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FLGB vs. LVHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLGB and LVHI is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

FLGB vs. LVHI - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
33.30%
68.05%
FLGB
LVHI

Key characteristics

Sharpe Ratio

FLGB:

0.66

LVHI:

1.69

Sortino Ratio

FLGB:

0.96

LVHI:

2.23

Omega Ratio

FLGB:

1.11

LVHI:

1.31

Calmar Ratio

FLGB:

0.86

LVHI:

2.47

Martin Ratio

FLGB:

2.91

LVHI:

11.46

Ulcer Index

FLGB:

2.76%

LVHI:

1.38%

Daily Std Dev

FLGB:

12.19%

LVHI:

9.32%

Max Drawdown

FLGB:

-42.61%

LVHI:

-32.31%

Current Drawdown

FLGB:

-9.32%

LVHI:

-2.67%

Returns By Period

In the year-to-date period, FLGB achieves a 6.20% return, which is significantly lower than LVHI's 13.90% return.


FLGB

YTD

6.20%

1M

-2.85%

6M

-1.58%

1Y

6.90%

5Y*

4.24%

10Y*

N/A

LVHI

YTD

13.90%

1M

-1.45%

6M

4.84%

1Y

14.61%

5Y*

8.28%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FLGB vs. LVHI - Expense Ratio Comparison

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


LVHI
Legg Mason International Low Volatility High Dividend ETF
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for FLGB: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

FLGB vs. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE United Kingdom ETF (FLGB) 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.


Sharpe ratio
The chart of Sharpe ratio for FLGB, currently valued at 0.66, compared to the broader market0.002.004.000.661.69
The chart of Sortino ratio for FLGB, currently valued at 0.96, compared to the broader market-2.000.002.004.006.008.0010.000.962.23
The chart of Omega ratio for FLGB, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.31
The chart of Calmar ratio for FLGB, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.862.47
The chart of Martin ratio for FLGB, currently valued at 2.91, compared to the broader market0.0020.0040.0060.0080.00100.002.9111.46
FLGB
LVHI

The current FLGB Sharpe Ratio is 0.66, which is lower than the LVHI Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of FLGB 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.66
1.69
FLGB
LVHI

Dividends

FLGB vs. LVHI - Dividend Comparison

FLGB's dividend yield for the trailing twelve months is around 2.45%, less than LVHI's 5.04% yield.


TTM20232022202120202019201820172016
FLGB
Franklin FTSE United Kingdom ETF
2.45%3.95%4.24%2.93%2.67%4.30%3.92%0.44%0.00%
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.04%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%

Drawdowns

FLGB vs. LVHI - Drawdown Comparison

The maximum FLGB drawdown since its inception was -42.61%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for FLGB and LVHI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.32%
-2.67%
FLGB
LVHI

Volatility

FLGB vs. LVHI - Volatility Comparison

Franklin FTSE United Kingdom ETF (FLGB) has a higher volatility of 3.96% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.40%. This indicates that FLGB'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.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.96%
2.40%
FLGB
LVHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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