PortfoliosLab logo
FLQD vs. DIVD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FLQD and DIVD is 0.67, 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.


Performance

FLQD vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin LibertyQ Global Dividend ETF (FLQD) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


FLQD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

DIVD

YTD

11.98%

1M

3.31%

6M

5.88%

1Y

10.30%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Altrius Global Dividend ETF

FLQD vs. DIVD - Expense Ratio Comparison

FLQD has a 0.45% expense ratio, which is lower than DIVD's 0.49% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

FLQD vs. DIVD — Risk-Adjusted Performance Rank

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

FLQD
The Risk-Adjusted Performance Rank of FLQD is 9090
Overall Rank
The Sharpe Ratio Rank of FLQD is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of FLQD is 9797
Sortino Ratio Rank
The Omega Ratio Rank of FLQD is 9898
Omega Ratio Rank
The Calmar Ratio Rank of FLQD is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FLQD is 9999
Martin Ratio Rank

DIVD
The Risk-Adjusted Performance Rank of DIVD is 6262
Overall Rank
The Sharpe Ratio Rank of DIVD is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of DIVD is 5959
Sortino Ratio Rank
The Omega Ratio Rank of DIVD is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DIVD is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DIVD is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FLQD vs. DIVD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin LibertyQ Global Dividend ETF (FLQD) and Altrius Global Dividend ETF (DIVD). 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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

FLQD vs. DIVD - Dividend Comparison

FLQD has not paid dividends to shareholders, while DIVD's dividend yield for the trailing twelve months is around 3.00%.


TTM202420232022202120202019201820172016
FLQD
Franklin LibertyQ Global Dividend ETF
0.00%0.92%1.91%0.40%2.98%2.90%3.40%3.74%3.47%1.63%
DIVD
Altrius Global Dividend ETF
3.00%3.39%2.96%0.60%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLQD vs. DIVD - Drawdown Comparison


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

FLQD vs. DIVD - Volatility Comparison


Loading data...