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Legg Mason Low Volatility High Dividend ETF (LVHD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US52468L4068

CUSIP

00052468L406

Issuer

Franklin Templeton

Inception Date

Dec 29, 2015

Region

North America (U.S.)

Leveraged

1x

Index Tracked

QS Low Volatility High Dividend Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
LVHD vs. SCHD LVHD vs. BLV LVHD vs. SPHD LVHD vs. FDL LVHD vs. JEPI LVHD vs. SPY LVHD vs. SCHB LVHD vs. DGRO LVHD vs. VTI LVHD vs. VUG
Popular comparisons:
LVHD vs. SCHD LVHD vs. BLV LVHD vs. SPHD LVHD vs. FDL LVHD vs. JEPI LVHD vs. SPY LVHD vs. SCHB LVHD vs. DGRO LVHD vs. VTI LVHD vs. VUG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Legg Mason Low Volatility High Dividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.40%
11.49%
LVHD (Legg Mason Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Returns By Period

Legg Mason Low Volatility High Dividend ETF had a return of 13.79% year-to-date (YTD) and 21.01% in the last 12 months.


LVHD

YTD

13.79%

1M

-2.21%

6M

10.77%

1Y

21.01%

5Y (annualized)

7.38%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

The table below presents the monthly returns of LVHD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.75%0.09%4.54%-2.69%2.15%-1.10%7.47%4.72%2.00%-1.92%13.79%
20232.02%-4.80%1.03%0.89%-5.26%3.70%4.17%-5.08%-5.65%-1.92%6.55%4.46%-0.95%
2022-1.88%-2.10%3.40%-2.21%2.76%-4.92%3.88%-2.82%-9.46%8.37%6.28%-1.71%-1.82%
2021-0.82%0.91%7.92%3.96%2.06%-0.96%2.41%1.97%-4.89%3.72%-0.84%9.47%26.91%
2020-0.72%-9.86%-15.43%9.39%3.12%0.05%3.02%2.26%-1.37%-0.74%10.44%1.46%-1.28%
20197.29%2.08%2.07%1.70%-4.21%4.72%0.31%0.86%3.49%0.60%-0.07%2.41%22.91%
2018-0.03%-5.01%-0.44%-0.98%1.09%1.86%2.14%1.95%-0.58%-1.39%3.87%-7.64%-5.58%
20171.54%3.48%-0.08%0.61%1.08%0.05%0.63%0.17%0.98%1.22%3.49%0.30%14.25%
2016-0.80%2.39%7.30%-0.35%0.97%4.52%1.66%-1.63%-0.76%-1.28%1.41%3.17%17.48%
2015-1.55%-1.55%

Expense Ratio

LVHD has an expense ratio of 0.27%, which is considered low compared to other funds.


Expense ratio chart for LVHD: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LVHD is 62, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of LVHD is 6262
Combined Rank
The Sharpe Ratio Rank of LVHD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHD is 6464
Sortino Ratio Rank
The Omega Ratio Rank of LVHD is 6363
Omega Ratio Rank
The Calmar Ratio Rank of LVHD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of LVHD is 5858
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for LVHD, currently valued at 1.92, compared to the broader market0.002.004.006.001.922.54
The chart of Sortino ratio for LVHD, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.0012.002.693.40
The chart of Omega ratio for LVHD, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.47
The chart of Calmar ratio for LVHD, currently valued at 1.88, compared to the broader market0.005.0010.0015.001.883.66
The chart of Martin ratio for LVHD, currently valued at 8.85, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.8516.28
LVHD
^GSPC

The current Legg Mason Low Volatility High Dividend ETF Sharpe ratio is 1.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Legg Mason Low Volatility High Dividend ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.92
2.54
LVHD (Legg Mason Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Legg Mason Low Volatility High Dividend ETF provided a 3.73% dividend yield over the last twelve months, with an annual payout of $1.49 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%2.50%3.00%3.50%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.49$1.29$1.26$1.03$1.06$1.13$1.09$1.05$0.62

Dividend yield

3.73%3.55%3.30%2.56%3.27%3.30%3.81%3.33%2.18%

Monthly Dividends

The table displays the monthly dividend distributions for Legg Mason Low Volatility High Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.14$0.00$0.00$0.39$0.00$0.00$0.38$0.00$0.00$0.37$1.28
2023$0.00$0.05$0.00$0.00$0.28$0.00$0.00$0.37$0.00$0.00$0.39$0.21$1.29
2022$0.00$0.08$0.00$0.00$0.26$0.00$0.00$0.30$0.00$0.00$0.32$0.29$1.26
2021$0.00$0.07$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.23$0.23$1.03
2020$0.00$0.01$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.29$0.20$1.06
2019$0.00$0.00$0.25$0.00$0.28$0.00$0.00$0.08$0.00$0.00$0.31$0.21$1.13
2018$0.00$0.00$0.24$0.00$0.00$0.27$0.00$0.00$0.31$0.00$0.00$0.28$1.09
2017$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.26$0.00$0.00$0.28$1.05
2016$0.02$0.00$0.00$0.15$0.00$0.00$0.22$0.00$0.00$0.24$0.62

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.21%
-1.41%
LVHD (Legg Mason Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Legg Mason Low Volatility High Dividend ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Legg Mason Low Volatility High Dividend ETF was 37.32%, occurring on Mar 23, 2020. Recovery took 241 trading sessions.

The current Legg Mason Low Volatility High Dividend ETF drawdown is 2.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.32%Jan 24, 202041Mar 23, 2020241Mar 8, 2021282
-16.75%Apr 21, 2022121Oct 12, 2022441Jul 17, 2024562
-11.59%Dec 4, 201814Dec 24, 201836Feb 15, 201950
-9.41%Jan 29, 201839Mar 23, 2018119Sep 12, 2018158
-7.16%Dec 31, 201513Jan 21, 201620Feb 22, 201633

Volatility

Volatility Chart

The current Legg Mason Low Volatility High Dividend ETF volatility is 2.90%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.90%
4.07%
LVHD (Legg Mason Low Volatility High Dividend ETF)
Benchmark (^GSPC)