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DIVI vs. FDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVI vs. FDIV - Performance Comparison

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

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Returns By Period

In the year-to-date period, DIVI achieves a 10.71% return, which is significantly higher than FDIV's 3.41% return. Over the past 10 years, DIVI has outperformed FDIV with an annualized return of 11.73%, while FDIV has yielded a comparatively lower -1.87% annualized return.


DIVI

1D
-2.01%
1M
-0.05%
YTD
10.71%
6M
10.37%
1Y
26.90%
3Y*
18.25%
5Y*
13.30%
10Y*
11.73%

FDIV

1D
0.68%
1M
0.80%
YTD
3.41%
6M
3.04%
1Y
10.22%
3Y*
-11.28%
5Y*
-7.96%
10Y*
-1.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVI vs. FDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVI
Franklin International Core Dividend Tilt Index ETF
10.71%34.86%1.77%18.97%-1.21%16.95%1.29%22.98%-6.73%13.65%
FDIV
MarketDesk Focused U.S. Dividend ETF
3.41%2.95%-37.35%6.78%-9.97%10.20%-2.84%15.78%-5.04%6.19%

Correlation

The correlation between DIVI and FDIV is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.51

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.47

The correlation between DIVI and FDIV has been stable across timeframes, ranging from 0.47 to 0.55 - a consistent structural relationship.

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Return for Risk

DIVI vs. FDIV — Risk / Return Rank

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

DIVI
DIVI Risk / Return Rank: 5454
Overall Rank
DIVI Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DIVI Sortino Ratio Rank: 5353
Sortino Ratio Rank
DIVI Omega Ratio Rank: 5252
Omega Ratio Rank
DIVI Calmar Ratio Rank: 5454
Calmar Ratio Rank
DIVI Martin Ratio Rank: 5858
Martin Ratio Rank

FDIV
FDIV Risk / Return Rank: 2525
Overall Rank
FDIV Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
FDIV Sortino Ratio Rank: 2525
Sortino Ratio Rank
FDIV Omega Ratio Rank: 2222
Omega Ratio Rank
FDIV Calmar Ratio Rank: 2727
Calmar Ratio Rank
FDIV Martin Ratio Rank: 2626
Martin Ratio Rank
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.

DIVI vs. FDIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and MarketDesk Focused U.S. Dividend ETF (FDIV). 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.


DIVIFDIVDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.31

1.15

+0.17

Calmar ratioReturn relative to maximum drawdown

2.56

1.28

+1.28

Martin ratioReturn relative to average drawdown

9.86

3.34

+6.52

DIVI vs. FDIV - Sharpe Ratio Comparison

The current DIVI Sharpe Ratio is 1.76, which is higher than the FDIV Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DIVI and FDIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DIVI vs. FDIV - Drawdown Comparison

The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum FDIV drawdown of -47.90%. Use the drawdown chart below to compare losses from any high point for DIVI and FDIV.


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Drawdown Indicators


DIVIFDIVDifference

Max Drawdown

Largest peak-to-trough decline

-27.76%

-47.90%

+20.14%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-8.01%

-2.53%

Max Drawdown (3Y)

Largest decline over 3 years

-14.58%

-45.64%

+31.06%

Max Drawdown (5Y)

Largest decline over 5 years

-18.53%

-47.90%

+29.37%

Max Drawdown (10Y)

Largest decline over 10 years

-27.76%

-47.90%

+20.14%

Current Drawdown

Current decline from peak

-2.01%

-36.39%

+34.38%

Average Drawdown

Average peak-to-trough decline

-3.62%

-11.25%

+7.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.73%

3.07%

-0.34%

Volatility

DIVI vs. FDIV - Volatility Comparison

Franklin International Core Dividend Tilt Index ETF (DIVI) has a higher volatility of 5.19% compared to MarketDesk Focused U.S. Dividend ETF (FDIV) at 3.37%. This indicates that DIVI's price experiences larger fluctuations and is considered to be riskier than FDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVIFDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

3.37%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

8.83%

+4.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.34%

12.80%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

20.85%

-5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.36%

17.56%

-1.20%

DIVI vs. FDIV - Expense Ratio Comparison

DIVI has a 0.09% expense ratio, which is lower than FDIV's 0.35% expense ratio.


Dividends

DIVI vs. FDIV - Dividend Comparison

DIVI's dividend yield for the trailing twelve months is around 2.05%, less than FDIV's 2.81% yield.


PositionTTM20252024202320222021202020192018201720162015
DIVI
Franklin International Core Dividend Tilt Index ETF
2.05%3.76%4.39%3.17%6.03%2.77%8.04%1.61%5.67%5.22%11.56%0.00%
FDIV
MarketDesk Focused U.S. Dividend ETF
2.81%2.95%4.12%4.63%3.81%3.79%4.17%3.93%5.13%3.81%3.84%4.13%

Frequently Asked Questions


DIVI and FDIV have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVI has higher volatility (5.19%) compared to FDIV (3.37%). In terms of maximum drawdown, DIVI dropped -27.76% vs FDIV's -47.90%.

On 10-year performance, DIVI leads with 11.73% vs -1.87% for FDIV. On fees, DIVI is cheaper at 0.09% per year. On volatility, FDIV has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DIVI has performed better with a 11.73% return vs -1.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVI is cheaper with a 0.09% expense ratio, compared with 0.35% for FDIV.

FDIV has the higher dividend yield at 2.81%, compared with 2.05% for DIVI.

DIVI is categorized as Foreign Large Cap Equities, while FDIV is Dividend. They also come from different issuers: Franklin Templeton and MarketDesk. Their fees differ too: 0.09% for DIVI and 0.35% for FDIV.

DIVI currently has the higher Sharpe Ratio (1.76 vs 0.81), 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.

Portfolio Optimizer

Find the right allocation for DIVI and FDIV

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