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LVHI vs. FLBR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LVHI vs. FLBR - Performance Comparison

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

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LVHI vs. FLBR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%-0.01%
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-27.58%33.19%10.44%-16.78%-20.13%28.47%-2.13%2.27%

Returns By Period

In the year-to-date period, LVHI achieves a 10.97% return, which is significantly lower than FLBR's 25.72% return.


LVHI

1D
0.39%
1M
-0.90%
YTD
10.97%
6M
19.61%
1Y
32.28%
3Y*
21.53%
5Y*
16.29%
10Y*

FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LVHI vs. FLBR - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is higher than FLBR's 0.19% expense ratio.


Return for Risk

LVHI vs. FLBR — Risk / Return Rank

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

LVHI
LVHI Risk / Return Rank: 9494
Overall Rank
LVHI Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9595
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9797
Omega Ratio Rank
LVHI Calmar Ratio Rank: 8989
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9595
Martin Ratio Rank

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
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.

LVHI vs. FLBR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason International Low Volatility High Dividend ETF (LVHI) and Franklin FTSE Brazil ETF (FLBR). 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.


LVHIFLBRDifference

Sharpe ratio

Return per unit of total volatility

2.44

2.14

+0.30

Sortino ratio

Return per unit of downside risk

3.13

2.70

+0.43

Omega ratio

Gain probability vs. loss probability

1.54

1.38

+0.16

Calmar ratio

Return relative to maximum drawdown

3.00

4.85

-1.85

Martin ratio

Return relative to average drawdown

15.25

13.62

+1.63

LVHI vs. FLBR - Sharpe Ratio Comparison

The current LVHI Sharpe Ratio is 2.44, which is comparable to the FLBR Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of LVHI and FLBR, 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


LVHIFLBRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

2.14

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.49

0.46

+1.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.82

0.19

+0.63

Correlation

The correlation between LVHI and FLBR is 0.41, 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

LVHI vs. FLBR - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 4.53%, less than FLBR's 6.13% yield.


TTM2025202420232022202120202019201820172016
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%
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%0.00%

Drawdowns

LVHI vs. FLBR - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, smaller than the maximum FLBR drawdown of -57.42%. Use the drawdown chart below to compare losses from any high point for LVHI and FLBR.


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Drawdown Indicators


LVHIFLBRDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-57.42%

+25.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-11.69%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

-32.74%

+20.75%

Current Drawdown

Current decline from peak

-1.73%

-1.44%

-0.29%

Average Drawdown

Average peak-to-trough decline

-3.56%

-18.87%

+15.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.13%

4.16%

-2.03%

Volatility

LVHI vs. FLBR - Volatility Comparison

The current volatility for Legg Mason International Low Volatility High Dividend ETF (LVHI) is 4.01%, while Franklin FTSE Brazil ETF (FLBR) has a volatility of 11.31%. This indicates that LVHI experiences smaller price fluctuations and is considered to be less risky than FLBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LVHIFLBRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

11.31%

-7.30%

Volatility (6M)

Calculated over the trailing 6-month period

7.14%

19.89%

-12.75%

Volatility (1Y)

Calculated over the trailing 1-year period

13.30%

26.02%

-12.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.99%

27.73%

-16.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.82%

33.23%

-19.41%