XWD.TO vs. FLVI.NEO

Last updated Jun 6, 2026

XWD.TO (iShares MSCI World Index ETF) and FLVI.NEO (Franklin International Low Volatility High Dividend Index ETF) are both exchange-traded funds - XWD.TO is a Global Equities fund tracking the Morningstar Gbl GR CAD, while FLVI.NEO is a International Equity fund tracking the Franklin International ex North America Low Volatility High Dividend Index. Both are passively managed.

Performance

XWD.TO vs. FLVI.NEO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in iShares MSCI World Index ETF (XWD.TO) and Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XWD.TO

• 1D: -2.18%
• 1M: 2.08%
• YTD: 9.55%
• 6M: 9.13%
• 1Y: 25.98%
• 3Y*: 20.76%
• 5Y*: 14.33%
• 10Y*: 13.28%

FLVI.NEO

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

XWD.TO vs. FLVI.NEO — Risk / Return Rank

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

XWD.TO

XWD.TO Risk / Return Rank: 74
XWD.TO Sharpe Ratio Rank: 74
XWD.TO Sortino Ratio Rank: 73
XWD.TO Omega Ratio Rank: 74
XWD.TO Calmar Ratio Rank: 72
XWD.TO Martin Ratio Rank: 77

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.

XWD.TO vs. FLVI.NEO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Index ETF (XWD.TO) and Franklin International Low Volatility High Dividend Index ETF (FLVI.NEO). 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.

	XWD.TO	FLVI.NEO	Difference
Sharpe ratio: Return per unit of total volatility	2.20	—	—
Sortino ratio: Return per unit of downside risk	3.04	—	—
Omega ratio: Gain probability vs. loss probability	1.40	—	—
Calmar ratio: Return relative to maximum drawdown	3.38	—	—
Martin ratio: Return relative to average drawdown	13.79	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	XWD.TO	FLVI.NEO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.87	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.89	—	—

Drawdowns

Drawdown Indicators

	XWD.TO	FLVI.NEO	Difference
Max Drawdown Largest peak-to-trough decline	-27.48%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.71%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.77%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-21.56%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-27.48%	—	—
Current Drawdown Current decline from peak	-2.47%	—	—
Average Drawdown Average peak-to-trough decline	-3.52%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	—	—

Volatility

Volatility by Period

	XWD.TO	FLVI.NEO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.33%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.75%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.38%	—	—

Dividends

XWD.TO vs. FLVI.NEO - Dividend Comparison

XWD.TO's dividend yield for the trailing twelve months is around 1.21%, while FLVI.NEO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FLVI.NEO Franklin International Low Volatility High Dividend Index ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XWD.TO iShares MSCI World Index ETF	1.21%	1.33%	1.19%	1.39%	1.35%	1.21%	1.06%	1.77%	1.94%	1.64%	1.83%	1.84%

Frequently Asked Questions

What is the main difference between XWD.TO and FLVI.NEO?

XWD.TO is categorized as Global Equities, while FLVI.NEO is International Equity. XWD.TO tracks Morningstar Gbl GR CAD, while FLVI.NEO tracks Franklin International ex North America Low Volatility High Dividend Index. They also come from different issuers: iShares and Franklin Templeton.