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TDI vs. XIDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TDI vs. XIDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Dynamic International ETF (TDI) 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

In the year-to-date period, TDI achieves a 13.73% return, which is significantly lower than XIDV's 14.85% return.


TDI

1D
-0.83%
1M
-3.19%
6M
7.15%
YTD
13.73%
1Y
32.57%
3Y*
5Y*
10Y*

XIDV

1D
0.09%
1M
1.86%
6M
13.56%
YTD
14.85%
1Y
30.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TDI vs. XIDV - Yearly Performance Comparison


Correlation

The correlation between TDI and XIDV is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2025

0.76

The correlation between TDI and XIDV has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.

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Return for Risk

TDI vs. XIDV — Risk / Return Rank

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

TDI
TDI Risk / Return Rank: 7171
Overall Rank
TDI Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
TDI Sortino Ratio Rank: 6767
Sortino Ratio Rank
TDI Omega Ratio Rank: 7171
Omega Ratio Rank
TDI Calmar Ratio Rank: 7272
Calmar Ratio Rank
TDI Martin Ratio Rank: 7474
Martin Ratio Rank

XIDV
XIDV Risk / Return Rank: 8888
Overall Rank
XIDV Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 9090
Sortino Ratio Rank
XIDV Omega Ratio Rank: 8989
Omega Ratio Rank
XIDV Calmar Ratio Rank: 8787
Calmar Ratio Rank
XIDV Martin Ratio Rank: 8585
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.

TDI vs. XIDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Dynamic International ETF (TDI) 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.


TDIXIDVDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.98

Omega ratioGain probability vs. loss probability

1.31

1.44

-0.13

Calmar ratioReturn relative to maximum drawdown

2.71

3.67

-0.96

Martin ratioReturn relative to average drawdown

9.95

12.90

-2.96

TDI vs. XIDV - Sharpe Ratio Comparison

The current TDI Sharpe Ratio is 1.73, which is comparable to the XIDV Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of TDI and XIDV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TDI vs. XIDV - Drawdown Comparison

The maximum TDI drawdown since its inception was -14.99%, which is greater than XIDV's maximum drawdown of -12.15%. Use the drawdown chart below to compare losses from any high point for TDI and XIDV.


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Drawdown Indicators


TDIXIDVDifference

Max Drawdown

Largest peak-to-trough decline

-14.99%

-12.15%

-2.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-8.25%

-3.84%

Current Drawdown

Current decline from peak

-5.33%

0.00%

-5.33%

Average Drawdown

Average peak-to-trough decline

-2.27%

-1.41%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.34%

+0.94%

Volatility

TDI vs. XIDV - Volatility Comparison

Touchstone Dynamic International ETF (TDI) has a higher volatility of 5.85% compared to Franklin International Dividend Booster Index ETF (XIDV) at 3.06%. This indicates that TDI's price experiences larger fluctuations and is considered to be riskier than XIDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TDIXIDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

3.06%

+2.79%

Volatility (6M)

Calculated over the trailing 6-month period

16.74%

10.48%

+6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

18.93%

12.61%

+6.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.27%

14.58%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

14.58%

+2.69%

TDI vs. XIDV - Expense Ratio Comparison

TDI has a 0.65% expense ratio, which is higher than XIDV's 0.19% expense ratio.


Dividends

TDI vs. XIDV - Dividend Comparison

TDI's dividend yield for the trailing twelve months is around 1.70%, less than XIDV's 5.94% yield.


PositionTTM202520242023
TDI
Touchstone Dynamic International ETF
1.70%1.94%3.39%0.40%
XIDV
Franklin International Dividend Booster Index ETF
5.94%4.63%0.00%0.00%

Frequently Asked Questions


TDI and XIDV have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TDI has higher volatility (5.85%) compared to XIDV (3.06%). In terms of maximum drawdown, TDI dropped -14.99% vs XIDV's -12.15%.

On 1-year performance, TDI leads with 32.57% vs 30.15% for XIDV. On fees, XIDV is cheaper at 0.19% per year. On volatility, XIDV has been the lower-risk option at 3.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, TDI has performed better with a 32.57% return vs 30.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XIDV is cheaper with a 0.19% expense ratio, compared with 0.65% for TDI.

XIDV has the higher dividend yield at 5.94%, compared with 1.70% for TDI.

They also come from different issuers: Touchstone and Franklin Templeton. Their fees differ too: 0.65% for TDI and 0.19% for XIDV.

XIDV currently has the higher Sharpe Ratio (2.40 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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