DIVI vs. IDV

Last updated Jun 4, 2026

DIVI (Franklin International Core Dividend Tilt Index ETF) and IDV (iShares International Select Dividend ETF) are both exchange-traded funds - DIVI is a Foreign Large Cap Equities fund actively managed by Franklin Templeton, while IDV is a Global Equities fund tracking the Dow Jones EPAC Select Dividend. DIVI is actively managed, while IDV is passively managed. Over the past 5 years, DIVI returned 13.44%/yr vs 11.95%/yr for IDV. A 0.76 correlation means they provide meaningful diversification when combined. DIVI charges 0.09%/yr vs 0.49%/yr for IDV.

Performance

DIVI vs. IDV - Performance Comparison

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

Returns By Period

In the year-to-date period, DIVI achieves a 10.89% return, which is significantly lower than IDV's 12.32% return.

DIVI

• 1D: -0.76%
• 1M: 3.56%
• YTD: 10.89%
• 6M: 13.56%
• 1Y: 26.77%
• 3Y*: 18.22%
• 5Y*: 13.44%
• 10Y*: —

IDV

• 1D: -1.09%
• 1M: 0.90%
• YTD: 12.32%
• 6M: 15.21%
• 1Y: 36.98%
• 3Y*: 25.10%
• 5Y*: 11.95%
• 10Y*: 10.28%

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

DIVI vs. IDV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DIVI Franklin International Core Dividend Tilt Index ETF	10.89%	34.86%	1.77%	18.97%	-1.21%	16.95%	1.29%	22.98%	-6.73%	13.65%
IDV iShares International Select Dividend ETF	12.32%	52.16%	4.00%	10.32%	-6.40%	12.00%	-5.94%	23.56%	-10.37%	19.74%

Correlation

The correlation between DIVI and IDV is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jun 6, 2016	0.76

The correlation between DIVI and IDV shifts across timeframes, from 0.76 (all time) to 0.86 (3 years), reflecting how their relationship changes across market environments.

DIVI vs. IDV - Sectors Allocation Comparison

Sectors	DIVI	IDV
Financial Services	27.3%	30.1%
Industrials	17.2%	6.7%
Technology	10.2%	0.9%
Healthcare	9.1%	-
Consumer Cyclical	7.1%	9.6%
Consumer Defensive	6.8%	7.2%
Basic Materials	5.6%	5.8%
Communication Services	5.0%	10.0%
Utilities	4.9%	11.8%
Energy	4.4%	15.6%
Real Estate	2.3%	2.4%

Return for Risk

DIVI vs. IDV — Risk / Return Rank

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

DIVI

DIVI Risk / Return Rank: 52
DIVI Sharpe Ratio Rank: 52
DIVI Sortino Ratio Rank: 51
DIVI Omega Ratio Rank: 50
DIVI Calmar Ratio Rank: 51
DIVI Martin Ratio Rank: 56

IDV

IDV Risk / Return Rank: 83
IDV Sharpe Ratio Rank: 86
IDV Sortino Ratio Rank: 82
IDV Omega Ratio Rank: 84
IDV Calmar Ratio Rank: 81
IDV Martin Ratio Rank: 82

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. IDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and iShares International Select Dividend ETF (IDV). 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.

	DIVI	IDV	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.90	-1.08
Sortino ratio: Return per unit of downside risk	2.54	3.75	-1.21
Omega ratio: Gain probability vs. loss probability	1.32	1.52	-0.21
Calmar ratio: Return relative to maximum drawdown	2.55	4.36	-1.81
Martin ratio: Return relative to average drawdown	9.83	16.67	-6.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DIVI vs. IDV - Sharpe Ratio Comparison

The current DIVI Sharpe Ratio is 1.82, which is lower than the IDV Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of DIVI and IDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DIVI	IDV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.82	2.90	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.88	0.77	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.58	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	0.22	+0.45

Drawdowns

DIVI vs. IDV - Drawdown Comparison

The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for DIVI and IDV.

Drawdown Indicators

	DIVI	IDV	Difference
Max Drawdown Largest peak-to-trough decline	-27.76%	-70.14%	+42.38%
Max Drawdown (1Y) Largest decline over 1 year	-10.54%	-8.52%	-2.02%
Max Drawdown (3Y) Largest decline over 3 years	-14.58%	-11.86%	-2.72%
Max Drawdown (5Y) Largest decline over 5 years	-18.53%	-29.19%	+10.66%
Max Drawdown (10Y) Largest decline over 10 years	-27.76%	-42.50%	+14.74%
Current Drawdown Current decline from peak	-1.01%	-2.80%	+1.79%
Average Drawdown Average peak-to-trough decline	-3.63%	-15.40%	+11.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.22%	+0.51%

Volatility

DIVI vs. IDV - Volatility Comparison

Franklin International Core Dividend Tilt Index ETF (DIVI) has a higher volatility of 5.11% compared to iShares International Select Dividend ETF (IDV) at 4.32%. This indicates that DIVI's price experiences larger fluctuations and is considered to be riskier than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DIVI	IDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.11%	4.32%	+0.79%
Volatility (6M) Calculated over the trailing 6-month period	12.18%	10.60%	+1.58%
Volatility (1Y) Calculated over the trailing 1-year period	14.84%	12.85%	+1.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.30%	15.54%	-0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.46%	17.94%	-1.48%

DIVI vs. IDV - Expense Ratio Comparison

DIVI has a 0.09% expense ratio, which is lower than IDV's 0.49% expense ratio.

Dividends

DIVI vs. IDV - Dividend Comparison

DIVI's dividend yield for the trailing twelve months is around 3.53%, less than IDV's 4.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DIVI Franklin International Core Dividend Tilt Index ETF	3.53%	3.76%	4.39%	3.17%	6.03%	2.77%	8.04%	1.61%	5.67%	5.22%	11.56%	0.00%
IDV iShares International Select Dividend ETF	4.45%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%

Frequently Asked Questions

Can I hold both DIVI and IDV in my portfolio?

DIVI and IDV have a correlation of 0.84, 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 IDV?

DIVI has higher volatility (5.11%) compared to IDV (4.32%). In terms of maximum drawdown, DIVI dropped -27.76% vs IDV's -70.14%.

Which ETF is better, DIVI or IDV?

On 5-year performance, DIVI leads with 13.44% vs 11.95% for IDV. On fees, DIVI is cheaper at 0.09% per year. On volatility, IDV has been the lower-risk option at 4.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DIVI or IDV?

Over the 5-year period, DIVI has performed better with a 13.44% return vs 11.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DIVI or IDV?

DIVI is cheaper with a 0.09% expense ratio, compared with 0.49% for IDV.

Which ETF pays a higher dividend yield, DIVI or IDV?

IDV has the higher dividend yield at 4.45%, compared with 3.53% for DIVI.

What is the main difference between DIVI and IDV?

DIVI is categorized as Foreign Large Cap Equities, while IDV is Global Equities. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.09% for DIVI and 0.49% for IDV.

Which has better risk-adjusted returns?

IDV currently has the higher Sharpe Ratio (2.90 vs 1.81), 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.