Legg Mason International Low Volatility High Dividend ETF (LVHI)
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.
ETF Info
| ISIN | US52468L5057 |
|---|---|
| CUSIP | 52468L505 |
| Issuer | Franklin Templeton |
| Inception Date | Jul 27, 2016 |
| Region | Developed Markets (Broad) |
| Category | Volatility Hedged Equity, Dividend |
| Index Tracked | QS International Low Volatility High Dividend Hedged Index |
| Asset Class | Equity |
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.
Share Price Chart
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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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.59% | -4.87% |
| 6 months | 4.57% | 4.35% |
| Year-To-Date | 10.83% | 11.68% |
| 1 year | 22.14% | 19.59% |
| 5 years (annualized) | 6.84% | 7.93% |
| 10 years (annualized) | 7.27% | 10.31% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.81% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
LVHI Legg Mason International Low Volatility High Dividend ETF | 1.92 | ||||
^GSPC S&P 500 | 0.89 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2020 | 17 | Mar 16, 2020 | 305 | Jun 8, 2021 | 322 |
| -11.29% | Jun 8, 2022 | 88 | Oct 12, 2022 | 34 | Nov 30, 2022 | 122 |
| -9.72% | Jan 10, 2018 | 51 | Mar 23, 2018 | 242 | Mar 13, 2019 | 293 |
| -8.11% | Feb 10, 2022 | 17 | Mar 7, 2022 | 30 | Apr 19, 2022 | 47 |
| -6.09% | Jul 5, 2019 | 30 | Aug 15, 2019 | 18 | Sep 11, 2019 | 48 |
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.