4.86% | 5.91% | 23.88% | 9.90% | -3.61% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 9.79% | 24.55% | 15.67% | 11.47% | 6.50% |
Correlation
The correlation between LVLC.DE and VDIV.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2022 | 0.62 |
The correlation between LVLC.DE and VDIV.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
LVLC.DE vs. VDIV.DE — Risk / Return Rank
LVLC.DE
VDIV.DE
LVLC.DE vs. VDIV.DE - Risk-Adjusted Trends 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 VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE). 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.
| LVLC.DE | VDIV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.14 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.51 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.80 | 6.94 | -5.14 |
| Martin ratioReturn relative to average drawdown | 6.55 | 20.46 | -13.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LVLC.DE | VDIV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.17 | 2.73 | -1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.96 | 0.94 | +0.02 |
Drawdowns
LVLC.DE vs. VDIV.DE - Drawdown Comparison
The maximum LVLC.DE drawdown since its inception was -16.03%, smaller than the maximum VDIV.DE drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for LVLC.DE and VDIV.DE.
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Drawdown Indicators
| LVLC.DE | VDIV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.03% | -36.12% | +20.09% |
Max Drawdown (1Y)Largest decline over 1 year | -5.67% | -3.68% | -1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -16.03% | -15.12% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.12% | — |
Current DrawdownCurrent decline from peak | -0.43% | -2.39% | +1.96% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -4.22% | +1.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.56% | 1.25% | +0.31% |
Volatility
LVLC.DE vs. VDIV.DE - Volatility Comparison
The current volatility for Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc (LVLC.DE) is 2.05%, while VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF (VDIV.DE) has a volatility of 2.82%. This indicates that LVLC.DE experiences smaller price fluctuations and is considered to be less risky than VDIV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVLC.DE | VDIV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 2.82% | -0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 6.07% | 6.79% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.68% | 9.36% | -0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.57% | 11.92% | -1.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.57% | 15.36% | -4.79% |
LVLC.DE vs. VDIV.DE - Expense Ratio Comparison
LVLC.DE has a 0.25% expense ratio, which is lower than VDIV.DE's 0.38% expense ratio.
Dividends
LVLC.DE vs. VDIV.DE - Dividend Comparison
LVLC.DE has not paid dividends to shareholders, while VDIV.DE's dividend yield for the trailing twelve months is around 3.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LVLC.DE Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDIV.DE VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.19% | 3.58% | 4.19% | 4.97% | 4.56% | 3.97% | 4.11% | 4.35% | 0.91% |
Frequently Asked Questions
LVLC.DE and VDIV.DE 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.
On fees, LVLC.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LVLC.DE is cheaper with a 0.25% expense ratio, compared with 0.38% for VDIV.DE.
LVLC.DE tracks Invesco Quantitative Strategies Global Equity Low Volatility Low Carbon, while VDIV.DE tracks Morningstar Developed Markets Large Cap Dividend Leaders Screened Select Index. They also come from different issuers: Invesco and VanEck. Their fees differ too: 0.25% for LVLC.DE and 0.38% for VDIV.DE.
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