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

Correlation

The correlation between PID and LVHI 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

PID vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and Legg Mason International Low Volatility High Dividend ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

65.00%70.00%75.00%80.00%85.00%90.00%95.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
76.16%
94.52%
PID
LVHI

Key characteristics

Sharpe Ratio

PID:

0.45

LVHI:

1.69

Sortino Ratio

PID:

0.68

LVHI:

2.23

Omega Ratio

PID:

1.08

LVHI:

1.31

Calmar Ratio

PID:

0.59

LVHI:

2.47

Martin Ratio

PID:

1.89

LVHI:

11.46

Ulcer Index

PID:

2.79%

LVHI:

1.38%

Daily Std Dev

PID:

11.81%

LVHI:

9.32%

Max Drawdown

PID:

-66.34%

LVHI:

-32.31%

Current Drawdown

PID:

-8.11%

LVHI:

-2.67%

Returns By Period

In the year-to-date period, PID achieves a 2.78% return, which is significantly lower than LVHI's 13.90% return.


PID

YTD

2.78%

1M

-3.42%

6M

5.27%

1Y

3.55%

5Y*

5.17%

10Y*

4.09%

LVHI

YTD

13.90%

1M

-1.45%

6M

4.84%

1Y

14.61%

5Y*

8.28%

10Y*

N/A

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PID vs. LVHI - Expense Ratio Comparison

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

PID vs. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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 PID, currently valued at 0.45, compared to the broader market0.002.004.000.451.69
The chart of Sortino ratio for PID, currently valued at 0.68, compared to the broader market-2.000.002.004.006.008.0010.000.682.23
The chart of Omega ratio for PID, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.31
The chart of Calmar ratio for PID, currently valued at 0.59, compared to the broader market0.005.0010.0015.000.592.47
The chart of Martin ratio for PID, currently valued at 1.89, compared to the broader market0.0020.0040.0060.0080.00100.001.8911.46
PID
LVHI

The current PID Sharpe Ratio is 0.45, which is lower than the LVHI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of PID and LVHI, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.45
1.69
PID
LVHI

Dividends

PID vs. LVHI - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.36%, less than LVHI's 5.04% yield.


TTM20232022202120202019201820172016201520142013
PID
Invesco International Dividend Achievers™ ETF
3.36%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%2.17%
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.04%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%0.00%0.00%0.00%

Drawdowns

PID vs. LVHI - Drawdown Comparison

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


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.11%
-2.67%
PID
LVHI

Volatility

PID vs. LVHI - Volatility Comparison

Invesco International Dividend Achievers™ ETF (PID) has a higher volatility of 3.82% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.40%. This indicates that PID's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.82%
2.40%
PID
LVHI
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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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