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XIDV vs. RODM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XIDV vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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 higher than RODM's 9.64% return.


XIDV

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

RODM

1D
-1.70%
1M
-2.24%
YTD
9.64%
6M
12.41%
1Y
23.44%
3Y*
19.77%
5Y*
9.31%
10Y*
8.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XIDV vs. RODM - Yearly Performance Comparison


Correlation

The correlation between XIDV and RODM is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.89

The correlation between XIDV and RODM has been stable across timeframes, ranging from 0.89 to 0.89 - a consistent structural relationship.

XIDV vs. RODM - Sectors Allocation Comparison


Sectors
XIDV
RODM

Financial Services

30.9%
25.9%

Energy

12.1%
6.6%

Consumer Cyclical

9.1%
5.9%

Consumer Defensive

9.0%
4.1%

Industrials

8.4%
16.7%

Basic Materials

8.2%
6.3%

Utilities

7.8%
4.9%

Communication Services

5.7%
5.5%

Healthcare

5.4%
9.1%

Real Estate

2.4%
3.6%

Technology

0.9%
10.5%

Financial Services

XIDV
30.9%
RODM
25.9%

Energy

XIDV
12.1%
RODM
6.6%

Consumer Cyclical

XIDV
9.1%
RODM
5.9%

Consumer Defensive

XIDV
9.0%
RODM
4.1%

Industrials

XIDV
8.4%
RODM
16.7%

Basic Materials

XIDV
8.2%
RODM
6.3%

Utilities

XIDV
7.8%
RODM
4.9%

Communication Services

XIDV
5.7%
RODM
5.5%

Healthcare

XIDV
5.4%
RODM
9.1%

Real Estate

XIDV
2.4%
RODM
3.6%

Technology

XIDV
0.9%
RODM
10.5%

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Return for Risk

XIDV vs. RODM — 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

RODM
RODM Risk / Return Rank: 7171
Overall Rank
RODM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RODM Sortino Ratio Rank: 7070
Sortino Ratio Rank
RODM Omega Ratio Rank: 6969
Omega Ratio Rank
RODM Calmar Ratio Rank: 6969
Calmar Ratio Rank
RODM Martin Ratio Rank: 7474
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. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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.


XIDVRODMDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

3.34

3.32

+0.02

Martin ratioReturn relative to average drawdown

12.07

13.27

-1.20

XIDV vs. RODM - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.23, which is comparable to the RODM Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of XIDV and RODM, 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


XIDVRODMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.17

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

2.55

0.51

+2.05

Drawdowns

XIDV vs. RODM - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum RODM drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for XIDV and RODM.


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Drawdown Indicators


XIDVRODMDifference

Max Drawdown

Largest peak-to-trough decline

-12.15%

-35.98%

+23.83%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-7.10%

-1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-28.85%

Max Drawdown (10Y)

Largest decline over 10 years

-35.98%

Current Drawdown

Current decline from peak

-2.78%

-2.62%

-0.16%

Average Drawdown

Average peak-to-trough decline

-1.42%

-6.38%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

1.77%

+0.51%

Volatility

XIDV vs. RODM - Volatility Comparison

Franklin International Dividend Booster Index ETF (XIDV) has a higher volatility of 3.64% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.20%. This indicates that XIDV's price experiences larger fluctuations and is considered to be riskier than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XIDVRODMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.64%

3.20%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

8.60%

+1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

12.33%

10.85%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

13.45%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.80%

15.24%

-0.44%

XIDV vs. RODM - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is lower than RODM's 0.29% expense ratio.


Dividends

XIDV vs. RODM - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 4.32%, more than RODM's 2.84% yield.


PositionTTM20252024202320222021202020192018201720162015
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
2.84%3.11%4.09%4.42%3.81%4.41%2.82%2.82%2.03%2.24%3.19%2.60%
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%0.00%0.00%

Frequently Asked Questions


XIDV and RODM have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XIDV has higher volatility (3.64%) compared to RODM (3.20%). In terms of maximum drawdown, XIDV dropped -12.15% vs RODM's -35.98%.

On 1-year performance, XIDV leads with 27.41% vs 23.44% for RODM. On fees, XIDV is cheaper at 0.19% per year. On volatility, RODM has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XIDV has performed better with a 27.41% return vs 23.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XIDV is cheaper with a 0.19% expense ratio, compared with 0.29% for RODM.

XIDV has the higher dividend yield at 4.32%, compared with 2.84% for RODM.

XIDV tracks VettaFi New Frontier International Dividend Select Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: Franklin Templeton and Hartford. Their fees differ too: 0.19% for XIDV and 0.29% for RODM.

XIDV currently has the higher Sharpe Ratio (2.23 vs 2.17), 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 XIDV and RODM

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