DIVI vs. WMT
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 WMT (Walmart Inc.) is a stock. Over the past 10 years, DIVI returned 11.03%/yr vs 18.40%/yr for WMT. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
DIVI vs. WMT - Performance Comparison
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Returns By Period
In the year-to-date period, DIVI achieves a 13.85% return, which is significantly higher than WMT's 0.21% return. Over the past 10 years, DIVI has underperformed WMT with an annualized return of 11.03%, while WMT has yielded a comparatively higher 18.40% 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%
WMT
- 1D
- 0.09%
- 1M
- 2.19%
- 6M
- -6.30%
- YTD
- 0.21%
- 1Y
- 14.44%
- 3Y*
- 29.39%
- 5Y*
- 20.06%
- 10Y*
- 18.40%
- ALL TIME*
- 18.36%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.61M | $6.51M | $8.10M | |
WMT Walmart Inc. | $2.47B | $2.41B | $2.70B |
DIVI vs. WMT - 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% |
WMT Walmart Inc. | 0.21% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
Correlation
The correlation between DIVI and WMT is 0.01, 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. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2016 | 0.23 |
Over the past year, the correlation between DIVI and WMT has dropped to 0.01 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
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Return for Risk
DIVI vs. WMT — Risk / Return Rank
DIVI
WMT
DIVI vs. WMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin International Core Dividend Tilt Index ETF (DIVI) and Walmart Inc. (WMT). 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 | WMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.12 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 0.75 | +1.99 |
| Martin ratioReturn relative to average drawdown | 10.77 | 1.96 | +8.81 |
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Drawdowns
DIVI vs. WMT - Drawdown Comparison
The maximum DIVI drawdown since its inception was -27.76%, smaller than the maximum WMT drawdown of -77.14%. Use the drawdown chart below to compare losses from any high point for DIVI and WMT.
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Drawdown Indicators
| DIVI | WMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.76% | -77.14% | +49.38% |
Max Drawdown (1Y)Largest decline over 1 year | -10.54% | -19.23% | +8.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.58% | -21.93% | +7.35% |
Max Drawdown (5Y)Largest decline over 5 years | -18.53% | -25.74% | +7.21% |
Max Drawdown (10Y)Largest decline over 10 years | -27.76% | -25.74% | -2.02% |
Current DrawdownCurrent decline from peak | -0.66% | -17.14% | +16.48% |
Average DrawdownAverage peak-to-trough decline | -3.59% | -14.63% | +11.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.68% | 7.39% | -4.71% |
Volatility
DIVI vs. WMT - Volatility Comparison
The current volatility for Franklin International Core Dividend Tilt Index ETF (DIVI) is 4.47%, while Walmart Inc. (WMT) has a volatility of 6.81%. This indicates that DIVI experiences smaller price fluctuations and is considered to be less risky than WMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIVI | WMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.47% | 6.81% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 19.61% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.41% | 24.77% | -9.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.48% | 21.96% | -6.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 21.90% | -5.56% |
Dividends
DIVI vs. WMT - Dividend Comparison
DIVI's dividend yield for the trailing twelve months is around 3.55%, more than WMT's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WMT Walmart Inc. | 0.87% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
DIVI and WMT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (6.81%) compared to DIVI (4.47%). In terms of maximum drawdown, DIVI dropped -27.76% vs WMT's -77.14%.
DIVI currently has the higher Sharpe Ratio (1.88 vs 0.59), 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.
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