XIDV vs. VEU

Last updated Jul 12, 2026

XIDV (Franklin International Dividend Booster Index ETF) and VEU (Vanguard FTSE All-World ex-US ETF) are both Foreign Large Cap Equities funds - XIDV tracks the VettaFi New Frontier International Dividend Select Index while VEU tracks the FTSE All-World ex US Index. Both are passively managed. Over the past year, XIDV returned 27.53% vs 28.06% for VEU. Their correlation of 0.81 suggests significant overlap in exposure. XIDV charges 0.19%/yr vs 0.04%/yr for VEU.

Performance

XIDV vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Dividend Booster Index ETF (XIDV) and Vanguard FTSE All-World ex-US ETF (VEU). 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 VEU's 14.22% return.

XIDV

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

VEU

• 1D: 0.40%
• 1M: 0.12%
• 6M: 10.61%
• YTD: 14.22%
• 1Y: 28.06%
• 3Y*: 19.11%
• 5Y*: 9.04%
• 10Y*: 9.85%

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

XIDV vs. VEU - Yearly Performance Comparison

	2026 (YTD)	2025
XIDV Franklin International Dividend Booster Index ETF	13.30%	40.77%
VEU Vanguard FTSE All-World ex-US ETF	14.22%	29.11%

Correlation

The correlation between XIDV and VEU is 0.80, 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	0.80
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.81

The correlation between XIDV and VEU has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.

XIDV vs. VEU - Sectors Allocation Comparison

Sectors	XIDV	VEU
Financial Services	33.5%	22.6%
Energy	11.1%	4.7%
Consumer Defensive	8.9%	4.9%
Industrials	8.7%	15.0%
Consumer Cyclical	8.5%	8.0%
Basic Materials	7.8%	7.1%
Utilities	7.6%	3.0%
Healthcare	5.3%	6.7%
Communication Services	5.3%	4.5%
Real Estate	2.1%	1.9%
Technology	0.9%	21.6%

Return for Risk

XIDV vs. VEU — 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

VEU

VEU Risk / Return Rank: 62
VEU Sharpe Ratio Rank: 62
VEU Sortino Ratio Rank: 60
VEU Omega Ratio Rank: 63
VEU Calmar Ratio Rank: 60
VEU Martin Ratio Rank: 63

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. VEU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Dividend Booster Index ETF (XIDV) and Vanguard FTSE All-World ex-US ETF (VEU). 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	VEU	Difference
Sharpe ratio: Return per unit of total volatility	2.14	1.65	+0.49
Sortino ratio: Return per unit of downside risk	2.97	2.28	+0.69
Omega ratio: Gain probability vs. loss probability	1.39	1.30	+0.09
Calmar ratio: Return relative to maximum drawdown	3.28	2.38	+0.90
Martin ratio: Return relative to average drawdown	11.52	8.99	+2.53

XIDV vs. VEU - Sharpe Ratio Comparison

The current XIDV Sharpe Ratio is 2.14, which is higher than the VEU Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of XIDV and VEU, 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. VEU - Drawdown Comparison

The maximum XIDV drawdown since its inception was -12.15%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for XIDV and VEU.

Drawdown Indicators

	XIDV	VEU	Difference
Max Drawdown Largest peak-to-trough decline	-12.15%	-61.52%	+49.37%
Max Drawdown (1Y) Largest decline over 1 year	-8.25%	-11.43%	+3.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.69%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.98%	—
Current Drawdown Current decline from peak	-0.70%	-2.03%	+1.33%
Average Drawdown Average peak-to-trough decline	-1.43%	-13.07%	+11.64%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.35%	3.03%	-0.68%

Volatility

XIDV vs. VEU - Volatility Comparison

The current volatility for Franklin International Dividend Booster Index ETF (XIDV) is 3.77%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 6.16%. This indicates that XIDV experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XIDV	VEU	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.77%	6.16%	-2.39%
Volatility (6M) Calculated over the trailing 6-month period	10.48%	14.64%	-4.16%
Volatility (1Y) Calculated over the trailing 1-year period	12.65%	16.56%	-3.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.65%	16.29%	-1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.65%	17.03%	-2.38%

XIDV vs. VEU - Expense Ratio Comparison

XIDV has a 0.19% expense ratio, which is higher than VEU's 0.04% 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. VEU - Dividend Comparison

XIDV's dividend yield for the trailing twelve months is around 6.02%, more than VEU's 2.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEU Vanguard FTSE All-World ex-US ETF	2.54%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
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%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XIDV and VEU in my portfolio?

XIDV and VEU have a correlation of 0.80, 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 VEU?

VEU has higher volatility (6.16%) compared to XIDV (3.77%). In terms of maximum drawdown, XIDV dropped -12.15% vs VEU's -61.52%.

Which ETF is better, XIDV or VEU?

On 1-year performance, VEU leads with 28.06% vs 27.53% for XIDV. On fees, VEU is cheaper at 0.04% 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 VEU?

Over the 1-year period, VEU has performed better with a 28.06% 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 VEU?

VEU is cheaper with a 0.04% expense ratio, compared with 0.19% for XIDV.

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

XIDV has the higher dividend yield at 6.02%, compared with 2.54% for VEU.

What is the main difference between XIDV and VEU?

XIDV tracks VettaFi New Frontier International Dividend Select Index, while VEU tracks FTSE All-World ex US Index. They also come from different issuers: Franklin Templeton and Vanguard. Their fees differ too: 0.19% for XIDV and 0.04% for VEU.

Which has better risk-adjusted returns?

XIDV currently has the higher Sharpe Ratio (2.14 vs 1.65), 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.