UDIV vs. BDGS

In the year-to-date period, UDIV achieves a -3.33% return, which is significantly lower than BDGS's 0.46% return.

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UDIV has a 0.06% expense ratio, which is lower than BDGS's 0.85% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Dividend Tilt Index ETF (UDIV) and Bridges Capital Tactical ETF (BDGS). 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.

The current UDIV Sharpe Ratio is 0.59, which is lower than the BDGS Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of UDIV and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

UDIV's dividend yield for the trailing twelve months is around 2.20%, more than BDGS's 1.80% yield.

The maximum UDIV drawdown since its inception was -35.21%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for UDIV and BDGS. For additional features, visit the drawdowns tool.

Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a higher volatility of 6.89% compared to Bridges Capital Tactical ETF (BDGS) at 4.09%. This indicates that UDIV's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.