VWAPY vs. LVHI

In the year-to-date period, VWAPY achieves a 24.79% return, which is significantly higher than LVHI's 9.05% return.

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This table presents a comparison of risk-adjusted performance metrics for Volkswagen AG Pref 1/10 ADR (VWAPY) 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 current VWAPY Sharpe Ratio is 0.02, which is lower than the LVHI Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VWAPY 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.

VWAPY's dividend yield for the trailing twelve months is around 6.52%, more than LVHI's 4.83% yield.

The maximum VWAPY drawdown since its inception was -57.92%, 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.

Volkswagen AG Pref 1/10 ADR (VWAPY) has a higher volatility of 10.51% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.42%. 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.