AVIE vs. UDIV

Last updated Apr 1, 2026

Compare and contrast key facts about Avantis Inflation Focused Equity ETF (AVIE) and Franklin U.S. Core Dividend Tilt Index ETF (UDIV).

AVIE and UDIV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AVIE is an actively managed fund by Avantis. It was launched on Sep 27, 2022. UDIV is a passively managed fund by Franklin Templeton that tracks the performance of the Linked Morningstar US Dividend Enhanced Select Index. It was launched on Jun 1, 2016.

Performance

AVIE vs. UDIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Inflation Focused Equity ETF (AVIE) and Franklin U.S. Core Dividend Tilt Index ETF (UDIV). The values are adjusted to include any dividend payments, if applicable.

AVIE vs. UDIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVIE Avantis Inflation Focused Equity ETF	11.28%	11.37%	6.17%	4.19%	14.70%
UDIV Franklin U.S. Core Dividend Tilt Index ETF	-2.52%	19.00%	25.61%	25.21%	5.54%

Returns By Period

In the year-to-date period, AVIE achieves a 11.28% return, which is significantly higher than UDIV's -2.52% return.

AVIE

• 1D: 0.70%
• 1M: -2.00%
• YTD: 11.28%
• 6M: 16.70%
• 1Y: 15.15%
• 3Y*: 12.31%
• 5Y*: —
• 10Y*: —

UDIV

• 1D: 2.84%
• 1M: -4.47%
• YTD: -2.52%
• 6M: -0.60%
• 1Y: 20.03%
• 3Y*: 19.35%
• 5Y*: 11.73%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AVIE vs. UDIV - Expense Ratio Comparison

AVIE has a 0.25% expense ratio, which is higher than UDIV's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

AVIE

Avantis Inflation Focused Equity ETF

UDIV

Franklin U.S. Core Dividend Tilt Index ETF

Return for Risk

AVIE vs. UDIV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVIE

AVIE Risk / Return Rank: 54
AVIE Sharpe Ratio Rank: 59
AVIE Sortino Ratio Rank: 56
AVIE Omega Ratio Rank: 59
AVIE Calmar Ratio Rank: 55
AVIE Martin Ratio Rank: 42

UDIV

UDIV Risk / Return Rank: 67
UDIV Sharpe Ratio Rank: 63
UDIV Sortino Ratio Rank: 64
UDIV Omega Ratio Rank: 69
UDIV Calmar Ratio Rank: 64
UDIV Martin Ratio Rank: 75

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AVIE vs. UDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Inflation Focused Equity ETF (AVIE) and Franklin U.S. Core Dividend Tilt Index ETF (UDIV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AVIE	UDIV	Difference
Sharpe ratio Return per unit of total volatility	1.04	1.08	-0.04
Sortino ratio Return per unit of downside risk	1.44	1.62	-0.18
Omega ratio Gain probability vs. loss probability	1.22	1.25	-0.03
Calmar ratio Return relative to maximum drawdown	1.40	1.60	-0.20
Martin ratio Return relative to average drawdown	4.02	7.86	-3.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVIE vs. UDIV - Sharpe Ratio Comparison

The current AVIE Sharpe Ratio is 1.04, which is comparable to the UDIV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of AVIE and UDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AVIE	UDIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	1.08	-0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	0.64	+0.42

Correlation

The correlation between AVIE and UDIV is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AVIE vs. UDIV - Dividend Comparison

AVIE's dividend yield for the trailing twelve months is around 1.47%, less than UDIV's 1.66% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
AVIE Avantis Inflation Focused Equity ETF	1.47%	1.75%	1.89%	3.72%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UDIV Franklin U.S. Core Dividend Tilt Index ETF	1.66%	1.53%	2.05%	1.91%	3.20%	2.97%	2.90%	3.40%	3.74%	3.47%	1.63%

Drawdowns

AVIE vs. UDIV - Drawdown Comparison

The maximum AVIE drawdown since its inception was -12.39%, smaller than the maximum UDIV drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for AVIE and UDIV.

Drawdown Indicators

	AVIE	UDIV	Difference
Max Drawdown Largest peak-to-trough decline	-12.39%	-35.21%	+22.82%
Max Drawdown (1Y) Largest decline over 1 year	-11.53%	-12.98%	+1.45%
Max Drawdown (5Y) Largest decline over 5 years	—	-23.18%	—
Current Drawdown Current decline from peak	-2.09%	-5.84%	+3.75%
Average Drawdown Average peak-to-trough decline	-3.10%	-4.71%	+1.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.02%	2.64%	+1.38%

Volatility

AVIE vs. UDIV - Volatility Comparison

The current volatility for Avantis Inflation Focused Equity ETF (AVIE) is 3.07%, while Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a volatility of 5.29%. This indicates that AVIE experiences smaller price fluctuations and is considered to be less risky than UDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AVIE	UDIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.07%	5.29%	-2.22%
Volatility (6M) Calculated over the trailing 6-month period	7.36%	9.60%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	14.66%	18.59%	-3.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.10%	15.48%	-2.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.10%	16.34%	-3.24%