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LVHD vs. TTAI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LVHD vs. TTAI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Legg Mason Low Volatility High Dividend ETF (LVHD) and TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI). The values are adjusted to include any dividend payments, if applicable.

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LVHD vs. TTAI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%6.07%
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
-3.95%13.27%0.39%18.22%-24.37%16.87%18.30%24.52%-17.73%7.27%

Returns By Period

In the year-to-date period, LVHD achieves a 6.73% return, which is significantly higher than TTAI's -3.95% 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%

TTAI

1D
2.32%
1M
-5.85%
YTD
-3.95%
6M
-1.65%
1Y
9.07%
3Y*
6.36%
5Y*
1.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LVHD vs. TTAI - Expense Ratio Comparison

LVHD has a 0.27% expense ratio, which is lower than TTAI's 0.61% expense ratio.


Return for Risk

LVHD vs. TTAI — Risk / Return Rank

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

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

TTAI
TTAI Risk / Return Rank: 2626
Overall Rank
TTAI Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
TTAI Sortino Ratio Rank: 2424
Sortino Ratio Rank
TTAI Omega Ratio Rank: 2525
Omega Ratio Rank
TTAI Calmar Ratio Rank: 2626
Calmar Ratio Rank
TTAI Martin Ratio Rank: 2929
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.

LVHD vs. TTAI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason Low Volatility High Dividend ETF (LVHD) and TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI). 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.


LVHDTTAIDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.46

+0.17

Sortino ratio

Return per unit of downside risk

0.95

0.75

+0.19

Omega ratio

Gain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.85

0.65

+0.20

Martin ratio

Return relative to average drawdown

3.03

2.56

+0.46

LVHD vs. TTAI - Sharpe Ratio Comparison

The current LVHD Sharpe Ratio is 0.63, which is higher than the TTAI Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of LVHD and TTAI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LVHDTTAIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.46

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.10

+0.49

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

0.25

+0.32

Correlation

The correlation between LVHD and TTAI is 0.45, 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. TTAI - Dividend Comparison

LVHD's dividend yield for the trailing twelve months is around 3.20%, more than TTAI's 2.65% yield.


TTM2025202420232022202120202019201820172016
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%
TTAI
TrimTabs International Free Cash Flow Quality ETF of Benef Interest
2.65%2.30%2.13%2.39%9.36%2.01%0.64%1.90%0.92%0.26%0.00%

Drawdowns

LVHD vs. TTAI - Drawdown Comparison

The maximum LVHD drawdown since its inception was -37.32%, which is greater than TTAI's maximum drawdown of -34.17%. Use the drawdown chart below to compare losses from any high point for LVHD and TTAI.


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Drawdown Indicators


LVHDTTAIDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-34.17%

-3.15%

Max Drawdown (1Y)

Largest decline over 1 year

-8.38%

-14.24%

+5.86%

Max Drawdown (5Y)

Largest decline over 5 years

-16.75%

-34.13%

+17.38%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-4.83%

-8.21%

+3.38%

Average Drawdown

Average peak-to-trough decline

-4.05%

-9.33%

+5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

3.63%

-1.24%

Volatility

LVHD vs. TTAI - Volatility Comparison

The current volatility for Legg Mason Low Volatility High Dividend ETF (LVHD) is 2.77%, while TrimTabs International Free Cash Flow Quality ETF of Benef Interest (TTAI) has a volatility of 7.95%. This indicates that LVHD experiences smaller price fluctuations and is considered to be less risky than TTAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LVHDTTAIDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.77%

7.95%

-5.18%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

12.27%

-5.78%

Volatility (1Y)

Calculated over the trailing 1-year period

11.99%

19.70%

-7.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.87%

16.60%

-3.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.49%

18.82%

-3.33%