- ISIN
- US35473P1084
- Issuer
- Franklin Templeton
- Inception Date
- Jun 1, 2016
- Region
- Developed Markets (ex-North America)
- Category
- Foreign Large Cap Equities, Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- Morningstar Developed Markets ex-North America Dividend Enhanced Select Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
- Assets Under Management
- $3B
Share Price Chart
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Performance
DIVI Performance Chart
Franklin International Core Dividend Tilt Index ETF (DIVI) is up 11.5% since the beginning of the year. DIVI is currently trading at $43 per share. Investors who bought $1,000 worth of DIVI shares 5 years ago would now be looking at an investment worth $1,874.
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Returns By Period
Franklin International Core Dividend Tilt Index ETF (DIVI) has returned 11.46% so far this year and 26.73% over the past 12 months. Over the last ten years, DIVI has returned 11.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.91% annually.
Franklin International Core Dividend Tilt Index ETF
- 1D
- 0.98%
- 1M
- -0.51%
- YTD
- 11.46%
- 6M
- 10.92%
- 1Y
- 26.73%
- 3Y*
- 18.43%
- 5Y*
- 13.38%
- 10Y*
- 11.87%
Benchmark (S&P 500 Index)
- 1D
- -0.01%
- 1M
- -2.15%
- YTD
- 7.48%
- 6M
- 6.14%
- 1Y
- 20.77%
- 3Y*
- 19.34%
- 5Y*
- 11.44%
- 10Y*
- 13.91%
DIVI Monthly Returns History
Based on dividend-adjusted daily data since Jun 3, 2016, DIVI's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +14.1%, while the worst month was Mar 2020 at -11.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DIVI closed higher 51% of trading days. The best single day was Dec 20, 2016 with a return of +11.6%, while the worst single day was Mar 12, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.68% | 4.50% | -7.06% | 6.03% | 2.53% | -0.12% | 11.46% | ||||||
| 2025 | 4.90% | 2.70% | 0.95% | 3.74% | 4.53% | 2.70% | -1.60% | 4.70% | 2.11% | 1.42% | 1.24% | 3.07% | 34.86% |
| 2024 | -0.52% | 2.26% | 3.00% | -3.17% | 4.94% | -1.85% | 2.94% | 3.09% | 0.55% | -5.43% | -0.89% | -2.63% | 1.77% |
| 2023 | 8.59% | -3.28% | 2.70% | 2.96% | -3.95% | 4.43% | 3.25% | -4.24% | -2.92% | -2.79% | 8.15% | 5.85% | 18.97% |
| 2022 | -2.90% | -0.90% | 2.92% | -1.23% | 0.43% | -5.03% | 4.28% | -5.54% | -10.31% | 6.37% | 14.08% | -1.25% | -1.21% |
| 2021 | -0.38% | 1.60% | 4.46% | 1.64% | 2.32% | 1.44% | 1.30% | 1.00% | -3.66% | 2.69% | -0.35% | 3.95% | 16.95% |
Benchmark Metrics
Franklin International Core Dividend Tilt Index ETF has an annualized alpha of 2.18%, beta of 0.68, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since June 03, 2016.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.32%) than losses (64.07%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.18%
- Beta
- 0.68
- R²
- 0.56
- Upside Capture
- 65.32%
- Downside Capture
- 64.07%
Expense Ratio
DIVI has an expense ratio of 0.09%, which is considered low.
Return for Risk
Risk / Return Rank
DIVI ranks 60 for risk / return — better than 60% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DIVI | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.30 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.29 | +0.26 |
| Martin ratioReturn relative to average drawdown | 9.78 | 10.09 | -0.31 |
Dividends
Dividend History
Franklin International Core Dividend Tilt Index ETF provided a 2.04% dividend yield over the last twelve months, with an annual payout of $0.88 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.88 | $1.46 | $1.32 | $0.97 | $1.61 | $0.80 | $2.03 | $0.44 | $1.27 | $1.32 | $2.72 |
Dividend yield | 2.04% | 3.76% | 4.39% | 3.17% | 6.03% | 2.77% | 8.04% | 1.61% | 5.67% | 5.22% | 11.56% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin International Core Dividend Tilt Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.11 | $0.00 | $0.00 | $0.00 | $0.11 | ||||||
| 2025 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.64 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.59 | $1.46 |
| 2024 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.85 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.25 | $1.32 |
| 2023 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.31 | $0.97 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.14 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.00 | $1.61 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.65 | $0.80 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin International Core Dividend Tilt Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin International Core Dividend Tilt Index ETF was 27.76%, occurring on Mar 12, 2020. Recovery took 207 trading sessions.
The current Franklin International Core Dividend Tilt Index ETF drawdown is 1.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -27.76%Mar 2020 | 21d | 10mo | 10mo 21dFeb 2020 - Jan 2021 |
Bear market2022 | -18.53%Oct 2022 | 9mo 10d | 1mo 20d | 11moJan 2022 - Dec 2022 |
2025 selloff2025 | -14.58%Apr 2025 | 19d | 24d | 1mo 13dMar 2025 - May 2025 |
Rate-hike selloffLate 2018 | -11.80%Dec 2018 | 4mo 26d | 2mo 21d | 7mo 17dJul 2018 - Mar 2019 |
2023 correction2023 | -11.20%Oct 2023 | 2mo 28d | 1mo 17d | 4mo 15dJul 2023 - Dec 2023 |
Drawdown Indicators
| DIVI | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.76% | -56.78% | +29.02% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -9.10% | -1.44% |
Max Drawdown (3Y)Largest decline over 3 years | -14.58% | -18.90% | +4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -25.43% | +6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -27.76% | -33.92% | +6.16% |
Current DrawdownCurrent decline from peak | -1.35% | -3.32% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -3.62% | -10.71% | +7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 2.06% | +0.68% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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