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FDIV vs. UDIV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FDIV vs. UDIV - Performance Comparison

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

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Returns By Period

In the year-to-date period, FDIV achieves a 3.46% return, which is significantly lower than UDIV's 11.75% return. Over the past 10 years, FDIV has underperformed UDIV with an annualized return of -1.86%, while UDIV has yielded a comparatively higher 11.53% annualized return.


FDIV

1D
0.04%
1M
0.85%
YTD
3.46%
6M
2.50%
1Y
9.87%
3Y*
-11.27%
5Y*
-8.01%
10Y*
-1.86%

UDIV

1D
-0.63%
1M
-1.36%
YTD
11.75%
6M
10.52%
1Y
26.47%
3Y*
22.90%
5Y*
13.69%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDIV vs. UDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIV
MarketDesk Focused U.S. Dividend ETF
3.46%2.95%-37.35%6.78%-9.97%10.20%-2.84%15.78%-5.04%6.19%
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
11.75%19.00%25.61%25.21%-15.00%19.66%5.54%24.60%-8.83%17.44%

Correlation

The correlation between FDIV and UDIV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.53

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

0.52

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

0.53

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

0.52

The correlation between FDIV and UDIV has been stable across timeframes, ranging from 0.49 to 0.53 - a consistent structural relationship.

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Return for Risk

FDIV vs. UDIV — Risk / Return Rank

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

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

UDIV
UDIV Risk / Return Rank: 7474
Overall Rank
UDIV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
UDIV Sortino Ratio Rank: 7171
Sortino Ratio Rank
UDIV Omega Ratio Rank: 7373
Omega Ratio Rank
UDIV Calmar Ratio Rank: 7070
Calmar Ratio Rank
UDIV Martin Ratio Rank: 7979
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.

FDIV vs. UDIV - Risk-Adjusted Trends Comparison

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


FDIVUDIVDifference
Sharpe ratioReturn per unit of total volatility

-1.34

Sortino ratioReturn per unit of downside risk

-1.57

Omega ratioGain probability vs. loss probability

1.14

1.38

-0.24

Calmar ratioReturn relative to maximum drawdown

1.24

3.15

-1.91

Martin ratioReturn relative to average drawdown

3.22

13.71

-10.49

FDIV vs. UDIV - Sharpe Ratio Comparison

The current FDIV Sharpe Ratio is 0.78, which is lower than the UDIV Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of FDIV and UDIV, 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

FDIV vs. UDIV - Drawdown Comparison

The maximum FDIV drawdown since its inception was -47.90%, which is greater than UDIV's maximum drawdown of -35.21%. Use the drawdown chart below to compare losses from any high point for FDIV and UDIV.


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Drawdown Indicators


FDIVUDIVDifference

Max Drawdown

Largest peak-to-trough decline

-47.90%

-35.21%

-12.69%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

-8.44%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-45.64%

-19.19%

-26.45%

Max Drawdown (5Y)

Largest decline over 5 years

-47.90%

-23.18%

-24.72%

Max Drawdown (10Y)

Largest decline over 10 years

-47.90%

-35.21%

-12.69%

Current Drawdown

Current decline from peak

-36.37%

-3.49%

-32.88%

Average Drawdown

Average peak-to-trough decline

-11.26%

-4.62%

-6.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

1.94%

+1.13%

Volatility

FDIV vs. UDIV - Volatility Comparison

The current volatility for MarketDesk Focused U.S. Dividend ETF (FDIV) is 3.34%, while Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a volatility of 4.95%. This indicates that FDIV experiences smaller price fluctuations and is considered to be less risky than UDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FDIVUDIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

4.95%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

9.92%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

12.59%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.85%

15.62%

+5.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.55%

16.30%

+1.25%

FDIV vs. UDIV - Expense Ratio Comparison

FDIV has a 0.35% expense ratio, which is higher than UDIV's 0.06% expense ratio.


Dividends

FDIV vs. UDIV - Dividend Comparison

FDIV's dividend yield for the trailing twelve months is around 2.81%, more than UDIV's 1.12% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
1.12%1.53%2.05%1.91%3.20%2.97%2.90%3.40%3.74%3.47%1.63%0.00%

Frequently Asked Questions


FDIV and UDIV have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDIV has higher volatility (4.95%) compared to FDIV (3.34%). In terms of maximum drawdown, FDIV dropped -47.90% vs UDIV's -35.21%.

On 10-year performance, UDIV leads with 11.53% vs -1.86% for FDIV. On fees, UDIV is cheaper at 0.06% per year. On volatility, FDIV has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UDIV has performed better with a 11.53% return vs -1.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UDIV is cheaper with a 0.06% expense ratio, compared with 0.35% for FDIV.

FDIV has the higher dividend yield at 2.81%, compared with 1.12% for UDIV.

They also come from different issuers: MarketDesk and Franklin Templeton. Their fees differ too: 0.35% for FDIV and 0.06% for UDIV.

UDIV currently has the higher Sharpe Ratio (2.12 vs 0.78), 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 FDIV and UDIV

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