COST vs. DIVI

Last updated Jul 11, 2026

COST (Costco Wholesale Corporation) is a stock, while DIVI (Franklin International Core Dividend Tilt Index ETF) is Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Dividend Enhanced Select Index. Over the past 10 years, COST returned 20.64%/yr vs 11.41%/yr for DIVI. At a 0.31 correlation, their price movements are largely independent.

Performance

COST vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Costco Wholesale Corporation (COST) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COST achieves a 6.55% return, which is significantly lower than DIVI's 12.31% return. Over the past 10 years, COST has outperformed DIVI with an annualized return of 20.64%, while DIVI has yielded a comparatively lower 11.41% annualized return.

COST

• 1D: 0.36%
• 1M: -6.09%
• 6M: -0.65%
• YTD: 6.55%
• 1Y: -5.04%
• 3Y*: 21.66%
• 5Y*: 18.59%
• 10Y*: 20.64%

DIVI

• 1D: 0.49%
• 1M: 0.88%
• 6M: 9.30%
• YTD: 12.31%
• 1Y: 25.72%
• 3Y*: 18.41%
• 5Y*: 13.53%
• 10Y*: 11.41%

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

COST vs. DIVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COST Costco Wholesale Corporation	6.55%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%
DIVI Franklin International Core Dividend Tilt Index ETF	12.31%	34.86%	1.77%	18.97%	-1.21%	16.95%	1.29%	22.98%	-6.73%	13.65%

Correlation

The correlation between COST and DIVI is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.22
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016	0.31

The correlation between COST and DIVI shifts across timeframes, from -0.04 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

COST vs. DIVI — Risk / Return Rank

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

COST

COST Risk / Return Rank: 31
COST Sharpe Ratio Rank: 34
COST Sortino Ratio Rank: 28
COST Omega Ratio Rank: 29
COST Calmar Ratio Rank: 35
COST Martin Ratio Rank: 31

DIVI

DIVI Risk / Return Rank: 60
DIVI Sharpe Ratio Rank: 60
DIVI Sortino Ratio Rank: 60
DIVI Omega Ratio Rank: 58
DIVI Calmar Ratio Rank: 59
DIVI Martin Ratio Rank: 63

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.

COST vs. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Costco Wholesale Corporation (COST) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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.

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.

	COST	DIVI	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	1.61	-1.87
Sortino ratio: Return per unit of downside risk	-0.23	2.27	-2.50
Omega ratio: Gain probability vs. loss probability	0.97	1.29	-0.31
Calmar ratio: Return relative to maximum drawdown	-0.30	2.35	-2.65
Martin ratio: Return relative to average drawdown	-0.71	9.00	-9.71

COST vs. DIVI - Sharpe Ratio Comparison

The current COST Sharpe Ratio is -0.26, which is lower than the DIVI Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of COST and DIVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COST vs. DIVI - Drawdown Comparison

The maximum COST drawdown since its inception was -53.39%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for COST and DIVI.

Drawdown Indicators

	COST	DIVI	Difference
Max Drawdown Largest peak-to-trough decline	-53.39%	-27.76%	-25.63%
Max Drawdown (1Y) Largest decline over 1 year	-16.57%	-10.54%	-6.03%
Max Drawdown (3Y) Largest decline over 3 years	-20.74%	-14.58%	-6.16%
Max Drawdown (5Y) Largest decline over 5 years	-31.40%	-18.53%	-12.87%
Max Drawdown (10Y) Largest decline over 10 years	-31.40%	-27.76%	-3.64%
Current Drawdown Current decline from peak	-16.27%	-0.76%	-15.51%
Average Drawdown Average peak-to-trough decline	-13.36%	-3.61%	-9.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.07%	2.75%	+4.32%

Volatility

COST vs. DIVI - Volatility Comparison

Costco Wholesale Corporation (COST) has a higher volatility of 6.92% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 4.83%. This indicates that COST's price experiences larger fluctuations and is considered to be riskier than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COST	DIVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.92%	4.83%	+2.09%
Volatility (6M) Calculated over the trailing 6-month period	15.22%	13.07%	+2.15%
Volatility (1Y) Calculated over the trailing 1-year period	19.57%	15.34%	+4.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.85%	15.43%	+7.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.98%	16.34%	+5.64%

Dividends

COST vs. DIVI - Dividend Comparison

COST's dividend yield for the trailing twelve months is around 0.59%, less than DIVI's 3.60% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.59%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DIVI Franklin International Core Dividend Tilt Index ETF	3.60%	3.76%	4.39%	3.17%	6.03%	2.77%	8.04%	1.61%	5.67%	5.22%	11.56%	0.00%

Frequently Asked Questions

Can I hold both COST and DIVI in my portfolio?

COST and DIVI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COST or DIVI?

COST has higher volatility (6.92%) compared to DIVI (4.83%). In terms of maximum drawdown, COST dropped -53.39% vs DIVI's -27.76%.

Which has better risk-adjusted returns?

DIVI currently has the higher Sharpe Ratio (1.61 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.