XIDV vs. CSHP

Last updated Jun 6, 2026

XIDV (Franklin International Dividend Booster Index ETF) and CSHP (iShares Enhanced Short-Term Bond Active ETF) are both exchange-traded funds - XIDV is a Foreign Large Cap Equities fund tracking the VettaFi New Frontier International Dividend Select Index, while CSHP is a Ultrashort Bond fund actively managed by iShares. XIDV is passively managed, while CSHP is actively managed. Over the past year, XIDV returned 27.41% vs 4.02% for CSHP. At a correlation of -0.06, they often move in opposite directions. XIDV charges 0.19%/yr vs 0.20%/yr for CSHP.

Performance

XIDV vs. CSHP - Performance Comparison

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

Returns By Period

In the year-to-date period, XIDV achieves a 10.22% return, which is significantly higher than CSHP's 1.72% return.

XIDV

• 1D: -1.39%
• 1M: -1.87%
• YTD: 10.22%
• 6M: 13.84%
• 1Y: 27.41%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CSHP

• 1D: 0.10%
• 1M: 0.34%
• YTD: 1.72%
• 6M: 1.92%
• 1Y: 4.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. CSHP - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	10.22%	40.30%
CSHP iShares Enhanced Short-Term Bond Active ETF	1.72%	3.82%

Correlation

The correlation between XIDV and CSHP is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	-0.06

XIDV vs. CSHP - Sectors Allocation Comparison

Sectors	XIDV	CSHP
Financial Services	30.9%	0.1%
Energy	12.1%	-
Consumer Cyclical	9.1%	-
Consumer Defensive	9.0%	-
Industrials	8.4%	-
Basic Materials	8.2%	-
Utilities	7.8%	-
Communication Services	5.7%	-
Healthcare	5.4%	-
Real Estate	2.4%	-
Technology	0.9%	-

Return for Risk

XIDV vs. CSHP — Risk / Return Rank

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

XIDV

XIDV Risk / Return Rank: 72
XIDV Sharpe Ratio Rank: 74
XIDV Sortino Ratio Rank: 72
XIDV Omega Ratio Rank: 73
XIDV Calmar Ratio Rank: 71
XIDV Martin Ratio Rank: 69

CSHP

CSHP Risk / Return Rank: 100
CSHP Sharpe Ratio Rank: 100
CSHP Sortino Ratio Rank: 100
CSHP Omega Ratio Rank: 100
CSHP Calmar Ratio Rank: 100
CSHP Martin Ratio Rank: 100

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.

XIDV vs. CSHP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) 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.

	XIDV	CSHP	Difference
Sharpe ratio: Return per unit of total volatility	2.23	11.73	-9.49
Sortino ratio: Return per unit of downside risk	3.02	31.51	-28.49
Omega ratio: Gain probability vs. loss probability	1.40	7.38	-5.98
Calmar ratio: Return relative to maximum drawdown	3.34	66.75	-63.41
Martin ratio: Return relative to average drawdown	12.07	436.68	-424.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XIDV vs. CSHP - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.23, which is lower than the CSHP Sharpe Ratio of 11.73. The chart below compares the historical Sharpe Ratios of XIDV 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.

Sharpe Ratios by Period

	XIDV	CSHP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	11.73	-9.49
Sharpe Ratio (All Time) Calculated using the full available price history	2.55	10.71	-8.16

Drawdowns

XIDV vs. CSHP - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, which is greater than CSHP's maximum drawdown of -0.08%. Use the drawdown chart below to compare losses from any high point for XIDV and CSHP.

Drawdown Indicators

	XIDV	CSHP	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-0.08%	-12.07%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-0.06%	-8.19%
Current Drawdown Current decline from peak	-2.78%	0.00%	-2.78%
Average Drawdown Average peak-to-trough decline	-1.42%	-0.00%	-1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	0.01%	+2.27%

Volatility

XIDV vs. CSHP - Volatility Comparison

Franklin International Dividend Booster Index ETF (XIDV) has a higher volatility of 3.64% compared to iShares Enhanced Short-Term Bond Active ETF (CSHP) at 0.11%. This indicates that XIDV'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.

Volatility by Period

	XIDV	CSHP	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	0.11%	+3.53%
Volatility (6M) Calculated over the trailing 6-month period	10.00%	0.25%	+9.75%
Volatility (1Y) Calculated over the trailing 1-year period	12.33%	0.34%	+11.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	0.40%	+14.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	0.40%	+14.40%

XIDV vs. CSHP - Expense Ratio Comparison

XIDV has a 0.19% 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

XIDV vs. CSHP - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 4.32%, more than CSHP's 3.92% yield.

Position	TTM	2025	2024
CSHP iShares Enhanced Short-Term Bond Active ETF	3.92%	5.39%	1.96%
XIDV Franklin International Dividend Booster Index ETF	4.32%	4.63%	0.00%

Frequently Asked Questions

Can I hold both XIDV and CSHP in my portfolio?

XIDV and CSHP have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XIDV or CSHP?

XIDV has higher volatility (3.64%) compared to CSHP (0.11%). In terms of maximum drawdown, XIDV dropped -12.15% vs CSHP's -0.08%.

Which ETF is better, XIDV or CSHP?

On 1-year performance, XIDV leads with 27.41% vs 4.02% for CSHP. On fees, XIDV is cheaper at 0.19% per year. On volatility, CSHP has been the lower-risk option at 0.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIDV or CSHP?

Over the 1-year period, XIDV has performed better with a 27.41% return vs 4.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or CSHP?

XIDV is cheaper with a 0.19% expense ratio, compared with 0.20% for CSHP.

Which ETF pays a higher dividend yield, XIDV or CSHP?

XIDV has the higher dividend yield at 4.32%, compared with 3.92% for CSHP.

What is the main difference between XIDV and CSHP?

XIDV is categorized as Foreign Large Cap Equities, while CSHP is Ultrashort Bond. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.19% for XIDV and 0.20% for CSHP.

Which has better risk-adjusted returns?

CSHP currently has the higher Sharpe Ratio (11.73 vs 2.23), 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.