Legg Mason International Low Volatility High Dividend ETF (LVHI)
Description
The investment seeks to track the performance of the QS International Low Volatility High Dividend Hedged Index. The LVHI ETF contains 89 constituents. It is focused on value holdings in the Europe region.
Price $24.46 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 4.71% |
| Expense ratio | 0.4% |
| Average spread | 0.327% |
| 1Y roundtrip cost | 0.727% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 2.7% | -2.1% | 1.4% | 0.9% | 1.8% | -5.3% | 2.1% | -2.1% | -4.9% | 1.4% | -4.1% | ||
| 2021 | -0.5% | 2.7% | 7.2% | -0.1% | 2.9% | 0.3% | 1.6% | 1.3% | -2.7% | 1.7% | -2.1% | 5.1% | 17.3% |
| 2020 | -0.5% | -6.5% | -16.5% | 3.2% | 1.9% | 2.8% | -2.5% | 3.8% | -1.2% | -3.2% | 10.2% | 1.8% | -6.6% |
| 2019 | 6.2% | 1.1% | 1.2% | 2.8% | -4.3% | 4.6% | -0.9% | -1.0% | 4.3% | 2.6% | 0.1% | 0.8% | 17.4% |
| 2018 | -0.6% | -3.3% | 0.5% | 1.5% | -1.6% | 0.7% | 3.5% | -1.0% | 1.2% | -3.3% | 0.4% | -3.1% | -5.1% |
| 2017 | 0.8% | 3.2% | 1.6% | 1.2% | 3.2% | -3.2% | -0.5% | 0.6% | 0.7% | 1.3% | 0.7% | 0.1% | 9.7% |
| 2016 | 1.1% | 0.3% | -0.6% | 0.1% | 3.2% | 4.1% | |||||||
| 8.1% | -4.9% | -4.8% | 9.5% | 3.9% | -0.1% | 3.3% | 2.7% | -2.3% | -0.1% | 9.4% | 7.9% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.09 | 0.62 | 0.23 | 0.93 | |||||||||
| 2021 | 0.23 | 0.40 | 0.25 | 0.12 | 1.00 | ||||||||
| 2020 | 0.09 | 0.26 | 0.12 | 0.39 | 0.86 | ||||||||
| 2019 | 0.33 | 0.31 | 0.19 | 0.83 | 1.66 | ||||||||
| 2018 | 0.34 | 0.47 | 0.30 | 1.47 | 2.57 | ||||||||
| 2017 | 0.15 | 0.24 | 0.39 | ||||||||||
| 0.00 | 0.00 | 1.07 | 0.00 | 0.00 | 2.07 | 0.00 | 0.00 | 1.23 | 0.00 | 0.00 | 3.06 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| DBS Group Holdings Ltd | 2.86% |
| Tesco PLC | 2.80% |
| Canadian Imperial Bank of Commerce | 2.79% |
| GlaxoSmithKline plc | 2.79% |
| Japan Tobacco Inc. | 2.70% |
| Mitsubishi Corporation | 2.69% |
| SoftBank Corp. | 2.65% |
| Bank of Nova Scotia | 2.64% |
| Emera Incorporated | 2.59% |
| Sanofi | 2.55% |
| Zurich Insurance Group Ltd | 2.53% |
| Koninklijke Ahold Delhaize N.V. | 2.52% |
| Iberdrola SA | 2.48% |
| Nippon Telegraph and Telephone Corporation | 2.46% |
| British American Tobacco p.l.c. | 2.39% |
| Top 15 Weights | 39.44% |
Compare with similar ETFs
| LVHI | FBCV | FLV | FMIL | HSMV | LSAT | |
|---|---|---|---|---|---|---|
| Product name | Legg Mason International Low Volatility High Dividend ETF | Fidelity Blue Chip Value ETF | American Century Focused Large Cap Value ETF | Fidelity New Millennium ETF | First Trust Horizon Managed Volatility Small/Mid ETF | Leadershares Alphafactor Tactical Focused ETF |
| Issuer | Legg Mason | Fidelity | American Century | Fidelity | First Trust | LeaderShares |
| Price | $24.46 | $26.75 | $55.29 | $27.48 | $28.7342 | $32.09 |
| Expense Ratio | 0.4% |  0.59% | 0.42% | 0.59% | 0.8% | 0.99% |
| Average Spread | 0.327% | 0.262% | 0.163% | 0.218% | 0.139% | 0.280% |
| AUM | $75,813,900 | $92,203,700 | $219,939,000 | $55,854,400 | $12,935,000 | $115,886,000 |
| Shares | 3,099,504 | 3,446,866 | 3,977,918 | 2,032,547 | 450,161 | 3,611,268 |
| Average Daily Volume | 111,673 | 19,697 | 5,494 | 38,697 | 879 | 26,815 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2016-07-27 | 2020-06-03 | 2020-03-31 | 2020-06-03 | 2020-04-06 | 2020-10-27 |
| Index Tracked | QS International Low Volatility High Dividend Hedged Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index | No Underlying Index |
| Category | Volatility Hedged Equity | Large Cap Blend Equities | Global Equities | Large Cap Blend Equities | Small Cap Blend Equities | Money Market |
| Asset Class | Equity | Equity | Equity | Equity | Equity | Equity |
| Asset Class Size | Large/Mid Caps | Mid Caps | Large/Mid Caps | |||
| Value or Growth | Value | Blend | Value | Blend | Blend | Growth |
| Region | Europe | Europe | North America | North America | North America | |
| Countries | Broad | U.S. | U.S. | Broad | U.S. | U.S. |
| Annual Dividend Rate | $1.152 | $0.977 | $2.265 | $0.569 | $0.37 | $1.225 |
| Annual Dividend Yield | 0.047% | 0.037% | 0.041% | 0.021% | 0.013% | 0.038% |
| Number of Holdings | 89 | 78 | 47 | 121 | 200 | 30 |
| YTD Return | -4.45% | -8.06% | -8.67% | -6.15% | -16.59% | -9.93% |
| Beta | -0.07 | 0.82 | 0.81 | 0.93 | 0.90 | 0.90 |
| Upside Beta | -0.06 | 0.59 | 0.63 | 0.70 | 0.63 | 0.38 |
| Downside Beta | -0.19 | 0.07 | 0.04 | 0.12 | 0.00 | -0.42 |
| Volatility 1Y | 12.71% | 18.14% | 16.35% | 21.04% | 18.99% | 20.66% |
| Sharpe Ratio 3Y | -0.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |