XIDV vs. FLCH

Last updated Jun 6, 2026

XIDV (Franklin International Dividend Booster Index ETF) and FLCH (Franklin FTSE China ETF) are both exchange-traded funds - XIDV is a Foreign Large Cap Equities fund tracking the VettaFi New Frontier International Dividend Select Index, while FLCH is a China Equities fund tracking the FTSE China RIC Capped Index. Both are passively managed. Over the past year, XIDV returned 27.41% vs 2.76% for FLCH. At a 0.44 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.

Performance

XIDV vs. FLCH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) and Franklin FTSE China ETF (FLCH). 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 FLCH's -8.95% return.

XIDV

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

FLCH

• 1D: -2.52%
• 1M: -7.63%
• YTD: -8.95%
• 6M: -11.33%
• 1Y: 2.76%
• 3Y*: 9.12%
• 5Y*: -5.47%
• 10Y*: —

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

XIDV vs. FLCH - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	10.22%	40.30%
FLCH Franklin FTSE China ETF	-8.95%	33.86%

Correlation

The correlation between XIDV and FLCH is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jan 24, 2025	0.44

XIDV vs. FLCH - Sectors Allocation Comparison

Sectors	XIDV	FLCH
Financial Services	30.9%	18.2%
Energy	12.1%	3.7%
Consumer Cyclical	9.1%	23.4%
Consumer Defensive	9.0%	3.3%
Industrials	8.4%	9.1%
Basic Materials	8.2%	5.5%
Utilities	7.8%	2.0%
Communication Services	5.7%	14.2%
Healthcare	5.4%	5.3%
Real Estate	2.4%	1.7%
Technology	0.9%	12.9%

Return for Risk

XIDV vs. FLCH — 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

FLCH

FLCH Risk / Return Rank: 11
FLCH Sharpe Ratio Rank: 11
FLCH Sortino Ratio Rank: 11
FLCH Omega Ratio Rank: 11
FLCH Calmar Ratio Rank: 11
FLCH Martin Ratio Rank: 11

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. FLCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) and Franklin FTSE China ETF (FLCH). 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	FLCH	Difference
Sharpe ratio: Return per unit of total volatility	2.23	0.14	+2.09
Sortino ratio: Return per unit of downside risk	3.02	0.34	+2.68
Omega ratio: Gain probability vs. loss probability	1.40	1.04	+0.36
Calmar ratio: Return relative to maximum drawdown	3.34	0.17	+3.17
Martin ratio: Return relative to average drawdown	12.07	0.37	+11.70
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. FLCH - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.23, which is higher than the FLCH Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of XIDV and FLCH, 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	FLCH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.23	0.14	+2.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.19	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.55	0.01	+2.55

Drawdowns

XIDV vs. FLCH - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum FLCH drawdown of -62.09%. Use the drawdown chart below to compare losses from any high point for XIDV and FLCH.

Drawdown Indicators

	XIDV	FLCH	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-62.09%	+49.94%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-16.64%	+8.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.43%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-55.78%	—
Current Drawdown Current decline from peak	-2.78%	-35.82%	+33.04%
Average Drawdown Average peak-to-trough decline	-1.42%	-30.53%	+29.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.28%	7.51%	-5.23%

Volatility

XIDV vs. FLCH - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.64%, while Franklin FTSE China ETF (FLCH) has a volatility of 6.46%. This indicates that XIDV experiences smaller price fluctuations and is considered to be less risky than FLCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XIDV	FLCH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	6.46%	-2.82%
Volatility (6M) Calculated over the trailing 6-month period	10.00%	13.87%	-3.87%
Volatility (1Y) Calculated over the trailing 1-year period	12.33%	19.27%	-6.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.80%	29.60%	-14.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.80%	27.91%	-13.11%

XIDV vs. FLCH - Expense Ratio Comparison

Both XIDV and FLCH have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

XIDV vs. FLCH - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 4.32%, more than FLCH's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLCH Franklin FTSE China ETF	2.59%	2.36%	2.87%	3.47%	2.69%	1.48%	0.91%	1.98%	1.92%	0.01%
XIDV Franklin International Dividend Booster Index ETF	4.32%	4.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XIDV and FLCH in my portfolio?

XIDV and FLCH have a correlation of 0.46, 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 FLCH?

FLCH has higher volatility (6.46%) compared to XIDV (3.64%). In terms of maximum drawdown, XIDV dropped -12.15% vs FLCH's -62.09%.

Which ETF is better, XIDV or FLCH?

On 1-year performance, XIDV leads with 27.41% vs 2.76% for FLCH. Both ETFs have the same 0.19% expense ratio. On volatility, XIDV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIDV or FLCH?

Over the 1-year period, XIDV has performed better with a 27.41% return vs 2.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or FLCH?

XIDV and FLCH have the same expense ratio: 0.19% per year.

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

XIDV has the higher dividend yield at 4.32%, compared with 2.59% for FLCH.

What is the main difference between XIDV and FLCH?

XIDV is categorized as Foreign Large Cap Equities, while FLCH is China Equities. XIDV tracks VettaFi New Frontier International Dividend Select Index, while FLCH tracks FTSE China RIC Capped Index.

Which has better risk-adjusted returns?

XIDV currently has the higher Sharpe Ratio (2.23 vs 0.14), 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.