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LVHD

LVHD

Legg Mason Low Volatility High Dividend ETF
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  • Overview
  • Efficiency
  • Tradability
  • Fit

LVHD Fund Description

The Legg Mason Low Volatility High Dividend ETF tracks an index of roughly 50-100 US stocks selected from across the market cap spectrum. Stocks are selected and weighted to emphasize profitability, high dividends, low price volatility and low earnings volatility.

LVHD Factset Analytics Insight

LVHD explicitly aims for what it calls “stable yield”. Its use of technical inputs as well as fundamental factors in search of dividend sustainability set it apart from many competing funds which rely solely on the latter. Specifically, LVHD considers the volatility of prices and earnings in addition to yield and positive earnings. The fund culls a relative handful of names (roughly 50 to 100) from its broad parent index using this approach, and weights them in the same fashion, subject to constraints on concentration, turnover and liquidity.

For alternatives to LVHD, investors can consider ETFs in the high-dividend segment, from which we exclude LVHD due to its emphasis on low vol. The ETF charges a reasonable fee for its alternative equity income approach. It’s part of an initial suite of funds launched December 2015 from issuer Legg Mason—the firm is new to ETFs but runs many mutual funds and separate accounts.

LVHD MSCI ESG Analytics Insight

The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of October 19, 2017 the Legg Mason Low Volatility High Dividend ETF MSCI ESG Fund Quality Score is 4.91 out of 10.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. LVHD ranks in the 40th percentile within its peer group and in the 32nd percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

  • 1 Month
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  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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LVHD Top 10 Countries

LVHD Top 10 Sectors

LVHD Top 10 Holdings View All

LVHD Summary Data

Legg Mason
12/29/15
Open-Ended Fund
0.27%
$414.15M
$1.48M
0.12%

LVHD Portfolio Data

$78.71B
17.01
2.71
2.43%
12/22/17
86

LVHD Index Data

QS Low Volatility High Dividend Index
Multi-Factor
Multi-Factor
MSCI USA Investable Markets_net

Related ETFs to LVHD

QDF, DGRW, TILT, FPX, VUSE
Total Return
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max

LVHD Portfolio Management

0.27%
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LVHD Tax Exposures

20% / 39.6%
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Qualified dividends
No

LVHD Fund Structure

Open-Ended Fund
No
No
No Policy
N/A
N/A
Low
Daily
Bats Book Viewer
TOP OF BOOK
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LAST 10 TRADES
TIMEPRICESHARES
15:06:3430.97100
14:38:0830.95200
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Bats BZX Real-time Quote - 23:59:59
Daily Spread
Premium/Discount
Volume

LVHD Factset Analytics Block Liquidity

As of 10/20/17
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of LVHD. LVHD is rated a 5 out of 5.

LVHD Tradability

48,694
$1.48M
38,752
$1.19M
0.12%
$0.04
0.03%
0.29% / -0.23%
None
100%
50,000
0.78
0.02%
0.02%
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$30.93
5

LVHD Sector/Industry BreakdownView All

LVHDSegment Benchmark
3.26% 22.04%
18.17% 19.05%
8.00% 18.96%
10.72% 14.91%
12.99% 9.90%
22.12% 6.93%
2.85% 0.08%

LVHD Geographic Exposure

LVHDSegment Benchmark
99.80% 98.70%
0.01% 1.30%
0.04% --
0.08% --
0.05% --
0.01% --
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LVHDSegment Benchmark
99.88% 98.70%
0.07% 1.30%
0.04% --
99.96% / 0.04% 100.00% / 0.00%

LVHD Performance Statistics

0.48
0.66
0.7
0.63
0.37%
MSCI USA Investable Markets_net

LVHD MSCI ESG Ratings

4.91 / 10
40.1
31.7
32.27%
6.62%
1,096.07

LVHD BENCHMARK COMPARISON

    LVHD
    86 Holdings
    Segment Benchmark
    2439 Constituents
    Shared Holdings
    83 (Count)
     
    12.71% (Weight)
LVHDSegment Benchmark
147.22 B 78.71 B
78.98% 77.17%
15.83% 19.88%
4.75% 2.64%
0.44% 0.30%
1.85% 4.17%