PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WDS vs. LVHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WDS and LVHI is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

WDS vs. LVHI - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-11.40%
7.10%
WDS
LVHI

Key characteristics

Sharpe Ratio

WDS:

-0.71

LVHI:

1.98

Sortino Ratio

WDS:

-0.86

LVHI:

2.59

Omega Ratio

WDS:

0.90

LVHI:

1.36

Calmar Ratio

WDS:

-0.39

LVHI:

2.92

Martin Ratio

WDS:

-1.38

LVHI:

13.48

Ulcer Index

WDS:

13.93%

LVHI:

1.38%

Daily Std Dev

WDS:

27.23%

LVHI:

9.44%

Max Drawdown

WDS:

-77.53%

LVHI:

-32.31%

Current Drawdown

WDS:

-47.51%

LVHI:

-0.78%

Returns By Period

In the year-to-date period, WDS achieves a -3.46% return, which is significantly lower than LVHI's 4.42% return.


WDS

YTD

-3.46%

1M

-7.72%

6M

-9.46%

1Y

-19.09%

5Y*

-0.87%

10Y*

-0.23%

LVHI

YTD

4.42%

1M

2.77%

6M

8.19%

1Y

17.64%

5Y*

9.19%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WDS vs. LVHI — Risk-Adjusted Performance Rank

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

WDS
The Risk-Adjusted Performance Rank of WDS is 1414
Overall Rank
The Sharpe Ratio Rank of WDS is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of WDS is 1313
Sortino Ratio Rank
The Omega Ratio Rank of WDS is 1515
Omega Ratio Rank
The Calmar Ratio Rank of WDS is 2323
Calmar Ratio Rank
The Martin Ratio Rank of WDS is 88
Martin Ratio Rank

LVHI
The Risk-Adjusted Performance Rank of LVHI is 8181
Overall Rank
The Sharpe Ratio Rank of LVHI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7777
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 8080
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8787
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.

WDS vs. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Woodside Energy Group Ltd (WDS) 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 WDS, currently valued at -0.71, compared to the broader market-2.000.002.00-0.711.98
The chart of Sortino ratio for WDS, currently valued at -0.86, compared to the broader market-4.00-2.000.002.004.006.00-0.862.59
The chart of Omega ratio for WDS, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.36
The chart of Calmar ratio for WDS, currently valued at -0.50, compared to the broader market0.002.004.006.00-0.502.92
The chart of Martin ratio for WDS, currently valued at -1.38, compared to the broader market-10.000.0010.0020.0030.00-1.3813.48
WDS
LVHI

The current WDS Sharpe Ratio is -0.71, which is lower than the LVHI Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of WDS 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 Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.71
1.98
WDS
LVHI

Dividends

WDS vs. LVHI - Dividend Comparison

WDS's dividend yield for the trailing twelve months is around 8.57%, more than LVHI's 4.74% yield.


TTM20242023202220212020201920182017201620152014
WDS
Woodside Energy Group Ltd
8.57%8.27%10.62%8.84%2.64%4.63%5.28%5.63%3.81%3.43%10.03%6.92%
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.74%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%0.00%0.00%

Drawdowns

WDS vs. LVHI - Drawdown Comparison

The maximum WDS drawdown since its inception was -77.53%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for WDS and LVHI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-35.26%
-0.78%
WDS
LVHI

Volatility

WDS vs. LVHI - Volatility Comparison

Woodside Energy Group Ltd (WDS) has a higher volatility of 8.64% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.87%. This indicates that WDS'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%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
8.64%
2.87%
WDS
LVHI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab