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UDIV vs. CSHP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDIV vs. CSHP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Core Dividend Tilt Index ETF (UDIV) and iShares Enhanced Short-Term Bond Active ETF (CSHP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UDIV achieves a 12.46% return, which is significantly higher than CSHP's 1.83% return.


UDIV

1D
-1.34%
1M
-0.74%
YTD
12.46%
6M
11.52%
1Y
28.77%
3Y*
23.16%
5Y*
13.95%
10Y*
11.60%

CSHP

1D
-0.03%
1M
0.27%
YTD
1.83%
6M
1.92%
1Y
3.94%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDIV vs. CSHP - Yearly Performance Comparison


2026 (YTD)20252024
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
12.46%19.00%5.90%
CSHP
iShares Enhanced Short-Term Bond Active ETF
1.83%4.10%2.24%

Correlation

The correlation between UDIV and CSHP is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2024

0.04

The correlation between UDIV and CSHP shifts across timeframes, from -0.09 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UDIV vs. CSHP — Risk / Return Rank

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

UDIV
UDIV Risk / Return Rank: 7575
Overall Rank
UDIV Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
UDIV Sortino Ratio Rank: 7272
Sortino Ratio Rank
UDIV Omega Ratio Rank: 7575
Omega Ratio Rank
UDIV Calmar Ratio Rank: 7171
Calmar Ratio Rank
UDIV Martin Ratio Rank: 8080
Martin Ratio Rank

CSHP
CSHP Risk / Return Rank: 9999
Overall Rank
CSHP Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CSHP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CSHP Omega Ratio Rank: 9999
Omega Ratio Rank
CSHP Calmar Ratio Rank: 100100
Calmar Ratio Rank
CSHP Martin Ratio Rank: 100100
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.

UDIV vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Core Dividend Tilt Index ETF (UDIV) and iShares Enhanced Short-Term Bond Active ETF (CSHP). 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.


UDIVCSHPDifference
Sharpe ratioReturn per unit of total volatility

-8.79

Sortino ratioReturn per unit of downside risk

-24.52

Omega ratioGain probability vs. loss probability

1.42

6.46

-5.04

Calmar ratioReturn relative to maximum drawdown

3.42

65.45

-62.03

Martin ratioReturn relative to average drawdown

15.00

381.67

-366.67

UDIV vs. CSHP - Sharpe Ratio Comparison

The current UDIV Sharpe Ratio is 2.30, which is lower than the CSHP Sharpe Ratio of 11.09. The chart below compares the historical Sharpe Ratios of UDIV and CSHP, 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

UDIV vs. CSHP - Drawdown Comparison

The maximum UDIV drawdown since its inception was -35.21%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for UDIV and CSHP.


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Drawdown Indicators


UDIVCSHPDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-0.08%

-35.13%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-0.06%

-8.38%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

Current Drawdown

Current decline from peak

-2.88%

-0.04%

-2.84%

Average Drawdown

Average peak-to-trough decline

-4.63%

-0.00%

-4.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.92%

0.01%

+1.91%

Volatility

UDIV vs. CSHP - Volatility Comparison

Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a higher volatility of 4.96% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.16%. This indicates that UDIV's price experiences larger fluctuations and is considered to be riskier than CSHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDIVCSHPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.96%

0.16%

+4.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

0.27%

+9.64%

Volatility (1Y)

Calculated over the trailing 1-year period

12.60%

0.36%

+12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.62%

0.41%

+15.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

0.41%

+15.89%

UDIV vs. CSHP - Expense Ratio Comparison

UDIV has a 0.06% expense ratio, which is lower than CSHP's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UDIV vs. CSHP - Dividend Comparison

UDIV's dividend yield for the trailing twelve months is around 1.12%, less than CSHP's 3.91% yield.


PositionTTM2025202420232022202120202019201820172016
CSHP
iShares Enhanced Short-Term Bond Active ETF
3.91%5.39%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
1.12%1.53%2.05%1.91%3.20%2.97%2.90%3.40%3.74%3.47%1.63%

Frequently Asked Questions


UDIV and CSHP have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDIV has higher volatility (4.96%) compared to CSHP (0.16%). In terms of maximum drawdown, UDIV dropped -35.21% vs CSHP's -0.08%.

On 1-year performance, UDIV leads with 28.77% vs 3.94% for CSHP. On fees, UDIV is cheaper at 0.06% per year. On volatility, CSHP has been the lower-risk option at 0.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, UDIV has performed better with a 28.77% return vs 3.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UDIV is cheaper with a 0.06% expense ratio, compared with 0.20% for CSHP.

CSHP has the higher dividend yield at 3.91%, compared with 1.12% for UDIV.

UDIV is categorized as Dividend, while CSHP is Ultrashort Bond. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.06% for UDIV and 0.20% for CSHP.

CSHP currently has the higher Sharpe Ratio (11.09 vs 2.30), 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.

Portfolio Optimizer

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