FEDM vs. DIVI
Compare and contrast key facts about FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Franklin International Core Dividend Tilt Index ETF (DIVI).
FEDM and DIVI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021. DIVI is an actively managed fund by Franklin Templeton. It was launched on Jun 1, 2016.
Performance
FEDM vs. DIVI - Performance Comparison
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FEDM vs. DIVI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 0.51% | 26.85% | 2.85% | 17.39% | -15.25% | 1.87% |
DIVI Franklin International Core Dividend Tilt Index ETF | 4.03% | 34.86% | 1.77% | 18.97% | -1.21% | 3.79% |
Returns By Period
In the year-to-date period, FEDM achieves a 0.51% return, which is significantly lower than DIVI's 4.03% return.
FEDM
- 1D
- 1.27%
- 1M
- -5.09%
- YTD
- 0.51%
- 6M
- 3.68%
- 1Y
- 20.30%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
DIVI
- 1D
- 1.36%
- 1M
- -4.01%
- YTD
- 4.03%
- 6M
- 9.23%
- 1Y
- 28.73%
- 3Y*
- 16.35%
- 5Y*
- 12.96%
- 10Y*
- —
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FEDM vs. DIVI - Expense Ratio Comparison
FEDM has a 0.12% expense ratio, which is higher than DIVI's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
FEDM vs. DIVI — Risk / Return Rank
FEDM
DIVI
FEDM vs. DIVI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and Franklin International Core Dividend Tilt Index ETF (DIVI). 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.
| FEDM | DIVI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 1.67 | -0.57 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.28 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.55 | -0.83 |
Martin ratioReturn relative to average drawdown | 6.47 | 10.14 | -3.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FEDM | DIVI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 1.67 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.87 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.64 | -0.24 |
Correlation
The correlation between FEDM and DIVI is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FEDM vs. DIVI - Dividend Comparison
FEDM's dividend yield for the trailing twelve months is around 2.98%, less than DIVI's 3.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.98% | 2.97% | 2.94% | 2.61% | 2.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIVI Franklin International Core Dividend Tilt Index ETF | 3.76% | 3.76% | 4.39% | 3.17% | 6.03% | 2.77% | 8.04% | 1.61% | 5.67% | 5.22% | 11.56% |
Drawdowns
FEDM vs. DIVI - Drawdown Comparison
The maximum FEDM drawdown since its inception was -29.37%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for FEDM and DIVI.
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Drawdown Indicators
| FEDM | DIVI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.37% | -27.76% | -1.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -11.39% | -0.53% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.53% | — |
Current DrawdownCurrent decline from peak | -7.11% | -6.04% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -3.66% | -3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.86% | +0.31% |
Volatility
FEDM vs. DIVI - Volatility Comparison
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) has a higher volatility of 7.48% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 7.12%. This indicates that FEDM's price experiences larger fluctuations and is considered to be riskier than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FEDM | DIVI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 7.12% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 10.79% | +2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 17.27% | +1.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 15.03% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 16.42% | -0.02% |