FLTW vs. DIVI

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin FTSE Taiwan ETF (FLTW) and Franklin International Core Dividend Tilt Index ETF (DIVI).

FLTW and DIVI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FLTW is a passively managed fund by Franklin Templeton that tracks the performance of the FTSE Taiwan RIC Capped Index. It was launched on Nov 2, 2017. DIVI is an actively managed fund by Franklin Templeton. It was launched on Jun 1, 2016.

Performance

FLTW vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Taiwan ETF (FLTW) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

FLTW vs. DIVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLTW Franklin FTSE Taiwan ETF	13.05%	32.00%	16.68%	30.05%	-27.51%	29.46%	29.77%	31.23%	-9.32%	-1.25%
DIVI Franklin International Core Dividend Tilt Index ETF	4.03%	34.86%	1.77%	18.97%	-1.21%	16.95%	1.29%	22.98%	-6.73%	0.36%

Returns By Period

In the year-to-date period, FLTW achieves a 13.05% return, which is significantly higher than DIVI's 4.03% return.

FLTW

• 1D: 0.98%
• 1M: -5.90%
• YTD: 13.05%
• 6M: 18.97%
• 1Y: 60.86%
• 3Y*: 25.91%
• 5Y*: 13.32%
• 10Y*: —

DIVI

• 1D: 1.36%
• 1M: -4.01%
• YTD: 4.03%
• 6M: 9.23%
• 1Y: 28.73%
• 3Y*: 16.35%
• 5Y*: 12.96%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLTW vs. DIVI - Expense Ratio Comparison

FLTW has a 0.19% 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%.

FLTW

Franklin FTSE Taiwan ETF

DIVI

Franklin International Core Dividend Tilt Index ETF

Return for Risk

FLTW vs. DIVI — Risk / Return Rank

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

FLTW

FLTW Risk / Return Rank: 93
FLTW Sharpe Ratio Rank: 93
FLTW Sortino Ratio Rank: 93
FLTW Omega Ratio Rank: 90
FLTW Calmar Ratio Rank: 94
FLTW Martin Ratio Rank: 95

DIVI

DIVI Risk / Return Rank: 83
DIVI Sharpe Ratio Rank: 83
DIVI Sortino Ratio Rank: 84
DIVI Omega Ratio Rank: 82
DIVI Calmar Ratio Rank: 84
DIVI Martin Ratio Rank: 84

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.

FLTW vs. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Taiwan ETF (FLTW) 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.

	FLTW	DIVI	Difference
Sharpe ratio Return per unit of total volatility	2.22	1.67	+0.55
Sortino ratio Return per unit of downside risk	2.91	2.28	+0.63
Omega ratio Gain probability vs. loss probability	1.40	1.33	+0.06
Calmar ratio Return relative to maximum drawdown	4.01	2.55	+1.46
Martin ratio Return relative to average drawdown	16.28	10.14	+6.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FLTW vs. DIVI - Sharpe Ratio Comparison

The current FLTW Sharpe Ratio is 2.22, which is higher than the DIVI Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of FLTW and DIVI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	FLTW	DIVI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.22	1.67	+0.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.87	-0.26
Sharpe Ratio (All Time) Calculated using the full available price history	0.71	0.64	+0.08

Correlation

The correlation between FLTW and DIVI is 0.60, 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

FLTW vs. DIVI - Dividend Comparison

FLTW's dividend yield for the trailing twelve months is around 2.22%, less than DIVI's 3.76% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
FLTW Franklin FTSE Taiwan ETF	2.22%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%	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

FLTW vs. DIVI - Drawdown Comparison

The maximum FLTW drawdown since its inception was -38.00%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for FLTW and DIVI.

Drawdown Indicators

	FLTW	DIVI	Difference
Max Drawdown Largest peak-to-trough decline	-38.00%	-27.76%	-10.24%
Max Drawdown (1Y) Largest decline over 1 year	-15.81%	-11.39%	-4.42%
Max Drawdown (5Y) Largest decline over 5 years	-38.00%	-18.53%	-19.47%
Current Drawdown Current decline from peak	-7.55%	-6.04%	-1.51%
Average Drawdown Average peak-to-trough decline	-8.57%	-3.66%	-4.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.89%	2.86%	+1.03%

Volatility

FLTW vs. DIVI - Volatility Comparison

Franklin FTSE Taiwan ETF (FLTW) has a higher volatility of 10.06% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 7.12%. This indicates that FLTW'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.

Volatility by Period

	FLTW	DIVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.06%	7.12%	+2.94%
Volatility (6M) Calculated over the trailing 6-month period	18.45%	10.79%	+7.66%
Volatility (1Y) Calculated over the trailing 1-year period	27.53%	17.27%	+10.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.06%	15.03%	+7.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.30%	16.42%	+4.88%