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

Correlation

The correlation between FLQH and LVHI is 0.62, 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.


-0.50.00.51.00.6

Performance

FLQH vs. LVHI - Performance Comparison

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

0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February0
8.19%
FLQH
LVHI

Key characteristics

Returns By Period


FLQH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LVHI

YTD

4.42%

1M

3.01%

6M

8.48%

1Y

18.22%

5Y*

9.20%

10Y*

N/A

*Annualized

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FLQH vs. LVHI - Expense Ratio Comparison

Both FLQH and LVHI have an expense ratio of 0.40%.


FLQH
Franklin LibertyQ International Equity Hedged ETF
Expense ratio chart for FLQH: 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 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%

Risk-Adjusted Performance

FLQH vs. LVHI — Risk-Adjusted Performance Rank

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

FLQH
The Risk-Adjusted Performance Rank of FLQH is 7979
Overall Rank
The Sharpe Ratio Rank of FLQH is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQH is 6565
Sortino Ratio Rank
The Omega Ratio Rank of FLQH is 9797
Omega Ratio Rank
The Calmar Ratio Rank of FLQH is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FLQH is 9999
Martin Ratio Rank

LVHI
The Risk-Adjusted Performance Rank of LVHI is 8080
Overall Rank
The Sharpe Ratio Rank of LVHI is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7676
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLQH vs. LVHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ International Equity Hedged ETF (FLQH) 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
No data
FLQH
LVHI


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.00
1.99
FLQH
LVHI

Dividends

FLQH vs. LVHI - Dividend Comparison

FLQH has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 4.74%.


TTM202420232022202120202019201820172016
FLQH
Franklin LibertyQ International Equity Hedged ETF
0.00%2.82%3.17%0.87%2.77%6.23%1.61%5.67%4.02%11.56%
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.74%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%

Drawdowns

FLQH vs. LVHI - Drawdown Comparison


-3.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%SeptemberOctoberNovemberDecember2025February0
-0.78%
FLQH
LVHI

Volatility

FLQH vs. LVHI - Volatility Comparison

The current volatility for Franklin LibertyQ International Equity Hedged ETF (FLQH) is 0.00%, while Legg Mason International Low Volatility High Dividend ETF (LVHI) has a volatility of 2.87%. This indicates that FLQH experiences smaller price fluctuations and is considered to be less risky than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2025February0
2.87%
FLQH
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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