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FLEE vs. LVHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLEE vs. LVHD - Performance Comparison

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

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FLEE vs. LVHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLEE
Franklin FTSE Europe ETF
-0.49%35.76%2.03%20.46%-15.22%16.84%5.33%24.41%-14.97%1.47%
LVHD
Legg Mason Low Volatility High Dividend ETF
6.93%7.50%10.18%-0.95%-1.82%26.90%-1.28%22.91%-5.58%4.28%

Returns By Period

In the year-to-date period, FLEE achieves a -0.49% return, which is significantly lower than LVHD's 6.93% return.


FLEE

1D
3.33%
1M
-7.60%
YTD
-0.49%
6M
5.81%
1Y
21.11%
3Y*
14.51%
5Y*
9.16%
10Y*

LVHD

1D
0.34%
1M
-4.58%
YTD
6.93%
6M
4.97%
1Y
7.44%
3Y*
8.53%
5Y*
7.59%
10Y*
8.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLEE vs. LVHD - Expense Ratio Comparison

FLEE has a 0.09% expense ratio, which is lower than LVHD's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLEE vs. LVHD — Risk / Return Rank

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

FLEE
FLEE Risk / Return Rank: 6767
Overall Rank
FLEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FLEE Sortino Ratio Rank: 7070
Sortino Ratio Rank
FLEE Omega Ratio Rank: 6666
Omega Ratio Rank
FLEE Calmar Ratio Rank: 6565
Calmar Ratio Rank
FLEE Martin Ratio Rank: 6464
Martin Ratio Rank

LVHD
LVHD Risk / Return Rank: 3737
Overall Rank
LVHD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LVHD Sortino Ratio Rank: 3434
Sortino Ratio Rank
LVHD Omega Ratio Rank: 3232
Omega Ratio Rank
LVHD Calmar Ratio Rank: 4343
Calmar Ratio Rank
LVHD Martin Ratio Rank: 4141
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.

FLEE vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Europe ETF (FLEE) and Legg Mason Low Volatility High Dividend ETF (LVHD). 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.


FLEELVHDDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.62

+0.58

Sortino ratio

Return per unit of downside risk

1.72

0.94

+0.79

Omega ratio

Gain probability vs. loss probability

1.24

1.12

+0.11

Calmar ratio

Return relative to maximum drawdown

1.61

1.02

+0.59

Martin ratio

Return relative to average drawdown

6.22

3.64

+2.58

FLEE vs. LVHD - Sharpe Ratio Comparison

The current FLEE Sharpe Ratio is 1.21, which is higher than the LVHD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of FLEE and LVHD, 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


FLEELVHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

0.62

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.54

0.59

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.57

-0.16

Correlation

The correlation between FLEE and LVHD is 0.54, 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

FLEE vs. LVHD - Dividend Comparison

FLEE's dividend yield for the trailing twelve months is around 2.77%, less than LVHD's 3.19% yield.


TTM2025202420232022202120202019201820172016
FLEE
Franklin FTSE Europe ETF
2.77%2.76%3.93%2.57%3.48%3.61%1.88%3.02%3.85%0.02%0.00%
LVHD
Legg Mason Low Volatility High Dividend ETF
3.19%3.35%4.23%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%

Drawdowns

FLEE vs. LVHD - Drawdown Comparison

The maximum FLEE drawdown since its inception was -37.27%, roughly equal to the maximum LVHD drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for FLEE and LVHD.


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Drawdown Indicators


FLEELVHDDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-37.32%

+0.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-8.52%

-3.85%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

-16.75%

-14.87%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-8.60%

-4.66%

-3.94%

Average Drawdown

Average peak-to-trough decline

-7.18%

-4.05%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.47%

+0.74%

Volatility

FLEE vs. LVHD - Volatility Comparison

Franklin FTSE Europe ETF (FLEE) has a higher volatility of 7.57% compared to Legg Mason Low Volatility High Dividend ETF (LVHD) at 2.83%. This indicates that FLEE's price experiences larger fluctuations and is considered to be riskier than LVHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLEELVHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

2.83%

+4.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

6.53%

+4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

17.61%

12.07%

+5.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

12.87%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

15.50%

+3.42%