LVHD

Legg Mason Low Volatility High Dividend ETF
N/A

33
*Unless otherwise stated, data provided by FactSet.

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 17, 2018 the Legg Mason Low Volatility High Dividend ETF MSCI ESG Fund Quality Score is 4.97 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 25th percentile within its peer group and in the 29th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage.

LVHD CHARTS AND PERFORMANCE

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
COMPARE
RESET
Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
LVHD -3.40% 1.06% -1.89% 1.35% -- -- --
LVHD (NAV) 1.93% -0.93% -1.80% 1.24% -- -- --
MSCI USA IMI -3.19% -0.43% 6.34% 11.39% 13.43% 11.94% 14.20%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

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%
$581.41M
$1.10M
0.12%

LVHD Portfolio Data

$60.74B
14.56
2.44
2.57%
12/26/18
78

LVHD Index Data

Multi-Factor
Multi-Factor
MSCI USA IMI

LVHD Portfolio Management

0.27%
--
--
--

LVHD Tax Exposures

20.00% / 39.60%
--
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
LAST 10 TRADES
Bats BZX Real-time Quote -
Daily Spread
Premium/Discount
Volume

LVHD Factset Analytics Block Liquidity

As of 10/18/18
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

35,209
$1.10M
29,379
$906.39K
0.12%
$0.04
0.02%
0.68% / -0.29%
None
100.00%
50,000
0.59
0.02%
0.02%
--
$30.38
5

LVHD Sector/Industry Breakdown


LVHD
Segment Benchmark
25.20%
2.76%
18.74%
6.52%
18.25%
17.08%
12.26%
12.99%
10.26%
10.42%
7.68%
5.50%
4.76%
1.80%
2.70%
13.43%

LVHD Countries


LVHD
Segment Benchmark
100.00%
99.93%
--
0.07%

LVHD Regions


LVHD
Segment Benchmark
100.00%
100.00%

LVHD Economic Development


LVHD
Segment Benchmark
100.00%
100.00%

LVHD Performance Statistics

0.68
0.64
0.63
0.70
0.49%
MSCI USA IMI

LVHD MSCI ESG Ratings

4.97 / 10
25.21
29.14
21.22%
7.58%
926.02

LVHD BENCHMARK COMPARISON HOLDINGS

78
2400
78
8.83%

LVHD BENCHMARK COMPARISON SUMMARY


LVHD
Segment Benchmark
78
2400
$60.74B
$203.89B
14.56
25.56
2.44
3.34
3.85%
1.71%
--
--

LVHD BENCHMARK COMPARISON MARKET CAP SIZE


LVHD
Segment Benchmark
82.44%
81.28%
15.67%
14.31%
1.89%
4.15%
0.00%
0.26%