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FDIV vs. UDIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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FDIV vs. UDIV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FDIV
MarketDesk Focused U.S. Dividend ETF
-0.78%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
-2.52%19.00%25.61%25.21%-15.00%19.66%5.54%24.60%-8.83%17.44%

Returns By Period

In the year-to-date period, FDIV achieves a -0.78% return, which is significantly higher than UDIV's -2.52% return.


FDIV

1D
1.18%
1M
-5.92%
YTD
-0.78%
6M
0.80%
1Y
2.60%
3Y*
-12.50%
5Y*
-8.22%
10Y*
-1.89%

UDIV

1D
2.84%
1M
-4.47%
YTD
-2.52%
6M
-0.60%
1Y
20.03%
3Y*
19.35%
5Y*
11.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FDIV vs. UDIV - Expense Ratio Comparison

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


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: 1717
Overall Rank
FDIV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FDIV Sortino Ratio Rank: 1616
Sortino Ratio Rank
FDIV Omega Ratio Rank: 1616
Omega Ratio Rank
FDIV Calmar Ratio Rank: 1818
Calmar Ratio Rank
FDIV Martin Ratio Rank: 1919
Martin Ratio Rank

UDIV
UDIV Risk / Return Rank: 6767
Overall Rank
UDIV Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
UDIV Sortino Ratio Rank: 6464
Sortino Ratio Rank
UDIV Omega Ratio Rank: 6969
Omega Ratio Rank
UDIV Calmar Ratio Rank: 6464
Calmar Ratio Rank
UDIV Martin Ratio Rank: 7575
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.


FDIVUDIVDifference

Sharpe ratio

Return per unit of total volatility

0.15

1.08

-0.93

Sortino ratio

Return per unit of downside risk

0.36

1.62

-1.26

Omega ratio

Gain probability vs. loss probability

1.05

1.25

-0.21

Calmar ratio

Return relative to maximum drawdown

0.25

1.60

-1.35

Martin ratio

Return relative to average drawdown

0.88

7.86

-6.98

FDIV vs. UDIV - Sharpe Ratio Comparison

The current FDIV Sharpe Ratio is 0.15, which is lower than the UDIV Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of FDIV and UDIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FDIVUDIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

1.08

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.40

0.76

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

0.64

-0.72

Correlation

The correlation between FDIV and UDIV is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FDIV vs. UDIV - Dividend Comparison

FDIV's dividend yield for the trailing twelve months is around 2.93%, more than UDIV's 1.66% yield.


TTM20252024202320222021202020192018201720162015
FDIV
MarketDesk Focused U.S. Dividend ETF
2.93%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
1.66%1.53%2.05%1.91%3.20%2.97%2.90%3.40%3.74%3.47%1.63%0.00%

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

-13.03%

-12.98%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-47.90%

-23.18%

-24.72%

Max Drawdown (10Y)

Largest decline over 10 years

-47.90%

Current Drawdown

Current decline from peak

-38.97%

-5.84%

-33.13%

Average Drawdown

Average peak-to-trough decline

-10.75%

-4.71%

-6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.64%

+1.10%

Volatility

FDIV vs. UDIV - Volatility Comparison

The current volatility for MarketDesk Focused U.S. Dividend ETF (FDIV) is 3.73%, while Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a volatility of 5.29%. 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

3.73%

5.29%

-1.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.31%

9.60%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.42%

18.59%

-1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.69%

15.48%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.58%

16.34%

+1.24%