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Legg Mason International Low Volatility High Divid...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US52468L5057

CUSIP

52468L505

Issuer

Franklin Templeton

Inception Date

Jul 27, 2016

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

QS International Low Volatility High Dividend Hedged Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

LVHI features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Share Price Chart


Loading data...

Compare to other instruments

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


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

Performance

Performance Chart

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.


80.00%100.00%120.00%140.00%160.00%180.00%JulyAugustSeptemberOctoberNovemberDecember
94.52%
173.30%
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Returns By Period

Legg Mason International Low Volatility High Dividend ETF had a return of 13.90% year-to-date (YTD) and 14.61% in the last 12 months.


LVHI

YTD

13.90%

1M

-1.45%

6M

4.84%

1Y

14.61%

5Y*

8.28%

10Y*

N/A

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.87%3.08%3.68%-1.04%3.63%-1.49%3.27%1.89%0.53%-0.64%1.75%13.90%
20235.13%0.00%0.81%2.82%-2.67%3.01%2.87%-1.97%0.59%-1.32%5.09%2.20%17.46%
20222.72%-2.09%1.41%0.89%1.84%-5.31%2.07%-2.14%-4.94%4.98%6.99%-1.87%3.84%
2021-0.53%2.66%7.15%-0.08%2.92%0.29%1.59%1.30%-2.69%1.67%-2.10%5.08%18.19%
2020-0.47%-6.45%-16.54%3.24%1.85%2.82%-2.45%3.82%-1.22%-3.24%10.25%1.76%-8.76%
20196.23%1.05%1.19%2.76%-4.32%4.57%-0.94%-0.96%4.35%2.60%0.08%0.81%18.35%
2018-0.63%-3.31%0.45%1.46%-1.59%0.73%3.51%-1.03%1.22%-3.29%0.43%-3.06%-5.22%
20170.78%3.24%1.78%1.20%3.24%-2.81%-0.51%0.62%0.72%1.26%0.67%0.13%10.68%
2016-0.76%1.12%0.74%-0.55%0.12%3.89%4.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LVHI is 74, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LVHI is 7474
Overall Rank
The Sharpe Ratio Rank of LVHI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7070
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 7373
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 7979
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 International Low Volatility High Dividend ETF (LVHI) 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 LVHI, currently valued at 1.69, compared to the broader market0.002.004.001.692.10
The chart of Sortino ratio for LVHI, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.0010.002.232.80
The chart of Omega ratio for LVHI, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.39
The chart of Calmar ratio for LVHI, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.473.09
The chart of Martin ratio for LVHI, currently valued at 11.46, compared to the broader market0.0020.0040.0060.0080.00100.0011.4613.49
LVHI
^GSPC

The current Legg Mason International Low Volatility High Dividend ETF Sharpe ratio is 1.69. 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 International 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.69
2.10
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Legg Mason International Low Volatility High Dividend ETF provided a 5.04% dividend yield over the last twelve months, with an annual payout of $1.51 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$1.51$2.25$1.98$1.10$0.93$1.78$2.57$0.55$0.30

Dividend yield

5.04%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.04$0.00$0.00$0.45$0.00$0.00$0.27$0.00$0.00$0.75$1.51
2023$0.00$0.00$0.12$0.00$0.00$0.60$0.00$0.00$0.32$0.00$0.00$1.21$2.25
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$1.98
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$1.10
2020$0.00$0.00$0.09$0.00$0.00$0.26$0.00$0.00$0.12$0.00$0.00$0.46$0.93
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$1.78
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$2.57
2017$0.00$0.00$0.06$0.00$0.00$0.11$0.00$0.00$0.15$0.00$0.00$0.24$0.55
2016$0.12$0.00$0.00$0.18$0.30

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%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-2.62%
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

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

The current Legg Mason International Low Volatility High Dividend ETF drawdown is 2.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.31%Feb 21, 202017Mar 16, 2020310Jun 8, 2021327
-11.29%Jun 8, 202288Oct 12, 202234Nov 30, 2022122
-9.72%Jan 10, 201849Mar 23, 2018227Mar 13, 2019276
-8.11%Feb 10, 202217Mar 7, 202230Apr 19, 202247
-6.39%Jul 23, 202410Aug 5, 202414Aug 23, 202424

Volatility

Volatility Chart

The current Legg Mason International Low Volatility High Dividend ETF volatility is 2.40%, 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%JulyAugustSeptemberOctoberNovemberDecember
2.40%
3.79%
LVHI (Legg Mason International Low Volatility High Dividend ETF)
Benchmark (^GSPC)
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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.

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