UDIV vs. CGDV

In the year-to-date period, UDIV achieves a -3.33% return, which is significantly lower than CGDV's 0.93% return.

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UDIV has a 0.06% expense ratio, which is lower than CGDV's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Dividend Tilt Index ETF (UDIV) and Capital Group Dividend Value ETF (CGDV). 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 comparable to the CGDV Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of UDIV and CGDV, 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 CGDV's 1.61% yield.

The maximum UDIV drawdown since its inception was -35.21%, which is greater than CGDV's maximum drawdown of -21.81%. Use the drawdown chart below to compare losses from any high point for UDIV and CGDV. For additional features, visit the drawdowns tool.