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FLAU vs. LVHI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAU vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Australia ETF (FLAU) and Legg Mason International Low Volatility High Dividend ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

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FLAU vs. LVHI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
6.40%15.95%1.81%12.58%-5.58%9.90%11.00%23.38%-10.17%1.89%
LVHI
Legg Mason International Low Volatility High Dividend ETF
11.30%27.12%14.81%17.45%3.84%18.19%-8.76%18.35%-5.22%-0.01%

Returns By Period

In the year-to-date period, FLAU achieves a 6.40% return, which is significantly lower than LVHI's 11.30% return.


FLAU

1D
0.39%
1M
-3.27%
YTD
6.40%
6M
4.83%
1Y
22.91%
3Y*
10.71%
5Y*
7.03%
10Y*

LVHI

1D
0.29%
1M
1.26%
YTD
11.30%
6M
20.02%
1Y
33.29%
3Y*
21.51%
5Y*
16.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLAU vs. LVHI - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than LVHI's 0.40% expense ratio.


Return for Risk

FLAU vs. LVHI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FLAU
FLAU Risk / Return Rank: 6060
Overall Rank
FLAU Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 5858
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6060
Omega Ratio Rank
FLAU Calmar Ratio Rank: 6161
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6161
Martin Ratio Rank

LVHI
LVHI Risk / Return Rank: 9494
Overall Rank
LVHI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9595
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9797
Omega Ratio Rank
LVHI Calmar Ratio Rank: 8888
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FLAU vs. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.


FLAULVHIDifference

Sharpe ratio

Return per unit of total volatility

1.12

2.52

-1.40

Sortino ratio

Return per unit of downside risk

1.59

3.22

-1.63

Omega ratio

Gain probability vs. loss probability

1.24

1.56

-0.32

Calmar ratio

Return relative to maximum drawdown

1.82

3.14

-1.32

Martin ratio

Return relative to average drawdown

7.07

15.92

-8.85

FLAU vs. LVHI - Sharpe Ratio Comparison

The current FLAU Sharpe Ratio is 1.12, which is lower than the LVHI Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of FLAU and LVHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLAULVHIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

2.52

-1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

1.50

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.83

-0.51

Correlation

The correlation between FLAU and LVHI is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FLAU vs. LVHI - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.06%, less than LVHI's 4.52% yield.


TTM2025202420232022202120202019201820172016
FLAU
Franklin FTSE Australia ETF
3.06%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%0.00%
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.52%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%

Drawdowns

FLAU vs. LVHI - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for FLAU and LVHI.


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Drawdown Indicators


FLAULVHIDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-32.31%

-13.42%

Max Drawdown (1Y)

Largest decline over 1 year

-10.77%

-8.63%

-2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

-11.99%

-12.69%

Current Drawdown

Current decline from peak

-6.69%

-1.44%

-5.25%

Average Drawdown

Average peak-to-trough decline

-6.87%

-3.56%

-3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.05%

+1.26%

Volatility

FLAU vs. LVHI - Volatility Comparison

Franklin FTSE Australia ETF (FLAU) has a higher volatility of 7.65% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 4.02%. This indicates that FLAU's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLAULVHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.65%

4.02%

+3.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.50%

7.13%

+5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

20.56%

13.31%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.50%

10.99%

+8.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.65%

13.82%

+9.83%