Legg Mason Small-Cap Quality Value ETF (SQLV)
SQLV is a passive ETF by Franklin Templeton tracking the investment results of the Royce Small-Cap Quality Value Index. SQLV launched on Jul 12, 2017 and has a 0.62% expense ratio.
ETF Info
| ISIN | US52468L8770 |
|---|---|
| CUSIP | 52468L877 |
| Issuer | Franklin Templeton |
| Inception Date | Jul 12, 2017 |
| Region | North America (U.S.) |
| Category | Small Cap Blend Equities |
| Leveraged | 1x |
| Index Tracked | Royce Small-Cap Quality Value Index |
| Asset Class | Equity |
Asset Class Size | Micro-Cap |
Asset Class Style | Blend |
Expense Ratio
SQLV features an expense ratio of 0.62%, falling within 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.
Popular comparisons: SQLV vs. CALF, SQLV vs. XSVM, SQLV vs. VOO
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Legg Mason Small-Cap Quality Value ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Legg Mason Small-Cap Quality Value ETF had a return of 10.88% year-to-date (YTD) and 29.90% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.88% | 24.30% |
| 1 month | 10.02% | 4.09% |
| 6 months | 14.32% | 14.29% |
| 1 year | 29.90% | 35.42% |
| 5 years (annualized) | 12.93% | 13.95% |
| 10 years (annualized) | N/A | 11.33% |
Monthly Returns
The table below presents the monthly returns of SQLV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.82% | 2.17% | 1.77% | -7.17% | 4.37% | -3.05% | 10.24% | -2.38% | 0.76% | -1.96% | 10.88% | ||
| 2023 | 11.48% | -1.09% | -6.40% | -2.07% | -1.64% | 7.85% | 6.30% | -3.77% | -3.74% | -5.29% | 7.87% | 12.37% | 21.21% |
| 2022 | -6.81% | -1.22% | 5.26% | -7.21% | 2.87% | -9.04% | 11.92% | -5.27% | -10.21% | 11.86% | 3.75% | -6.25% | -12.86% |
| 2021 | 6.24% | 10.66% | 3.76% | 1.50% | 4.83% | -0.64% | 0.58% | 1.57% | -1.76% | 2.94% | -1.58% | 4.60% | 37.15% |
| 2020 | -5.64% | -10.54% | -24.13% | 20.35% | 2.50% | 2.12% | 1.85% | 5.00% | -4.94% | 2.05% | 18.69% | 7.82% | 7.12% |
| 2019 | 11.25% | 5.48% | -3.53% | 2.31% | -12.21% | 7.83% | 0.81% | -8.58% | 7.76% | 2.96% | 1.69% | 2.97% | 17.41% |
| 2018 | 1.28% | -0.99% | -1.56% | 3.42% | 5.00% | 1.23% | 1.59% | 2.66% | -2.56% | -7.99% | -0.40% | -11.49% | -10.55% |
| 2017 | -0.77% | -1.92% | 5.54% | 0.97% | 3.86% | 0.74% | 8.51% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SQLV is 45, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Legg Mason Small-Cap Quality Value ETF (SQLV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Legg Mason Small-Cap Quality Value ETF provided a 1.05% dividend yield over the last twelve months, with an annual payout of $0.47 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.47 | $0.45 | $0.43 | $0.45 | $0.36 | $0.34 | $0.26 | $0.11 |
Dividend yield | 1.05% | 1.09% | 1.24% | 1.12% | 1.22% | 1.20% | 1.08% | 0.40% |
Monthly Dividends
The table displays the monthly dividend distributions for Legg Mason Small-Cap Quality Value 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.35 | |
| 2023 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.13 | $0.45 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.14 | $0.43 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.20 | $0.45 |
| 2020 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.15 | $0.36 |
| 2019 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.11 | $0.34 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.26 | $0.26 |
| 2017 | $0.11 | $0.11 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Legg Mason Small-Cap Quality Value 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 Small-Cap Quality Value ETF was 48.35%, occurring on Mar 18, 2020. Recovery took 159 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.35% | Aug 24, 2018 | 327 | Mar 18, 2020 | 159 | Dec 23, 2020 | 486 |
| -23.82% | Nov 12, 2021 | 212 | Sep 26, 2022 | 310 | Dec 19, 2023 | 522 |
| -9.86% | Aug 1, 2024 | 5 | Aug 7, 2024 | 64 | Nov 6, 2024 | 69 |
| -8.6% | Dec 27, 2023 | 133 | Jul 9, 2024 | 5 | Jul 16, 2024 | 138 |
| -8.53% | Jul 21, 2017 | 21 | Aug 18, 2017 | 19 | Sep 28, 2017 | 40 |
Volatility
Volatility Chart
The current Legg Mason Small-Cap Quality Value ETF volatility is 7.76%, 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.