Franklin International Low Volatility High Dividend Index ETF (LVHI)

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Franklin International Low Volatility High Dividend Index ETF (LVHI) is up 11.0% since the beginning of the year. LVHI is currently trading at $40 per share. Investors who bought $1,000 worth of LVHI shares 5 years ago would now be looking at an investment worth $2,070.

Franklin International Low Volatility High Dividend Index ETF (LVHI) has returned 11.03% so far this year and 29.65% over the past 12 months.

Based on dividend-adjusted daily data since Jul 28, 2016, LVHI's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +10.3%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LVHI closed higher 54% of trading days. The best single day was Apr 2, 2020 with a return of +6.8%, while the worst single day was Mar 12, 2020 at -10.7%.

Franklin International Low Volatility High Dividend Index ETF has an annualized alpha of 18.58%, beta of 0.41, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since July 29, 2016.

• This ETF captured 56.91% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -102.66%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.41 may look defensive, but with R2 of 0.28 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.28 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

LVHI has an expense ratio of 0.40%, placing it in the medium range.

LVHI ranks 92 for risk / return — in the top 92% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below present risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) and compare them to S&P 500 Index.

Franklin International Low Volatility High Dividend Index ETF provided a 4.80% dividend yield over the last twelve months, with an annual payout of $1.93 per share.

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

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.

The table below displays the maximum drawdowns of the Franklin International Low Volatility High Dividend Index 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 Franklin International Low Volatility High Dividend Index ETF was 32.31%, occurring on Mar 16, 2020. Recovery took 310 trading sessions.

The current Franklin International Low Volatility High Dividend Index ETF drawdown is 2.16%.

The chart below shows the rolling one-month volatility.