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Legg Mason International Low Volatility High Dividend ETF (LVHI)

ETF · Currency in USD · Last updated Sep 30, 2023

LVHI is a passive ETF by Franklin Templeton tracking the investment results of the QS International Low Volatility High Dividend Hedged Index. LVHI launched on Jul 27, 2016 and has a 0.40% expense ratio.

Summary

ETF Info

ISINUS52468L5057
CUSIP52468L505
IssuerFranklin Templeton
Inception DateJul 27, 2016
RegionDeveloped Markets (Broad)
CategoryVolatility Hedged Equity, Dividend
Index TrackedQS International Low Volatility High Dividend Hedged Index
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The Legg Mason International Low Volatility High Dividend ETF has a high expense ratio of 0.40%, indicating higher-than-average management fees.


0.40%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Legg Mason International 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.


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptember
4.22%
3.97%
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with LVHI

Legg Mason International Low Volatility High Dividend ETF

Popular comparisons: LVHI vs. PID, LVHI vs. IQIN, LVHI vs. DTH, LVHI vs. IQDG, LVHI vs. IDV, LVHI vs. DIVO, LVHI vs. EPI, LVHI vs. SCHD, LVHI vs. SPY, LVHI vs. VOO

Return

Legg Mason International Low Volatility High Dividend ETF had a return of 10.83% year-to-date (YTD) and 22.14% in the last 12 months. Over the past 10 years, Legg Mason International Low Volatility High Dividend ETF had an annualized return of 7.27%, while the S&P 500 had an annualized return of 10.31%, indicating that Legg Mason International Low Volatility High Dividend ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month0.59%-4.87%
6 months4.57%4.35%
Year-To-Date10.83%11.68%
1 year22.14%19.59%
5 years (annualized)6.84%7.93%
10 years (annualized)7.27%10.31%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.81%2.82%-2.67%3.01%2.87%-1.97%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Legg Mason International Low Volatility High Dividend ETF (LVHI) and S&P 500 (^GSPC). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
LVHI
Legg Mason International Low Volatility High Dividend ETF
1.92
^GSPC
S&P 500
0.89

Sharpe Ratio

The current Legg Mason International Low Volatility High Dividend ETF Sharpe ratio is 1.92. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00MayJuneJulyAugustSeptember
1.92
0.89
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Dividend History

Legg Mason International Low Volatility High Dividend ETF granted a 7.61% dividend yield in the last twelve months. The annual payout for that period amounted to $2.07 per share.


PeriodTTM2022202120202019201820172016
Dividend$2.07$1.98$1.09$0.93$1.78$2.57$0.95$0.52

Dividend yield

7.61%8.04%4.62%4.63%8.11%13.87%4.86%3.00%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.12$0.00$0.00$0.60$0.00$0.00
2022$0.00$0.00$0.09$0.00$0.00$0.62$0.00$0.00$0.23$0.00$0.00$1.04
2021$0.00$0.00$0.23$0.00$0.00$0.40$0.00$0.00$0.25$0.00$0.00$0.22
2020$0.00$0.00$0.08$0.00$0.00$0.26$0.00$0.00$0.12$0.00$0.00$0.46
2019$0.00$0.00$0.33$0.00$0.00$0.31$0.00$0.00$0.19$0.00$0.00$0.95
2018$0.00$0.00$0.34$0.00$0.00$0.48$0.00$0.00$0.30$0.00$0.00$1.47
2017$0.00$0.00$0.20$0.00$0.00$0.37$0.00$0.00$0.15$0.00$0.00$0.24
2016$0.12$0.00$0.00$0.41

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-2.54%
-10.60%
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Legg Mason International Low Volatility High Dividend ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Legg Mason International Low Volatility High Dividend ETF is 32.31%, recorded on Mar 16, 2020. It took 305 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.31%Feb 21, 202017Mar 16, 2020305Jun 8, 2021322
-11.29%Jun 8, 202288Oct 12, 202234Nov 30, 2022122
-9.72%Jan 10, 201851Mar 23, 2018242Mar 13, 2019293
-8.11%Feb 10, 202217Mar 7, 202230Apr 19, 202247
-6.09%Jul 5, 201930Aug 15, 201918Sep 11, 201948

Volatility Chart

The current Legg Mason International Low Volatility High Dividend ETF volatility is 2.70%, 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%MayJuneJulyAugustSeptember
2.70%
3.17%
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)