DIVI vs. COST

Last updated Aug 1, 2026

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, while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, DIVI returned 11.03%/yr vs 21.10%/yr for COST. Their 0.31 correlation means their historical movements had little consistent relationship.

Performance

DIVI vs. COST - Performance Comparison

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

Returns By Period

In the year-to-date period, DIVI achieves a 13.85% return, which is significantly higher than COST's 10.87% return. Over the past 10 years, DIVI has underperformed COST with an annualized return of 11.03%, while COST has yielded a comparatively higher 21.10% annualized return.

DIVI

• 1D: -0.66%
• 1M: 2.64%
• 6M: 7.73%
• YTD: 13.85%
• 1Y: 28.83%
• 3Y*: 17.85%
• 5Y*: 13.71%
• 10Y*: 11.03%
• ALL TIME*: 11.08%

COST

• 1D: -0.24%
• 1M: 3.11%
• 6M: 1.55%
• YTD: 10.87%
• 1Y: 2.04%
• 3Y*: 21.34%
• 5Y*: 18.51%
• 10Y*: 21.10%
• ALL TIME*: 16.98%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COST Costco Wholesale Corporation	$1.83B	$2.11B	$2.34B
DIVI Franklin International Core Dividend Tilt Index ETF	$5.61M	$6.51M	$8.10M

DIVI vs. COST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIVI Franklin International Core Dividend Tilt Index ETF	13.85%	34.86%	1.77%	18.97%	-1.21%	16.95%	1.29%	22.98%	-6.73%	13.65%
COST Costco Wholesale Corporation	10.87%	-5.39%	39.62%	49.00%	-19.05%	51.82%	32.67%	45.70%	10.60%	22.37%

Correlation

The correlation between DIVI and COST is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.07
Correlation (3Y) Balances recent behavior with more history.	0.20
Correlation (5Y) Shows whether the relationship held over a longer period.	0.31
Correlation (10Y) Provides a long-term view across more market conditions.	0.31
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016	0.31

The correlation between DIVI and COST shifts across timeframes, from -0.07 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DIVI vs. COST — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DIVI

DIVI Risk / Return Rank: 80
DIVI Sharpe Ratio Rank: 82
DIVI Sortino Ratio Rank: 81
DIVI Omega Ratio Rank: 79
DIVI Calmar Ratio Rank: 78
DIVI Martin Ratio Rank: 82

COST

COST Risk / Return Rank: 45
COST Sharpe Ratio Rank: 49
COST Sortino Ratio Rank: 40
COST Omega Ratio Rank: 40
COST Calmar Ratio Rank: 48
COST Martin Ratio Rank: 49

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DIVI vs. COST - Risk-Adjusted Trends Comparison

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

	DIVI	COST	Difference
Sharpe ratio: Return per unit of total volatility	1.88	0.10	+1.78
Sortino ratio: Return per unit of downside risk	2.62	0.28	+2.34
Omega ratio: Gain probability vs. loss probability	1.33	1.03	+0.30
Calmar ratio: Return relative to maximum drawdown	2.75	0.12	+2.63
Martin ratio: Return relative to average drawdown	10.77	0.26	+10.50

DIVI vs. COST - Sharpe Ratio Comparison

The current DIVI Sharpe Ratio is 1.88, which is higher than the COST Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of DIVI and COST, 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

DIVI vs. COST - Drawdown Comparison

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

Drawdown Indicators

	DIVI	COST	Difference
Max Drawdown Largest peak-to-trough decline	-27.76%	-53.39%	+25.63%
Max Drawdown (1Y) Largest decline over 1 year	-10.54%	-16.57%	+6.03%
Max Drawdown (3Y) Largest decline over 3 years	-14.58%	-20.74%	+6.16%
Max Drawdown (5Y) Largest decline over 5 years	-18.53%	-31.40%	+12.87%
Max Drawdown (10Y) Largest decline over 10 years	-27.76%	-31.40%	+3.64%
Current Drawdown Current decline from peak	-0.66%	-12.88%	+12.22%
Average Drawdown Average peak-to-trough decline	-3.59%	-13.36%	+9.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	7.81%	-5.13%

Volatility

DIVI vs. COST - Volatility Comparison

The current volatility for Franklin International Core Dividend Tilt Index ETF (DIVI) is 4.47%, while Costco Wholesale Corporation (COST) has a volatility of 7.34%. This indicates that DIVI experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIVI	COST	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	7.34%	-2.87%
Volatility (6M) Calculated over the trailing 6-month period	13.31%	15.13%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	15.41%	19.96%	-4.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.48%	22.93%	-7.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.34%	22.03%	-5.69%

Dividends

DIVI vs. COST - Dividend Comparison

DIVI's dividend yield for the trailing twelve months is around 3.55%, more than COST's 0.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COST Costco Wholesale Corporation	0.72%	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	3.55%	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 DIVI and COST in my portfolio?

DIVI and COST have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DIVI or COST?

COST has higher volatility (7.34%) compared to DIVI (4.47%). In terms of maximum drawdown, DIVI dropped -27.76% vs COST's -53.39%.

Which has better risk-adjusted returns?

DIVI currently has the higher Sharpe Ratio (1.88 vs 0.10), 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.