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RWIN vs. XIDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RWIN vs. XIDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rayliant NxtGen Multifactor International Equity ETF (RWIN) and Franklin International Dividend Booster Index ETF (XIDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RWIN

1D
1.12%
1M
4.09%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

XIDV

1D
0.19%
1M
6.15%
6M
12.44%
YTD
18.97%
1Y
32.15%
3Y*
5Y*
10Y*
ALL TIME*
40.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.81K$6.02K$8.35K
$343.46K$210.00K$448.81K

RWIN vs. XIDV - Yearly Performance Comparison


Correlation

The correlation between RWIN and XIDV is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 8, 2026

0.84

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Return for Risk

RWIN vs. XIDV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

RWIN

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


XIDV
XIDV Risk / Return Rank: 9090
Overall Rank
XIDV Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 9191
Sortino Ratio Rank
XIDV Omega Ratio Rank: 9191
Omega Ratio Rank
XIDV Calmar Ratio Rank: 8888
Calmar Ratio Rank
XIDV Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

RWIN vs. XIDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant NxtGen Multifactor International Equity ETF (RWIN) and Franklin International Dividend Booster Index ETF (XIDV). 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.


RWINXIDVDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.47

Calmar ratioReturn relative to maximum drawdown

3.91

Martin ratioReturn relative to average drawdown

13.94

RWIN vs. XIDV - Sharpe Ratio Comparison


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Drawdowns

RWIN vs. XIDV - Drawdown Comparison

The maximum RWIN drawdown since its inception was -4.09%, smaller than the maximum XIDV drawdown of -12.15%. Use the drawdown chart below to compare losses from any high point for RWIN and XIDV.


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Drawdown Indicators


RWINXIDVDifference

Max Drawdown

Largest peak-to-trough decline

-4.09%

-12.15%

+8.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

Current Drawdown

Current decline from peak

0.00%

-0.47%

+0.47%

Average Drawdown

Average peak-to-trough decline

-1.19%

-1.38%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

Volatility

RWIN vs. XIDV - Volatility Comparison


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Volatility by Period


RWINXIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.43%

Volatility (1Y)

Calculated over the trailing 1-year period

14.74%

12.56%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

14.54%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.74%

14.54%

+0.20%

RWIN vs. XIDV - Expense Ratio Comparison

RWIN has a 0.42% expense ratio, which is higher than XIDV's 0.19% expense ratio.


Dividends

RWIN vs. XIDV - Dividend Comparison

RWIN's dividend yield for the trailing twelve months is around 0.97%, less than XIDV's 5.73% yield.


Frequently Asked Questions


RWIN and XIDV have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIDV is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIDV is cheaper with a 0.19% expense ratio, compared with 0.42% for RWIN.

XIDV has the higher dividend yield at 5.73%, compared with 0.97% for RWIN.

They also come from different issuers: Rayliant and Franklin Templeton. Their fees differ too: 0.42% for RWIN and 0.19% for XIDV.

Portfolio Optimizer

Find the right allocation for RWIN and XIDV

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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