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LVHI vs. IQIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LVHI and IQIN is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.7

Performance

LVHI vs. IQIN - 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 IQ 500 International ETF (IQIN). The values are adjusted to include any dividend payments, if applicable.

50.00%55.00%60.00%65.00%70.00%75.00%JulyAugustSeptemberOctoberNovemberDecember
71.01%
54.05%
LVHI
IQIN

Key characteristics

Returns By Period


LVHI

YTD

13.90%

1M

-1.45%

6M

4.84%

1Y

14.61%

5Y*

8.28%

10Y*

N/A

IQIN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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LVHI vs. IQIN - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is higher than IQIN's 0.25% expense ratio.


LVHI
Legg Mason International Low Volatility High Dividend ETF
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for IQIN: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

LVHI vs. IQIN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Legg Mason International Low Volatility High Dividend ETF (LVHI) and IQ 500 International ETF (IQIN). 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.


Sharpe ratio
The chart of Sharpe ratio for LVHI, currently valued at 1.69, compared to the broader market0.002.004.001.690.38
The chart of Sortino ratio for LVHI, currently valued at 2.23, compared to the broader market-2.000.002.004.006.008.0010.002.230.59
The chart of Omega ratio for LVHI, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.07
The chart of Calmar ratio for LVHI, currently valued at 2.47, compared to the broader market0.005.0010.0015.002.470.56
The chart of Martin ratio for LVHI, currently valued at 11.46, compared to the broader market0.0020.0040.0060.0080.00100.0011.461.28
LVHI
IQIN


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.69
0.38
LVHI
IQIN

Dividends

LVHI vs. IQIN - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 5.04%, while IQIN has not paid dividends to shareholders.


TTM20232022202120202019201820172016
LVHI
Legg Mason International Low Volatility High Dividend ETF
5.04%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%
IQIN
IQ 500 International ETF
4.24%3.91%3.54%3.64%2.26%2.37%0.08%0.00%0.00%

Drawdowns

LVHI vs. IQIN - Drawdown Comparison


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-7.95%
LVHI
IQIN

Volatility

LVHI vs. IQIN - Volatility Comparison

Legg Mason International Low Volatility High Dividend ETF (LVHI) has a higher volatility of 2.40% compared to IQ 500 International ETF (IQIN) at 0.00%. This indicates that LVHI's price experiences larger fluctuations and is considered to be riskier than IQIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.40%
0
LVHI
IQIN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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