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UDIV vs. SPHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UDIV vs. SPHD - 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 Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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 13.99% return, which is significantly higher than SPHD's 6.47% return. Over the past 10 years, UDIV has outperformed SPHD with an annualized return of 11.75%, while SPHD has yielded a comparatively lower 7.38% annualized return.


UDIV

1D
-0.31%
1M
0.61%
YTD
13.99%
6M
13.60%
1Y
31.69%
3Y*
23.72%
5Y*
14.35%
10Y*
11.75%

SPHD

1D
0.20%
1M
-0.79%
YTD
6.47%
6M
6.49%
1Y
11.21%
3Y*
12.10%
5Y*
6.82%
10Y*
7.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UDIV vs. SPHD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
13.99%19.00%25.61%25.21%-15.00%19.66%5.54%24.60%-8.83%17.44%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
6.47%3.41%18.08%1.32%0.58%24.98%-9.98%20.26%-6.17%11.90%

Correlation

The correlation between UDIV and SPHD is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.60

Correlation (10Y)
Calculated over the trailing 10-year period

0.62

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.62

Over the past year, the correlation between UDIV and SPHD has dropped to 0.25 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.

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Return for Risk

UDIV vs. SPHD — Risk / Return Rank

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

UDIV
UDIV Risk / Return Rank: 8181
Overall Rank
UDIV Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
UDIV Sortino Ratio Rank: 8080
Sortino Ratio Rank
UDIV Omega Ratio Rank: 8181
Omega Ratio Rank
UDIV Calmar Ratio Rank: 7676
Calmar Ratio Rank
UDIV Martin Ratio Rank: 8484
Martin Ratio Rank

SPHD
SPHD Risk / Return Rank: 2828
Overall Rank
SPHD Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPHD Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPHD Omega Ratio Rank: 2525
Omega Ratio Rank
SPHD Calmar Ratio Rank: 3232
Calmar Ratio Rank
SPHD Martin Ratio Rank: 2828
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. SPHD - 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 Invesco S&P 500® High Dividend Low Volatility ETF (SPHD). 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.


UDIVSPHDDifference
Sharpe ratioReturn per unit of total volatility

+1.55

Sortino ratioReturn per unit of downside risk

+1.88

Omega ratioGain probability vs. loss probability

1.46

1.17

+0.29

Calmar ratioReturn relative to maximum drawdown

3.77

1.54

+2.24

Martin ratioReturn relative to average drawdown

16.60

3.77

+12.83

UDIV vs. SPHD - Sharpe Ratio Comparison

The current UDIV Sharpe Ratio is 2.54, which is higher than the SPHD Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of UDIV and SPHD, 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. SPHD - Drawdown Comparison

The maximum UDIV drawdown since its inception was -35.21%, smaller than the maximum SPHD drawdown of -41.39%. Use the drawdown chart below to compare losses from any high point for UDIV and SPHD.


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Drawdown Indicators


UDIVSPHDDifference

Max Drawdown

Largest peak-to-trough decline

-35.21%

-41.39%

+6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.44%

-7.33%

-1.11%

Max Drawdown (3Y)

Largest decline over 3 years

-19.19%

-13.29%

-5.90%

Max Drawdown (5Y)

Largest decline over 5 years

-23.18%

-19.50%

-3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.21%

-41.39%

+6.18%

Current Drawdown

Current decline from peak

-1.56%

-3.48%

+1.92%

Average Drawdown

Average peak-to-trough decline

-4.63%

-4.69%

+0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.91%

2.98%

-1.07%

Volatility

UDIV vs. SPHD - Volatility Comparison

Franklin U.S. Core Dividend Tilt Index ETF (UDIV) has a higher volatility of 4.77% compared to Invesco S&P 500® High Dividend Low Volatility ETF (SPHD) at 3.95%. This indicates that UDIV's price experiences larger fluctuations and is considered to be riskier than SPHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UDIVSPHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

3.95%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

7.99%

+1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

11.39%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.61%

14.14%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.30%

17.67%

-1.37%

UDIV vs. SPHD - Expense Ratio Comparison

UDIV has a 0.06% expense ratio, which is lower than SPHD's 0.30% expense ratio.


Dividends

UDIV vs. SPHD - Dividend Comparison

UDIV's dividend yield for the trailing twelve months is around 1.10%, less than SPHD's 4.97% yield.


PositionTTM20252024202320222021202020192018201720162015
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.97%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
UDIV
Franklin U.S. Core Dividend Tilt Index ETF
1.10%1.53%2.05%1.91%3.20%2.97%2.90%3.40%3.74%3.47%1.63%0.00%

Frequently Asked Questions


UDIV and SPHD have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UDIV has higher volatility (4.77%) compared to SPHD (3.95%). In terms of maximum drawdown, UDIV dropped -35.21% vs SPHD's -41.39%.

On 10-year performance, UDIV leads with 11.75% vs 7.38% for SPHD. On fees, UDIV is cheaper at 0.06% per year. On volatility, SPHD has been the lower-risk option at 3.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UDIV has performed better with a 11.75% return vs 7.38%. 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 0.30% for SPHD.

SPHD has the higher dividend yield at 4.97%, compared with 1.10% for UDIV.

UDIV tracks Linked Morningstar US Dividend Enhanced Select Index, while SPHD tracks S&P 500 Low Volatility High Dividend Index. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.06% for UDIV and 0.30% for SPHD.

UDIV currently has the higher Sharpe Ratio (2.54 vs 0.99), 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

Find the right allocation for UDIV and SPHD

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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