YLDE vs. RDIV
YLDE (ClearBridge Dividend Strategy ESG ETF) and RDIV (Invesco S&P Ultra Dividend Revenue ETF) are both exchange-traded funds - YLDE is a Dividend fund actively managed by Franklin Templeton, while RDIV is a Mid Cap Value Equities fund tracking the S&P 900 Dividend Revenue-Weighted Index. YLDE is actively managed, while RDIV is passively managed. Over the past 5 years, YLDE returned 10.08%/yr vs 11.36%/yr for RDIV. A 0.61 correlation means they provide meaningful diversification when combined. YLDE charges 0.60%/yr vs 0.39%/yr for RDIV.
Performance
YLDE vs. RDIV - Performance Comparison
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Returns By Period
In the year-to-date period, YLDE achieves a 4.91% return, which is significantly lower than RDIV's 13.79% return.
YLDE
- 1D
- 0.06%
- 1M
- -0.48%
- YTD
- 4.91%
- 6M
- 4.69%
- 1Y
- 14.35%
- 3Y*
- 14.52%
- 5Y*
- 10.08%
- 10Y*
- —
RDIV
- 1D
- 1.18%
- 1M
- 0.13%
- YTD
- 13.79%
- 6M
- 13.59%
- 1Y
- 28.68%
- 3Y*
- 19.82%
- 5Y*
- 11.36%
- 10Y*
- 11.03%
YLDE vs. RDIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
YLDE ClearBridge Dividend Strategy ESG ETF | 4.91% | 13.09% | 16.44% | 15.69% | -8.56% | 22.12% | 10.35% | 32.46% | -5.74% | 11.35% |
RDIV Invesco S&P Ultra Dividend Revenue ETF | 13.79% | 12.36% | 15.17% | 4.66% | 7.16% | 29.12% | -9.31% | 22.62% | -4.78% | 13.29% |
Correlation
The correlation between YLDE and RDIV is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 23, 2017 | 0.61 |
The correlation between YLDE and RDIV shifts across timeframes, from 0.61 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
YLDE vs. RDIV — Risk / Return Rank
YLDE
RDIV
YLDE vs. RDIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Dividend Strategy ESG ETF (YLDE) and Invesco S&P Ultra Dividend Revenue ETF (RDIV). 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.
| YLDE | RDIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 5.95 | -4.05 |
| Martin ratioReturn relative to average drawdown | 6.97 | 17.00 | -10.03 |
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Drawdowns
YLDE vs. RDIV - Drawdown Comparison
The maximum YLDE drawdown since its inception was -33.23%, smaller than the maximum RDIV drawdown of -49.97%. Use the drawdown chart below to compare losses from any high point for YLDE and RDIV.
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Drawdown Indicators
| YLDE | RDIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.23% | -49.97% | +16.74% |
Max Drawdown (1Y)Largest decline over 1 year | -7.59% | -4.84% | -2.75% |
Max Drawdown (3Y)Largest decline over 3 years | -11.42% | -17.91% | +6.49% |
Max Drawdown (5Y)Largest decline over 5 years | -20.22% | -24.89% | +4.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.97% | — |
Current DrawdownCurrent decline from peak | -1.76% | -2.54% | +0.78% |
Average DrawdownAverage peak-to-trough decline | -3.54% | -5.84% | +2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.69% | +0.37% |
Volatility
YLDE vs. RDIV - Volatility Comparison
The current volatility for ClearBridge Dividend Strategy ESG ETF (YLDE) is 2.49%, while Invesco S&P Ultra Dividend Revenue ETF (RDIV) has a volatility of 4.58%. This indicates that YLDE experiences smaller price fluctuations and is considered to be less risky than RDIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YLDE | RDIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.49% | 4.58% | -2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 6.87% | 9.01% | -2.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.39% | 13.41% | -4.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 17.48% | -3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 21.89% | -6.16% |
YLDE vs. RDIV - Expense Ratio Comparison
YLDE has a 0.60% expense ratio, which is higher than RDIV's 0.39% expense ratio.
Dividends
YLDE vs. RDIV - Dividend Comparison
YLDE's dividend yield for the trailing twelve months is around 6.98%, more than RDIV's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDIV Invesco S&P Ultra Dividend Revenue ETF | 3.72% | 3.94% | 4.08% | 3.93% | 3.44% | 3.31% | 4.93% | 3.84% | 4.32% | 4.26% | 2.20% | 4.49% |
YLDE ClearBridge Dividend Strategy ESG ETF | 6.98% | 5.68% | 1.69% | 1.64% | 1.68% | 1.15% | 1.46% | 1.65% | 2.25% | 1.31% | 0.00% | 0.00% |
Frequently Asked Questions
YLDE and RDIV have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDIV has higher volatility (4.58%) compared to YLDE (2.49%). In terms of maximum drawdown, YLDE dropped -33.23% vs RDIV's -49.97%.
On 5-year performance, RDIV leads with 11.36% vs 10.08% for YLDE. On fees, RDIV is cheaper at 0.39% per year. On volatility, YLDE has been the lower-risk option at 2.49%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, RDIV has performed better with a 11.36% return vs 10.08%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RDIV is cheaper with a 0.39% expense ratio, compared with 0.60% for YLDE.
YLDE has the higher dividend yield at 6.98%, compared with 3.72% for RDIV.
YLDE is categorized as Dividend, while RDIV is Mid Cap Value Equities. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.60% for YLDE and 0.39% for RDIV.
RDIV currently has the higher Sharpe Ratio (2.15 vs 1.54), 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.
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