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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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%AugustSeptemberOctoberNovemberDecember2025
5.04%
-3.25%
LVHI
IQIN

Key characteristics

Returns By Period


LVHI

YTD

1.38%

1M

3.17%

6M

4.25%

1Y

18.07%

5Y*

8.72%

10Y*

N/A

IQIN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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 Rank

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

LVHI
The Risk-Adjusted Performance Rank of LVHI is 7777
Overall Rank
The Sharpe Ratio Rank of LVHI is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of LVHI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of LVHI is 7777
Omega Ratio Rank
The Calmar Ratio Rank of LVHI is 7676
Calmar Ratio Rank
The Martin Ratio Rank of LVHI is 8383
Martin Ratio Rank

IQIN
The Risk-Adjusted Performance Rank of IQIN is 3232
Overall Rank
The Sharpe Ratio Rank of IQIN is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of IQIN is 2727
Sortino Ratio Rank
The Omega Ratio Rank of IQIN is 2727
Omega Ratio Rank
The Calmar Ratio Rank of IQIN is 4444
Calmar Ratio Rank
The Martin Ratio Rank of IQIN is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 1.99, compared to the broader market0.002.004.001.990.38
The chart of Sortino ratio for LVHI, currently valued at 2.60, compared to the broader market0.005.0010.002.600.60
The chart of Omega ratio for LVHI, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.08
The chart of Calmar ratio for LVHI, currently valued at 2.88, compared to the broader market0.005.0010.0015.0020.002.880.55
The chart of Martin ratio for LVHI, currently valued at 13.32, compared to the broader market0.0020.0040.0060.0080.00100.0013.321.09
LVHI
IQIN


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.99
0.38
LVHI
IQIN

Dividends

LVHI vs. IQIN - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 4.88%, while IQIN has not paid dividends to shareholders.


TTM202420232022202120202019201820172016
LVHI
Legg Mason International Low Volatility High Dividend ETF
4.88%4.95%8.12%7.74%4.13%3.97%6.67%10.66%1.97%1.16%
IQIN
IQ 500 International ETF
2.75%2.75%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%AugustSeptemberOctoberNovemberDecember20250
-7.95%
LVHI
IQIN

Volatility

LVHI vs. IQIN - Volatility Comparison

Legg Mason International Low Volatility High Dividend ETF (LVHI) has a higher volatility of 1.96% 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%AugustSeptemberOctoberNovemberDecember2025
1.96%
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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