Correlation
The correlation between QLVD and LVHI is 0.64, 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.
QLVD vs. LVHI
Compare and contrast key facts about FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
QLVD and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QLVD is a passively managed fund by Northern Trust that tracks the performance of the Northern Trust Developed Markets ex US Quality Low Volatility Index. It was launched on Jul 15, 2019. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016. Both QLVD and LVHI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QLVD or LVHI.
Performance
QLVD vs. LVHI - Performance Comparison
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Key characteristics
QLVD:
1.67
LVHI:
1.13
QLVD:
2.30
LVHI:
1.48
QLVD:
1.31
LVHI:
1.23
QLVD:
2.13
LVHI:
1.24
QLVD:
5.27
LVHI:
6.37
QLVD:
3.71%
LVHI:
2.34%
QLVD:
12.16%
LVHI:
13.65%
QLVD:
-28.20%
LVHI:
-32.31%
QLVD:
-0.38%
LVHI:
-0.27%
Returns By Period
In the year-to-date period, QLVD achieves a 18.21% return, which is significantly higher than LVHI's 9.05% return.
QLVD
18.21%
2.34%
13.78%
20.18%
10.29%
8.53%
N/A
LVHI
9.05%
3.46%
8.53%
15.24%
13.74%
15.27%
N/A
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QLVD vs. LVHI - Expense Ratio Comparison
QLVD has a 0.32% expense ratio, which is lower than LVHI's 0.40% expense ratio.
Risk-Adjusted Performance
QLVD vs. LVHI — Risk-Adjusted Performance Rank
QLVD
LVHI
QLVD vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
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Dividends
QLVD vs. LVHI - Dividend Comparison
QLVD's dividend yield for the trailing twelve months is around 2.65%, less than LVHI's 4.83% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
QLVD FlexShares Developed Markets ex-US Quality Low Volatility Index Fund | 2.65% | 3.01% | 3.33% | 2.47% | 3.06% | 1.78% | 1.06% | 0.00% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.83% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% |
Drawdowns
QLVD vs. LVHI - Drawdown Comparison
The maximum QLVD drawdown since its inception was -28.20%, smaller than the maximum LVHI drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for QLVD and LVHI.
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Volatility
QLVD vs. LVHI - Volatility Comparison
FlexShares Developed Markets ex-US Quality Low Volatility Index Fund (QLVD) has a higher volatility of 2.97% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.42%. This indicates that QLVD's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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