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

Key characteristics


FLQHLVHI

Correlation

-0.50.00.51.00.7

The correlation between FLQH and LVHI is 0.66, 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.

Performance

FLQH vs. LVHI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


60.00%65.00%70.00%75.00%80.00%85.00%90.00%95.00%December2024FebruaryMarchAprilMay
75.36%
93.28%
FLQH
LVHI

Compare stocks, funds, or ETFs

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


Franklin LibertyQ International Equity Hedged ETF

Legg Mason International Low Volatility High Dividend ETF

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 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.


FLQH
Sharpe ratio
The chart of Sharpe ratio for FLQH, currently valued at 0.43, compared to the broader market0.002.004.000.43
Sortino ratio
The chart of Sortino ratio for FLQH, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.000.69
Omega ratio
The chart of Omega ratio for FLQH, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for FLQH, currently valued at 0.40, compared to the broader market0.005.0010.000.40
Martin ratio
The chart of Martin ratio for FLQH, currently valued at 1.16, compared to the broader market0.0020.0040.0060.0080.001.16
LVHI
Sharpe ratio
The chart of Sharpe ratio for LVHI, currently valued at 2.13, compared to the broader market0.002.004.002.13
Sortino ratio
The chart of Sortino ratio for LVHI, currently valued at 3.02, compared to the broader market-2.000.002.004.006.008.0010.003.02
Omega ratio
The chart of Omega ratio for LVHI, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for LVHI, currently valued at 3.38, compared to the broader market0.005.0010.003.38
Martin ratio
The chart of Martin ratio for LVHI, currently valued at 10.35, compared to the broader market0.0020.0040.0060.0080.0010.35

FLQH vs. LVHI - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio0.501.001.502.002.50December2024FebruaryMarchAprilMay
0.43
2.13
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 7.09%.


TTM20232022202120202019201820172016
FLQH
Franklin LibertyQ International Equity Hedged ETF
3.08%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
7.09%8.12%7.74%4.13%3.97%6.67%10.67%1.97%1.16%

Drawdowns

FLQH vs. LVHI - Drawdown Comparison


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay00
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 2.57%. 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%December2024FebruaryMarchAprilMay0
2.57%
FLQH
LVHI