VWAPY vs. LVHI
VWAPY (Volkswagen AG Pref 1/10 ADR) is a stock, while LVHI (Franklin International Low Volatility High Dividend Index ETF) is Dividend fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. Over the past 5 years, VWAPY returned -10.80%/yr vs 16.77%/yr for LVHI. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
VWAPY vs. LVHI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWAPY achieves a -24.31% return, which is significantly lower than LVHI's 18.29% return.
VWAPY
- 1D
- -1.95%
- 1M
- 2.88%
- 6M
- -24.44%
- YTD
- -24.31%
- 1Y
- -10.90%
- 3Y*
- -7.07%
- 5Y*
- -10.80%
- 10Y*
- —
- ALL TIME*
- -0.77%
LVHI
- 1D
- -0.70%
- 1M
- 4.07%
- 6M
- 13.36%
- YTD
- 18.29%
- 1Y
- 36.20%
- 3Y*
- 22.13%
- 5Y*
- 16.77%
- 10Y*
- 11.87%
- ALL TIME*
- 11.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $37.17M | $30.23M | $26.64M | |
| $1.30M | $1.72M | $1.43M |
VWAPY vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
VWAPY Volkswagen AG Pref 1/10 ADR | -24.31% | 41.45% | -19.79% | 6.32% | -25.04% | 9.55% | -1.17% | 27.00% | -0.09% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 18.29% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.05% |
Correlation
The correlation between VWAPY and LVHI is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2018 | 0.55 |
The correlation between VWAPY and LVHI has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VWAPY vs. LVHI — Risk / Return Rank
VWAPY
LVHI
VWAPY vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG Pref 1/10 ADR (VWAPY) and Franklin International Low Volatility High Dividend Index 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.
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.
| VWAPY | LVHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.16 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.71 | -0.77 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 5.76 | -6.13 |
| Martin ratioReturn relative to average drawdown | -0.78 | 24.05 | -24.82 |
Loading charts...
Drawdowns
VWAPY vs. LVHI - Drawdown Comparison
The maximum VWAPY drawdown since its inception was -59.11%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for VWAPY and LVHI.
Loading charts...
Drawdown Indicators
| VWAPY | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.11% | -32.31% | -26.80% |
Max Drawdown (1Y)Largest decline over 1 year | -33.11% | -6.08% | -27.03% |
Max Drawdown (3Y)Largest decline over 3 years | -33.62% | -11.99% | -21.63% |
Max Drawdown (5Y)Largest decline over 5 years | -51.77% | -11.99% | -39.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.31% | — |
Current DrawdownCurrent decline from peak | -52.42% | -0.70% | -51.72% |
Average DrawdownAverage peak-to-trough decline | -31.44% | -3.47% | -27.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.72% | 1.45% | +14.27% |
Volatility
VWAPY vs. LVHI - Volatility Comparison
Volkswagen AG Pref 1/10 ADR (VWAPY) has a higher volatility of 10.67% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.48%. This indicates that VWAPY'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.
Loading charts...
Volatility by Period
| VWAPY | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.67% | 2.48% | +8.19% |
Volatility (6M)Calculated over the trailing 6-month period | 21.89% | 7.58% | +14.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.21% | 9.46% | +18.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.34% | 11.05% | +20.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.92% | 13.70% | +22.22% |
Dividends
VWAPY vs. LVHI - Dividend Comparison
VWAPY's dividend yield for the trailing twelve months is around 7.08%, more than LVHI's 4.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.51% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
VWAPY Volkswagen AG Pref 1/10 ADR | 7.08% | 5.95% | 10.65% | 7.68% | 21.99% | 1.92% | 3.08% | 1.82% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VWAPY and LVHI have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VWAPY has higher volatility (10.67%) compared to LVHI (2.48%). In terms of maximum drawdown, VWAPY dropped -59.11% vs LVHI's -32.31%.
LVHI currently has the higher Sharpe Ratio (3.72 vs -0.43), 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.
Find the right allocation for VWAPY and LVHI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer