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XIDV vs. FLJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

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Returns By Period

In the year-to-date period, XIDV achieves a 10.22% return, which is significantly lower than FLJP's 12.80% return.


XIDV

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

FLJP

1D
-3.24%
1M
-0.61%
YTD
12.80%
6M
13.09%
1Y
29.94%
3Y*
16.84%
5Y*
8.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. FLJP - Yearly Performance Comparison


Correlation

The correlation between XIDV and FLJP is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.70

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2025

0.71

The correlation between XIDV and FLJP has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

XIDV vs. FLJP - Sectors Allocation Comparison


Sectors
XIDV
FLJP

Financial Services

30.9%
16.0%

Energy

12.1%
0.9%

Consumer Cyclical

9.1%
12.2%

Consumer Defensive

9.0%
3.9%

Industrials

8.4%
25.4%

Basic Materials

8.2%
4.9%

Utilities

7.8%
1.2%

Communication Services

5.7%
6.3%

Healthcare

5.4%
5.8%

Real Estate

2.4%
2.9%

Technology

0.9%
19.7%

Financial Services

XIDV
30.9%
FLJP
16.0%

Energy

XIDV
12.1%
FLJP
0.9%

Consumer Cyclical

XIDV
9.1%
FLJP
12.2%

Consumer Defensive

XIDV
9.0%
FLJP
3.9%

Industrials

XIDV
8.4%
FLJP
25.4%

Basic Materials

XIDV
8.2%
FLJP
4.9%

Utilities

XIDV
7.8%
FLJP
1.2%

Communication Services

XIDV
5.7%
FLJP
6.3%

Healthcare

XIDV
5.4%
FLJP
5.8%

Real Estate

XIDV
2.4%
FLJP
2.9%

Technology

XIDV
0.9%
FLJP
19.7%

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Return for Risk

XIDV vs. FLJP — Risk / Return Rank

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

XIDV
XIDV Risk / Return Rank: 7272
Overall Rank
XIDV Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
XIDV Sortino Ratio Rank: 7272
Sortino Ratio Rank
XIDV Omega Ratio Rank: 7373
Omega Ratio Rank
XIDV Calmar Ratio Rank: 7171
Calmar Ratio Rank
XIDV Martin Ratio Rank: 6969
Martin Ratio Rank

FLJP
FLJP Risk / Return Rank: 4848
Overall Rank
FLJP Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
FLJP Sortino Ratio Rank: 4747
Sortino Ratio Rank
FLJP Omega Ratio Rank: 4949
Omega Ratio Rank
FLJP Calmar Ratio Rank: 4747
Calmar Ratio Rank
FLJP Martin Ratio Rank: 4949
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.

XIDV vs. FLJP - 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 ETF (FLJP). 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.


XIDVFLJPDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.40

1.30

+0.11

Calmar ratioReturn relative to maximum drawdown

3.34

2.26

+1.08

Martin ratioReturn relative to average drawdown

12.07

7.88

+4.19

XIDV vs. FLJP - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.23, which is higher than the FLJP Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of XIDV and FLJP, 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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Sharpe Ratios by Period


XIDVFLJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

1.57

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

2.55

0.43

+2.13

Drawdowns

XIDV vs. FLJP - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum FLJP drawdown of -32.49%. Use the drawdown chart below to compare losses from any high point for XIDV and FLJP.


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Drawdown Indicators


XIDVFLJPDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-32.49%

+20.34%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-13.30%

+5.05%

Max Drawdown (3Y)

Largest decline over 3 years

-14.17%

Max Drawdown (5Y)

Largest decline over 5 years

-32.49%

Current Drawdown

Current decline from peak

-2.78%

-3.24%

+0.46%

Average Drawdown

Average peak-to-trough decline

-1.42%

-9.36%

+7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

3.81%

-1.53%

Volatility

XIDV vs. FLJP - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.64%, while Franklin FTSE Japan ETF (FLJP) has a volatility of 4.65%. This indicates that XIDV experiences smaller price fluctuations and is considered to be less risky than FLJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIDVFLJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

4.65%

-1.01%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

15.11%

-5.11%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

19.17%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

17.79%

-2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

17.82%

-3.02%

XIDV vs. FLJP - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is higher than FLJP'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. FLJP - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 4.32%, less than FLJP's 4.56% yield.


PositionTTM202520242023202220212020201920182017
FLJP
Franklin FTSE Japan ETF
4.56%5.15%4.56%3.00%1.92%2.40%1.51%2.26%1.50%0.10%
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


XIDV and FLJP have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLJP has higher volatility (4.65%) compared to XIDV (3.64%). In terms of maximum drawdown, XIDV dropped -12.15% vs FLJP's -32.49%.

On 1-year performance, FLJP leads with 29.94% vs 27.41% for XIDV. On fees, FLJP is cheaper at 0.09% per year. 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.

Over the 1-year period, FLJP has performed better with a 29.94% return vs 27.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

FLJP has the higher dividend yield at 4.56%, compared with 4.32% for XIDV.

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

XIDV currently has the higher Sharpe Ratio (2.23 vs 1.57), 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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