PLTW vs. LVHD

Last updated Jul 18, 2026

PLTW (PLTR WeeklyPay™ ETF) and LVHD (Franklin U.S. Low Volatility High Dividend Index ETF) are both exchange-traded funds - PLTW is a Derivative Income fund actively managed by Roundhill, while LVHD is a Dividend fund tracking the Franklin U.S. Low Volatility High Dividend Index. PLTW is actively managed, while LVHD is passively managed. Over the past year, PLTW returned -24.11% vs 14.98% for LVHD. At a correlation of -0.05, they often move in opposite directions. PLTW charges 0.99%/yr vs 0.27%/yr for LVHD.

Performance

PLTW vs. LVHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PLTR WeeklyPay™ ETF (PLTW) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PLTW achieves a -33.03% return, which is significantly lower than LVHD's 13.84% return.

PLTW

• 1D: -1.98%
• 1M: 0.97%
• 6M: -29.69%
• YTD: -33.03%
• 1Y: -24.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LVHD

• 1D: -0.68%
• 1M: 4.57%
• 6M: 9.69%
• YTD: 13.84%
• 1Y: 14.98%
• 3Y*: 10.51%
• 5Y*: 7.60%
• 10Y*: 8.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLTW vs. LVHD - Yearly Performance Comparison

	2026 (YTD)	2025
PLTW PLTR WeeklyPay™ ETF	-33.03%	28.26%
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	13.84%	3.33%

Correlation

The correlation between PLTW and LVHD is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.13
Correlation (All Time) Calculated using the full available price history since Feb 19, 2025	-0.05

PLTW vs. LVHD - Sectors Allocation Comparison

Sectors	PLTW	LVHD
Technology	20.0%	3.1%
Basic Materials	-	-
Communication Services	-	2.6%
Consumer Cyclical	-	7.4%
Consumer Defensive	-	21.8%
Energy	-	7.4%
Financial Services	-	8.2%
Healthcare	-	4.4%
Industrials	-	4.9%
Real Estate	-	15.4%
Utilities	-	24.8%

Return for Risk

PLTW vs. LVHD — Risk / Return Rank

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

PLTW

PLTW Risk / Return Rank: 6
PLTW Sharpe Ratio Rank: 6
PLTW Sortino Ratio Rank: 7
PLTW Omega Ratio Rank: 7
PLTW Calmar Ratio Rank: 6
PLTW Martin Ratio Rank: 6

LVHD

LVHD Risk / Return Rank: 53
LVHD Sharpe Ratio Rank: 53
LVHD Sortino Ratio Rank: 57
LVHD Omega Ratio Rank: 49
LVHD Calmar Ratio Rank: 61
LVHD Martin Ratio Rank: 46

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PLTW vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PLTR WeeklyPay™ ETF (PLTW) and Franklin U.S. Low Volatility High Dividend Index ETF (LVHD). 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.

	PLTW	LVHD	Difference
Sharpe ratio: Return per unit of total volatility	-0.39	1.44	-1.84
Sortino ratio: Return per unit of downside risk	-0.19	2.19	-2.38
Omega ratio: Gain probability vs. loss probability	0.98	1.25	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.42	2.44	-2.86
Martin ratio: Return relative to average drawdown	-0.81	6.04	-6.84

PLTW vs. LVHD - Sharpe Ratio Comparison

The current PLTW Sharpe Ratio is -0.39, which is lower than the LVHD Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of PLTW and LVHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PLTW vs. LVHD - Drawdown Comparison

The maximum PLTW drawdown since its inception was -57.27%, which is greater than LVHD's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for PLTW and LVHD.

Drawdown Indicators

	PLTW	LVHD	Difference
Max Drawdown Largest peak-to-trough decline	-57.27%	-37.32%	-19.95%
Max Drawdown (1Y) Largest decline over 1 year	-57.27%	-6.17%	-51.10%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.29%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.75%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.32%	—
Current Drawdown Current decline from peak	-45.22%	-0.68%	-44.54%
Average Drawdown Average peak-to-trough decline	-24.54%	-4.02%	-20.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.98%	2.49%	+27.49%

Volatility

PLTW vs. LVHD - Volatility Comparison

PLTR WeeklyPay™ ETF (PLTW) has a higher volatility of 18.77% compared to Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) at 4.99%. This indicates that PLTW's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PLTW	LVHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.77%	4.99%	+13.78%
Volatility (6M) Calculated over the trailing 6-month period	48.05%	8.07%	+39.98%
Volatility (1Y) Calculated over the trailing 1-year period	61.69%	10.44%	+51.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.72%	13.02%	+60.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	73.72%	15.56%	+58.16%

PLTW vs. LVHD - Expense Ratio Comparison

PLTW has a 0.99% expense ratio, which is higher than LVHD's 0.27% expense ratio.

Dividends

PLTW vs. LVHD - Dividend Comparison

PLTW's dividend yield for the trailing twelve months is around 128.77%, more than LVHD's 3.19% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LVHD Franklin U.S. Low Volatility High Dividend Index ETF	3.19%	3.35%	4.23%	3.55%	3.30%	2.56%	3.27%	3.30%	3.82%	3.33%	2.48%
PLTW PLTR WeeklyPay™ ETF	128.77%	72.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PLTW and LVHD in my portfolio?

PLTW and LVHD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PLTW or LVHD?

PLTW has higher volatility (18.77%) compared to LVHD (4.99%). In terms of maximum drawdown, PLTW dropped -57.27% vs LVHD's -37.32%.

Which ETF is better, PLTW or LVHD?

On 1-year performance, LVHD leads with 14.98% vs -24.11% for PLTW. On fees, LVHD is cheaper at 0.27% per year. On volatility, LVHD has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PLTW or LVHD?

Over the 1-year period, LVHD has performed better with a 14.98% return vs -24.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PLTW or LVHD?

LVHD is cheaper with a 0.27% expense ratio, compared with 0.99% for PLTW.

Which ETF pays a higher dividend yield, PLTW or LVHD?

PLTW has the higher dividend yield at 128.77%, compared with 3.19% for LVHD.

What is the main difference between PLTW and LVHD?

PLTW is categorized as Derivative Income, while LVHD is Dividend. They also come from different issuers: Roundhill and Franklin Templeton. Their fees differ too: 0.99% for PLTW and 0.27% for LVHD.

Which has better risk-adjusted returns?

LVHD currently has the higher Sharpe Ratio (1.44 vs -0.39), 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.