PortfoliosLab logoPortfoliosLab logo
FLTW vs. LVHD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLTW vs. LVHD - Performance Comparison

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

Loading graphics...

FLTW vs. LVHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FLTW
Franklin FTSE Taiwan ETF
13.05%32.00%16.68%30.05%-27.51%29.46%29.77%31.23%-9.32%-1.25%
LVHD
Legg Mason Low Volatility High Dividend ETF
6.73%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, FLTW achieves a 13.05% return, which is significantly higher than LVHD's 6.73% return.


FLTW

1D
0.98%
1M
-5.90%
YTD
13.05%
6M
18.97%
1Y
60.86%
3Y*
25.91%
5Y*
13.32%
10Y*

LVHD

1D
-0.18%
1M
-4.83%
YTD
6.73%
6M
5.06%
1Y
7.56%
3Y*
8.47%
5Y*
7.55%
10Y*
8.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


FLTW vs. LVHD - Expense Ratio Comparison

FLTW has a 0.19% 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

FLTW vs. LVHD — Risk / Return Rank

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

FLTW
FLTW Risk / Return Rank: 9393
Overall Rank
FLTW Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9393
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9090
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9494
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9595
Martin Ratio Rank

LVHD
LVHD Risk / Return Rank: 3232
Overall Rank
LVHD Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
LVHD Sortino Ratio Rank: 3131
Sortino Ratio Rank
LVHD Omega Ratio Rank: 2929
Omega Ratio Rank
LVHD Calmar Ratio Rank: 3333
Calmar Ratio Rank
LVHD Martin Ratio Rank: 3333
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.

FLTW vs. LVHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) 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.


FLTWLVHDDifference

Sharpe ratio

Return per unit of total volatility

2.22

0.63

+1.59

Sortino ratio

Return per unit of downside risk

2.91

0.95

+1.96

Omega ratio

Gain probability vs. loss probability

1.40

1.13

+0.27

Calmar ratio

Return relative to maximum drawdown

4.01

0.85

+3.15

Martin ratio

Return relative to average drawdown

16.28

3.03

+13.25

FLTW vs. LVHD - Sharpe Ratio Comparison

The current FLTW Sharpe Ratio is 2.22, which is higher than the LVHD Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of FLTW 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.


Loading graphics...

Sharpe Ratios by Period


FLTWLVHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

0.63

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.59

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.57

+0.14

Correlation

The correlation between FLTW and LVHD is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLTW vs. LVHD - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 2.22%, less than LVHD's 3.20% yield.


TTM2025202420232022202120202019201820172016
FLTW
Franklin FTSE Taiwan ETF
2.22%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%0.00%0.00%
LVHD
Legg Mason Low Volatility High Dividend ETF
3.20%3.35%4.23%3.55%3.30%2.56%3.27%3.30%3.82%3.33%2.48%

Drawdowns

FLTW vs. LVHD - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, roughly equal to the maximum LVHD drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for FLTW and LVHD.


Loading graphics...

Drawdown Indicators


FLTWLVHDDifference

Max Drawdown

Largest peak-to-trough decline

-38.00%

-37.32%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-15.81%

-8.38%

-7.43%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

-16.75%

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-7.55%

-4.83%

-2.72%

Average Drawdown

Average peak-to-trough decline

-8.57%

-4.05%

-4.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

2.39%

+1.50%

Volatility

FLTW vs. LVHD - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 10.06% compared to Legg Mason Low Volatility High Dividend ETF (LVHD) at 2.77%. This indicates that FLTW'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.


Loading graphics...

Volatility by Period


FLTWLVHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

2.77%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.45%

6.49%

+11.96%

Volatility (1Y)

Calculated over the trailing 1-year period

27.53%

11.99%

+15.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.06%

12.87%

+9.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.30%

15.49%

+5.81%