FLQL vs. LVHI
Compare and contrast key facts about Franklin LibertyQ U.S. Equity ETF (FLQL) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
FLQL and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLQL is a passively managed fund by Franklin Templeton that tracks the performance of the LibertyQ U.S. Large Cap Equity Index. It was launched on Apr 26, 2017. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016. Both FLQL and LVHI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
FLQL vs. LVHI - Performance Comparison
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FLQL vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FLQL Franklin LibertyQ U.S. Equity ETF | -1.06% | 19.64% | 24.33% | 23.58% | -14.83% | 26.58% | 10.67% | 29.09% | -2.79% | 15.04% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 10.97% | 27.12% | 14.81% | 17.45% | 3.84% | 18.19% | -8.76% | 18.35% | -5.22% | 4.23% |
Returns By Period
In the year-to-date period, FLQL achieves a -1.06% return, which is significantly lower than LVHI's 10.97% return.
FLQL
- 1D
- 1.18%
- 1M
- -3.80%
- YTD
- -1.06%
- 6M
- 0.51%
- 1Y
- 22.22%
- 3Y*
- 19.78%
- 5Y*
- 12.85%
- 10Y*
- —
LVHI
- 1D
- 0.39%
- 1M
- -0.90%
- YTD
- 10.97%
- 6M
- 19.61%
- 1Y
- 32.28%
- 3Y*
- 21.53%
- 5Y*
- 16.29%
- 10Y*
- —
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FLQL vs. LVHI - Expense Ratio Comparison
FLQL has a 0.15% expense ratio, which is lower than LVHI's 0.40% expense ratio.
Return for Risk
FLQL vs. LVHI — Risk / Return Rank
FLQL
LVHI
FLQL vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ U.S. Equity ETF (FLQL) 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.
| FLQL | LVHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 2.44 | -1.24 |
Sortino ratioReturn per unit of downside risk | 1.78 | 3.13 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.54 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.87 | 3.00 | -1.13 |
Martin ratioReturn relative to average drawdown | 9.01 | 15.25 | -6.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FLQL | LVHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 2.44 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 1.49 | -0.69 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.78 | 0.82 | -0.04 |
Correlation
The correlation between FLQL and LVHI is 0.55, 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
FLQL vs. LVHI - Dividend Comparison
FLQL's dividend yield for the trailing twelve months is around 1.15%, less than LVHI's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FLQL Franklin LibertyQ U.S. Equity ETF | 1.15% | 1.10% | 1.13% | 1.50% | 2.07% | 1.81% | 1.99% | 1.78% | 1.82% | 1.22% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.53% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Drawdowns
FLQL vs. LVHI - Drawdown Comparison
The maximum FLQL drawdown since its inception was -33.64%, roughly equal to the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for FLQL and LVHI.
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Drawdown Indicators
| FLQL | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.64% | -32.31% | -1.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.12% | -10.41% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -21.41% | -11.99% | -9.42% |
Current DrawdownCurrent decline from peak | -4.98% | -1.73% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -4.11% | -3.56% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.13% | +0.39% |
Volatility
FLQL vs. LVHI - Volatility Comparison
Franklin LibertyQ U.S. Equity ETF (FLQL) has a higher volatility of 6.01% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 4.01%. This indicates that FLQL'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
| FLQL | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 4.01% | +2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 10.44% | 7.14% | +3.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.59% | 13.30% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 10.99% | +5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.57% | 13.82% | +3.75% |