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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.


-0.50.00.51.0
Correlation: 0.7

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.

70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
72.98%
89.30%
PID
LVHI

Key characteristics

Sharpe Ratio

PID:

0.08

LVHI:

0.31

Sortino Ratio

PID:

0.19

LVHI:

0.45

Omega Ratio

PID:

1.02

LVHI:

1.07

Calmar Ratio

PID:

0.11

LVHI:

0.32

Martin Ratio

PID:

0.28

LVHI:

2.17

Ulcer Index

PID:

3.66%

LVHI:

1.67%

Daily Std Dev

PID:

12.37%

LVHI:

11.58%

Max Drawdown

PID:

-66.34%

LVHI:

-32.31%

Current Drawdown

PID:

-9.76%

LVHI:

-11.51%

Returns By Period

In the year-to-date period, PID achieves a -2.10% return, which is significantly higher than LVHI's -4.37% return.


PID

YTD

-2.10%

1M

-7.03%

6M

-7.94%

1Y

1.03%

5Y*

12.17%

10Y*

3.64%

LVHI

YTD

-4.37%

1M

-10.33%

6M

-3.69%

1Y

3.56%

5Y*

13.05%

10Y*

N/A

*Annualized

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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.


Expense ratio chart for PID: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PID: 0.56%
Expense ratio chart for LVHI: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
LVHI: 0.40%

Risk-Adjusted Performance

PID vs. LVHI — Risk-Adjusted Performance Rank

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

PID
The Risk-Adjusted Performance Rank of PID is 5656
Overall Rank
The Sharpe Ratio Rank of PID is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 5454
Sortino Ratio Rank
The Omega Ratio Rank of PID is 5353
Omega Ratio Rank
The Calmar Ratio Rank of PID is 5959
Calmar Ratio Rank
The Martin Ratio Rank of PID is 5656
Martin Ratio Rank

LVHI
The Risk-Adjusted Performance Rank of LVHI is 6868
Overall Rank
The Sharpe Ratio Rank of LVHI is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 6464
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 6666
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 7171
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 7474
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.

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.


The chart of Sharpe ratio for PID, currently valued at 0.08, compared to the broader market-1.000.001.002.003.004.00
PID: 0.08
LVHI: 0.31
The chart of Sortino ratio for PID, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.0010.00
PID: 0.19
LVHI: 0.45
The chart of Omega ratio for PID, currently valued at 1.02, compared to the broader market0.501.001.502.002.50
PID: 1.02
LVHI: 1.07
The chart of Calmar ratio for PID, currently valued at 0.11, compared to the broader market0.002.004.006.008.0010.0012.0014.00
PID: 0.11
LVHI: 0.32
The chart of Martin ratio for PID, currently valued at 0.28, compared to the broader market0.0020.0040.0060.0080.00
PID: 0.28
LVHI: 2.17

The current PID Sharpe Ratio is 0.08, which is lower than the LVHI Sharpe Ratio of 0.31. 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.08
0.31
PID
LVHI

Dividends

PID vs. LVHI - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.95%, less than LVHI's 5.50% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.95%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.50%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.76%
-11.51%
PID
LVHI

Volatility

PID vs. LVHI - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 5.87%, while Legg Mason International Low Volatility High Dividend ETF (LVHI) has a volatility of 6.64%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky 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%6.00%7.00%NovemberDecember2025FebruaryMarchApril
5.87%
6.64%
PID
LVHI