From the notes to the Penguin Book (1959):

"This rare ballad, also called Lizzie Wan, belongs to the same tradition as the well-known  Edward  (Child #13).  But whereas in Edward it is usually the brother who is the victim (for reasons that are seldom clear), in Lizzie or  Lucy Wan  it is the sister, guilty of incest whether wittingly or not, who is savagely put to death.  This is the only version of the ballad found in oral tradition in England, nor has any new Scottish version been reported since the publication of Motherwell's Minstrelsy in 1827...The three opening stanzas are quoted from Child (with "Lucy" substituted for "Lizzie"), and the order of Mrs. Dann's verses is re-arranged for the sake of coherence."  -R.V.W./A.L.L.

This version was collected by Ella Bell and W. Percy Merrick from Mrs. Dann of Cottenham, Cambridgeshire (no date given) and was first published in the Journal of the English Folk Dance and Song Society, vol. I, p. 53.

Child #51
@incest @family @murder

Besides the above version, there is also one from the Appalachians on the DT:

Lizzie Wan:  Two tunes are given; the first is the one collected with the text by Sharp, but there is no indication as to where the second came from.

There is also a version in the Forum:

Lucy Wan:   This is the version recorded by Martin Carthy, who got it from A. L. Lloyd, who apparantly said that "in the course of singing it over some thirty years he (had) emphasised the Lydian starkness of the tune and (had) also mildly adapted the original (and somewhat scrappy) text."  Lloyd could be mysterious about his sources, and it is unclear where he got this one.

There is an entry at the Traditional Ballad Index:  Lizie Wan [Child 51]

Both of the texts printed in the Child collection may be seen at Lesley Nelson's  Child Ballads  site:

Lizie Wan  (Child A)

Rosie Ann  (Child B)

Malcolm