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

ETF Info

ISIN

US52468L5057

CUSIP

52468L505

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


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.


Performance

Performance Chart


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Returns By Period

Legg Mason International Low Volatility High Dividend ETF (LVHI) returned 8.69% year-to-date (YTD) and 12.96% over the past 12 months.


LVHI

YTD

8.69%

1M

6.96%

6M

9.39%

1Y

12.96%

5Y*

15.87%

10Y*

N/A

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.12%

10Y*

10.89%

*Annualized

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
20252.49%2.56%1.30%-1.02%3.12%8.69%
20240.87%3.08%3.68%-1.04%3.63%-1.49%3.27%1.89%0.53%-0.64%1.75%-0.47%15.92%
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%-2.11%5.08%18.20%
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%3.50%-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

With an overall rank of 82, LVHI is among the top 18% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LVHI is 8282
Overall Rank
The Sharpe Ratio Rank of LVHI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7878
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 8282
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 8484
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8686
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Legg Mason International Low Volatility High Dividend ETF Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.97
  • 5-Year: 1.40
  • All Time: 0.65

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Legg Mason International Low Volatility High Dividend ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Legg Mason International Low Volatility High Dividend ETF provided a 4.84% dividend yield over the last twelve months, with an annual payout of $1.60 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$1.60$1.51$2.25$1.98$1.10$0.93$1.78$2.57$0.55$0.30

Dividend yield

4.84%4.95%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
2025$0.00$0.00$0.13$0.00$0.00$0.13
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.


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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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.31%Feb 21, 202017Mar 16, 2020310Jun 8, 2021327
-11.99%Mar 26, 202510Apr 8, 202526May 15, 202536
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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