XIDV vs. FLJH

Last updated Jul 12, 2026

XIDV (Franklin International Dividend Booster Index ETF) and FLJH (Franklin FTSE Japan Hedged ETF) are both exchange-traded funds - XIDV is a Foreign Large Cap Equities fund tracking the VettaFi New Frontier International Dividend Select Index, while FLJH is a Japan Equities fund tracking the FTSE Japan RIC Capped Hedged to USD Net Tax Index. Both are passively managed. Over the past year, XIDV returned 27.53% vs 48.55% for FLJH. At a 0.49 correlation, their price movements are largely independent. XIDV charges 0.19%/yr vs 0.09%/yr for FLJH.

Performance

XIDV vs. FLJH - 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 Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XIDV achieves a 13.30% return, which is significantly lower than FLJH's 23.42% return.

XIDV

• 1D: 0.31%
• 1M: -0.70%
• 6M: 12.09%
• YTD: 13.30%
• 1Y: 27.53%
• 3Y*: —
• 5Y*: —
• 10Y*: —

FLJH

• 1D: 1.09%
• 1M: 3.84%
• 6M: 17.28%
• YTD: 23.42%
• 1Y: 48.55%
• 3Y*: 28.55%
• 5Y*: 21.57%
• 10Y*: —

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

XIDV vs. FLJH - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	13.30%	40.77%
FLJH Franklin FTSE Japan Hedged ETF	23.42%	25.94%

Correlation

The correlation between XIDV and FLJH is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.49
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.49

XIDV vs. FLJH - Sectors Allocation Comparison

Sectors	XIDV	FLJH
Financial Services	33.5%	15.8%
Energy	11.1%	0.9%
Consumer Defensive	8.9%	4.0%
Industrials	8.7%	25.2%
Consumer Cyclical	8.5%	12.7%
Basic Materials	7.8%	4.4%
Utilities	7.6%	1.2%
Healthcare	5.3%	5.5%
Communication Services	5.3%	8.0%
Real Estate	2.1%	3.0%
Technology	0.9%	19.4%

Return for Risk

XIDV vs. FLJH — Risk / Return Rank

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

XIDV

XIDV Risk / Return Rank: 81
XIDV Sharpe Ratio Rank: 84
XIDV Sortino Ratio Rank: 84
XIDV Omega Ratio Rank: 83
XIDV Calmar Ratio Rank: 79
XIDV Martin Ratio Rank: 77

FLJH

FLJH Risk / Return Rank: 91
FLJH Sharpe Ratio Rank: 92
FLJH Sortino Ratio Rank: 90
FLJH Omega Ratio Rank: 91
FLJH Calmar Ratio Rank: 91
FLJH Martin Ratio Rank: 91

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. FLJH - 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 Japan Hedged ETF (FLJH). 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.

	XIDV	FLJH	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.55	-0.41
Sortino ratio: Return per unit of downside risk	2.97	3.37	-0.40
Omega ratio: Gain probability vs. loss probability	1.39	1.47	-0.08
Calmar ratio: Return relative to maximum drawdown	3.28	4.51	-1.23
Martin ratio: Return relative to average drawdown	11.52	17.09	-5.57

XIDV vs. FLJH - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.14, which is comparable to the FLJH Sharpe Ratio of 2.55. The chart below compares the historical Sharpe Ratios of XIDV and FLJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XIDV vs. FLJH - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum FLJH drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for XIDV and FLJH.

Drawdown Indicators

	XIDV	FLJH	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-31.51%	+19.36%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-10.80%	+2.55%
Max Drawdown (3Y) Largest decline over 3 years	—	-20.39%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-20.39%	—
Current Drawdown Current decline from peak	-0.70%	-1.50%	+0.80%
Average Drawdown Average peak-to-trough decline	-1.43%	-5.28%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	2.84%	-0.49%

Volatility

XIDV vs. FLJH - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.77%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 7.08%. This indicates that XIDV experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XIDV	FLJH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	7.08%	-3.31%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	15.01%	-4.53%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	19.08%	-6.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.65%	18.69%	-4.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.65%	19.88%	-5.23%

XIDV vs. FLJH - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is higher than FLJH's 0.09% expense ratio. However, 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. FLJH - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 6.02%, more than FLJH's 2.44% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLJH Franklin FTSE Japan Hedged ETF	2.44%	3.90%	5.06%	25.59%	26.67%	1.29%	0.00%	0.00%	5.92%	0.10%
XIDV Franklin International Dividend Booster Index ETF	6.02%	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 FLJH in my portfolio?

XIDV and FLJH have a correlation of 0.49, 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 FLJH?

FLJH has higher volatility (7.08%) compared to XIDV (3.77%). In terms of maximum drawdown, XIDV dropped -12.15% vs FLJH's -31.51%.

Which ETF is better, XIDV or FLJH?

On 1-year performance, FLJH leads with 48.55% vs 27.53% for XIDV. On fees, FLJH is cheaper at 0.09% per year. On volatility, XIDV has been the lower-risk option at 3.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XIDV or FLJH?

Over the 1-year period, FLJH has performed better with a 48.55% return vs 27.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XIDV or FLJH?

FLJH is cheaper with a 0.09% expense ratio, compared with 0.19% for XIDV.

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

XIDV has the higher dividend yield at 6.02%, compared with 2.44% for FLJH.

What is the main difference between XIDV and FLJH?

XIDV is categorized as Foreign Large Cap Equities, while FLJH is Japan Equities. XIDV tracks VettaFi New Frontier International Dividend Select Index, while FLJH tracks FTSE Japan RIC Capped Hedged to USD Net Tax Index. Their fees differ too: 0.19% for XIDV and 0.09% for FLJH.

Which has better risk-adjusted returns?

FLJH currently has the higher Sharpe Ratio (2.55 vs 2.14), 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.