XUDV vs. DES

Last updated Jul 18, 2026

XUDV (Franklin U.S. Dividend Booster Index ETF) and DES (WisdomTree U.S. SmallCap Dividend Fund) are both exchange-traded funds - XUDV is a Dividend fund tracking the VettaFi New Frontier U.S. Dividend Select Index, while DES is a Small Cap Blend Equities fund tracking the WisdomTree SmallCap Dividend (TR). Both are passively managed. Over the past year, XUDV returned 29.44% vs 28.44% for DES. A 0.79 correlation means they provide meaningful diversification when combined. XUDV charges 0.09%/yr vs 0.38%/yr for DES.

Performance

XUDV vs. DES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin U.S. Dividend Booster Index ETF (XUDV) and WisdomTree U.S. SmallCap Dividend Fund (DES). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XUDV having a 24.72% return and DES slightly lower at 23.57%.

XUDV

• 1D: -0.25%
• 1M: 4.35%
• 6M: 18.87%
• YTD: 24.72%
• 1Y: 29.44%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DES

• 1D: -0.85%
• 1M: 5.27%
• 6M: 15.85%
• YTD: 23.57%
• 1Y: 28.44%
• 3Y*: 14.09%
• 5Y*: 8.83%
• 10Y*: 8.21%

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

XUDV vs. DES - Yearly Performance Comparison

	2026 (YTD)	2025
XUDV Franklin U.S. Dividend Booster Index ETF	24.72%	8.52%
DES WisdomTree U.S. SmallCap Dividend Fund	23.57%	-0.82%

Correlation

The correlation between XUDV and DES is 0.74, 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	0.74
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025	0.79

The correlation between XUDV and DES has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.

XUDV vs. DES - Sectors Allocation Comparison

Sectors	XUDV	DES
Financial Services	23.7%	24.8%
Consumer Defensive	16.3%	4.1%
Technology	12.6%	6.0%
Industrials	12.1%	13.4%
Consumer Cyclical	8.0%	16.0%
Healthcare	7.8%	2.0%
Communication Services	6.8%	2.8%
Energy	6.2%	10.2%
Utilities	3.9%	4.2%
Basic Materials	1.2%	6.3%
Real Estate	-	10.1%

Return for Risk

XUDV vs. DES — Risk / Return Rank

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

XUDV

XUDV Risk / Return Rank: 90
XUDV Sharpe Ratio Rank: 91
XUDV Sortino Ratio Rank: 91
XUDV Omega Ratio Rank: 86
XUDV Calmar Ratio Rank: 92
XUDV Martin Ratio Rank: 90

DES

DES Risk / Return Rank: 74
DES Sharpe Ratio Rank: 70
DES Sortino Ratio Rank: 75
DES Omega Ratio Rank: 67
DES Calmar Ratio Rank: 85
DES Martin Ratio Rank: 74

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.

XUDV vs. DES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin U.S. Dividend Booster Index ETF (XUDV) and WisdomTree U.S. SmallCap Dividend Fund (DES). 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.

	XUDV	DES	Difference
Sharpe ratio: Return per unit of total volatility	2.40	1.78	+0.62
Sortino ratio: Return per unit of downside risk	3.38	2.70	+0.68
Omega ratio: Gain probability vs. loss probability	1.41	1.32	+0.09
Calmar ratio: Return relative to maximum drawdown	4.67	3.74	+0.93
Martin ratio: Return relative to average drawdown	15.64	10.74	+4.90

XUDV vs. DES - Sharpe Ratio Comparison

The current XUDV Sharpe Ratio is 2.40, which is higher than the DES Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of XUDV and DES, 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

XUDV vs. DES - Drawdown Comparison

The maximum XUDV drawdown since its inception was -15.98%, smaller than the maximum DES drawdown of -65.48%. Use the drawdown chart below to compare losses from any high point for XUDV and DES.

Drawdown Indicators

	XUDV	DES	Difference
Max Drawdown Largest peak-to-trough decline	-15.98%	-65.48%	+49.50%
Max Drawdown (1Y) Largest decline over 1 year	-6.34%	-7.64%	+1.30%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.16%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-45.65%	—
Current Drawdown Current decline from peak	-0.25%	-0.85%	+0.60%
Average Drawdown Average peak-to-trough decline	-2.00%	-9.63%	+7.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.66%	-0.77%

Volatility

XUDV vs. DES - Volatility Comparison

Franklin U.S. Dividend Booster Index ETF (XUDV) and WisdomTree U.S. SmallCap Dividend Fund (DES) have volatilities of 3.64% and 3.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XUDV	DES	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.79%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	8.67%	11.07%	-2.40%
Volatility (1Y) Calculated over the trailing 1-year period	12.31%	16.04%	-3.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.07%	19.46%	-3.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.07%	21.92%	-5.85%

XUDV vs. DES - Expense Ratio Comparison

XUDV has a 0.09% expense ratio, which is lower than DES's 0.38% expense ratio.

Dividends

XUDV vs. DES - Dividend Comparison

XUDV's dividend yield for the trailing twelve months is around 3.34%, more than DES's 2.24% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DES WisdomTree U.S. SmallCap Dividend Fund	2.24%	2.85%	2.81%	2.65%	2.89%	2.31%	2.75%	2.68%	3.65%	2.89%	2.70%	3.09%
XUDV Franklin U.S. Dividend Booster Index ETF	3.34%	3.80%	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 XUDV and DES in my portfolio?

XUDV and DES have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XUDV or DES?

DES has higher volatility (3.79%) compared to XUDV (3.64%). In terms of maximum drawdown, XUDV dropped -15.98% vs DES's -65.48%.

Which ETF is better, XUDV or DES?

On 1-year performance, XUDV leads with 29.44% vs 28.44% for DES. On fees, XUDV is cheaper at 0.09% per year. On volatility, XUDV 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, XUDV or DES?

Over the 1-year period, XUDV has performed better with a 29.44% return vs 28.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XUDV or DES?

XUDV is cheaper with a 0.09% expense ratio, compared with 0.38% for DES.

Which ETF pays a higher dividend yield, XUDV or DES?

XUDV has the higher dividend yield at 3.34%, compared with 2.24% for DES.

What is the main difference between XUDV and DES?

XUDV is categorized as Dividend, while DES is Small Cap Blend Equities. XUDV tracks VettaFi New Frontier U.S. Dividend Select Index, while DES tracks WisdomTree SmallCap Dividend (TR). They also come from different issuers: Franklin and WisdomTree. Their fees differ too: 0.09% for XUDV and 0.38% for DES.

Which has better risk-adjusted returns?

XUDV currently has the higher Sharpe Ratio (2.40 vs 1.78), 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.