LVHD vs. FLLV
Compare and contrast key facts about Legg Mason Low Volatility High Dividend ETF (LVHD) and Franklin Liberty U.S. Low Volatility ETF (FLLV).
LVHD and FLLV 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. FLLV is an actively managed fund by Franklin Templeton. It was launched on Sep 20, 2016.
Performance
LVHD vs. FLLV - Performance Comparison
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LVHD vs. FLLV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LVHD Legg Mason Low Volatility High Dividend ETF | 6.93% | 7.50% | 10.18% | -0.95% | -1.82% | 26.90% | -1.28% | 22.91% | -5.58% | 14.25% |
FLLV Franklin Liberty U.S. Low Volatility ETF | 7.36% | 15.92% | 10.70% | 13.87% | -8.54% | 23.36% | 12.33% | 32.72% | -2.14% | 19.66% |
Returns By Period
In the year-to-date period, LVHD achieves a 6.93% return, which is significantly lower than FLLV's 7.36% return.
LVHD
- 1D
- 0.34%
- 1M
- -4.58%
- YTD
- 6.93%
- 6M
- 4.97%
- 1Y
- 7.44%
- 3Y*
- 8.53%
- 5Y*
- 7.59%
- 10Y*
- 8.20%
FLLV
- 1D
- 1.23%
- 1M
- -2.97%
- YTD
- 7.36%
- 6M
- 11.87%
- 1Y
- 21.14%
- 3Y*
- 15.33%
- 5Y*
- 11.11%
- 10Y*
- —
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LVHD vs. FLLV - Expense Ratio Comparison
LVHD has a 0.27% expense ratio, which is lower than FLLV's 0.29% expense ratio.
Return for Risk
LVHD vs. FLLV — Risk / Return Rank
LVHD
FLLV
LVHD vs. FLLV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) and Franklin Liberty U.S. Low Volatility ETF (FLLV). 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 | FLLV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.55 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.94 | 2.17 | -1.24 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.98 | -0.96 |
Martin ratioReturn relative to average drawdown | 3.64 | 9.86 | -6.22 |
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 | FLLV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.55 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.84 | -0.25 |
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 | 0.81 | -0.24 |
Correlation
The correlation between LVHD and FLLV is 0.69, 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
LVHD vs. FLLV - Dividend Comparison
LVHD's dividend yield for the trailing twelve months is around 3.19%, less than FLLV's 4.80% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
LVHD Legg Mason Low Volatility High Dividend ETF | 3.19% | 3.35% | 4.23% | 3.55% | 3.30% | 2.56% | 3.27% | 3.30% | 3.82% | 3.33% | 2.48% |
FLLV Franklin Liberty U.S. Low Volatility ETF | 4.80% | 4.71% | 3.25% | 1.75% | 1.68% | 1.41% | 1.40% | 1.31% | 1.55% | 1.44% | 0.50% |
Drawdowns
LVHD vs. FLLV - Drawdown Comparison
The maximum LVHD drawdown since its inception was -37.32%, which is greater than FLLV's maximum drawdown of -33.95%. Use the drawdown chart below to compare losses from any high point for LVHD and FLLV.
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Drawdown Indicators
| LVHD | FLLV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.32% | -33.95% | -3.37% |
Max Drawdown (1Y)Largest decline over 1 year | -8.52% | -11.10% | +2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -16.75% | -18.40% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -37.32% | — | — |
Current DrawdownCurrent decline from peak | -4.66% | -2.97% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -3.30% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.47% | 2.23% | +0.24% |
Volatility
LVHD vs. FLLV - Volatility Comparison
The current volatility for Legg Mason Low Volatility High Dividend ETF (LVHD) is 2.83%, while Franklin Liberty U.S. Low Volatility ETF (FLLV) has a volatility of 3.23%. This indicates that LVHD experiences smaller price fluctuations and is considered to be less risky than FLLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LVHD | FLLV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.83% | 3.23% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.53% | 6.31% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.07% | 13.74% | -1.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.87% | 13.32% | -0.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 15.80% | -0.30% |