LVHD vs. EJAN
Compare and contrast key facts about Legg Mason Low Volatility High Dividend ETF (LVHD) and Innovator Emerging Markets Power Buffer ETF January (EJAN).
LVHD and EJAN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LVHD is a passively managed fund by Franklin Templeton that tracks the performance of the QS Low Volatility High Dividend Index. It was launched on Dec 29, 2015. EJAN is a passively managed fund by Innovator that tracks the performance of the MSCI Emerging Markets Index. It was launched on Jan 1, 2020. Both LVHD and EJAN 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
LVHD vs. EJAN - Performance Comparison
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LVHD vs. EJAN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LVHD Legg Mason Low Volatility High Dividend ETF | 6.73% | 7.50% | 10.18% | -0.95% | -1.82% | 26.90% | -0.52% |
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.86% | 14.78% | 2.69% | 5.37% | -8.01% | -1.53% | 10.46% |
Returns By Period
In the year-to-date period, LVHD achieves a 6.73% return, which is significantly higher than EJAN's 0.86% return.
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%
EJAN
- 1D
- 0.44%
- 1M
- -2.79%
- YTD
- 0.86%
- 6M
- 2.62%
- 1Y
- 12.50%
- 3Y*
- 6.53%
- 5Y*
- 2.25%
- 10Y*
- —
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LVHD vs. EJAN - Expense Ratio Comparison
LVHD has a 0.27% expense ratio, which is lower than EJAN's 0.89% expense ratio.
Return for Risk
LVHD vs. EJAN — Risk / Return Rank
LVHD
EJAN
LVHD vs. EJAN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) and Innovator Emerging Markets Power Buffer ETF January (EJAN). 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.
| LVHD | EJAN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 1.27 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.88 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.85 | 1.69 | -0.84 |
Martin ratioReturn relative to average drawdown | 3.03 | 8.03 | -5.01 |
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
| LVHD | EJAN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 1.27 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.20 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.29 | +0.28 |
Correlation
The correlation between LVHD and EJAN is 0.37, 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
LVHD vs. EJAN - Dividend Comparison
LVHD's dividend yield for the trailing twelve months is around 3.20%, while EJAN has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EJAN Innovator Emerging Markets Power Buffer ETF January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LVHD vs. EJAN - Drawdown Comparison
The maximum LVHD drawdown since its inception was -37.32%, which is greater than EJAN's maximum drawdown of -22.23%. Use the drawdown chart below to compare losses from any high point for LVHD and EJAN.
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Drawdown Indicators
| LVHD | EJAN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.32% | -22.23% | -15.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -7.42% | -0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -16.75% | -22.00% | +5.25% |
Max Drawdown (10Y)Largest decline over 10 years | -37.32% | — | — |
Current DrawdownCurrent decline from peak | -4.83% | -3.84% | -0.99% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -5.92% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 1.58% | +0.81% |
Volatility
LVHD vs. EJAN - Volatility Comparison
The current volatility for Legg Mason Low Volatility High Dividend ETF (LVHD) is 2.77%, while Innovator Emerging Markets Power Buffer ETF January (EJAN) has a volatility of 5.22%. This indicates that LVHD experiences smaller price fluctuations and is considered to be less risky than EJAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVHD | EJAN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 5.22% | -2.45% |
Volatility (6M)Calculated over the trailing 6-month period | 6.49% | 6.46% | +0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.99% | 9.85% | +2.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 11.05% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.49% | 12.78% | +2.71% |