Franklin International Core Dividend Tilt Index ETF

10-Year Study

DIVI.US · · US · ETF

Executive Summary: Franklin International Core Dividend Tilt Index ETF has compounded at 11.3% annually over the last 10 years, with a maximum drawdown of 17.6% and an annualized volatility of 15.4%.

1Y CAGR
+26.7%
3Y CAGR
+19.3%
5Y CAGR
+13.6%
10Y CAGR
+11.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
17.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.85
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +34.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.74.5-7.36.1————————8.6%
20254.92.71.03.74.52.8-1.64.72.11.41.23.134.9%
2024-0.52.33.0-3.24.9-1.92.93.11.2-5.4-0.9-2.62.4%
20238.6-3.32.73.0-4.04.43.2-4.2-2.9-2.88.15.919.0%
2022-2.9-0.92.9-1.20.4-5.04.3-5.5-10.36.414.1-1.2-1.2%
2021-0.41.64.51.62.31.41.31.0-3.72.7-0.44.016.9%
2020-0.4-6.3-11.03.55.20.9-1.82.50.7-3.810.40.9-0.9%
20195.33.22.11.4-2.94.30.7-0.32.91.51.71.123.0%
2018-0.8-2.2-1.23.10.60.12.5-0.50.1-6.32.3-4.3-6.7%
2017-0.43.13.80.72.6-1.2-0.21.11.02.20.50.414.2%
2016——————5.2-1.21.1-1.0-0.23.17.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 71.8% of variance. Idiosyncratic stock-specific factors contribute 3.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-06-0110000
2016-07-0110515.989358525398
2016-08-0110391.929310204416
2016-09-0110504.31631240329
2016-10-0110397.222900887695
2016-11-0110373.537475907375
2016-12-0110699.771968401335
2017-01-0110657.219643293427
2017-02-0110985.829464940141
2017-03-0111407.687922469257
2017-04-0111488.313380568452
2017-05-0111782.175530037735
2017-06-0111636.262453511417
2017-07-0111612.169829247767
2017-08-0111737.451475418737
2017-09-0111853.096071884245
2017-10-0112113.296413931645
2017-11-0112171.118712164402
2017-12-0112222.629421505551
2018-01-0112130.466650378696
2018-02-0111865.176317289683
2018-03-0111720.484838613349
2018-04-0112082.2814018514
2018-05-0112154.627141189565
2018-06-0112166.23232076445
2018-07-0112472.31044873361
2018-08-0112413.741618481417
2018-09-0112420.053207373021
2018-10-0111637.551917908624
2018-11-0111910.918370117
2018-12-0111399.679669897114
2019-01-0112003.149007791078
2019-02-0112390.191926595542
2019-03-0112650.935201020711
2019-04-0112823.044764774548
2019-05-0112451.27181909493
2019-06-0112991.761001167306
2019-07-0113085.14537014415
2019-08-0113050.261964872274
2019-09-0113434.658088335098
2019-10-0113633.710671335884
2019-11-0113865.20346390857
2019-12-0114019.59985883758
2020-01-0113967.817683307545
2020-02-0113086.366967994136
2020-03-0111649.835762955725
2020-04-0112061.039172571056
2020-05-0112682.425278931509
2020-06-0112792.233352335967
2020-07-0112566.577082824335
2020-08-0112875.980671607353
2020-09-0112970.586638434183
2020-10-0112475.228710264137
2020-11-0113776.976952520563
2020-12-0113896.897141461031
2021-01-0113844.707766647663
2021-02-0114066.088443684339
2021-03-0114693.378939653068
2021-04-0114935.051714308982
2021-05-0115281.103238591633
2021-06-0115501.940983250535
2021-07-0115702.96169612075
2021-08-0115859.258354371963
2021-09-0115278.32071015555
2021-10-0115689.727719412547
2021-11-0115634.48434997421
2021-12-0116252.27352933192
2022-01-0115780.125960311643
2022-02-0115638.963542090834
2022-03-0116095.841137986265
2022-04-0115898.756684854903
2022-05-0115966.487498982
2022-06-0115163.354779162255
2022-07-0115812.634036430763
2022-08-0114937.291310367293
2022-09-0113397.738686646579
2022-10-0114251.567717240818
2022-11-0116258.856584412411
2022-12-0116055.935608219997
2023-01-0117434.305182289547
2023-02-0116863.004587778592
2023-03-0117317.9140538046
2023-04-0117829.967152591144
2023-05-0117125.173059695415
2023-06-0117883.44599180172
2023-07-0118464.65510220702
2023-08-0117681.543013817627
2023-09-0117165.553655292235
2023-10-0116685.805032983142
2023-11-0118045.036240736215
2023-12-0119101.514781333986
2024-01-0119002.090289654425
2024-02-0119430.871135000136
2024-03-0120014.251974916526
2024-04-0119380.0390911312
2024-05-0120337.500339332735
2024-06-0119961.04460189483
2024-07-0120548.497434644512
2024-08-0121183.864049732605
2024-09-0121432.05201292179
2024-10-0120268.683660450093
2024-11-0120087.683579010234
2024-12-0119560.021174362733
2025-01-0120518.093221489264
2025-02-0121072.155713005945
2025-03-0121272.837093140046
2025-04-0122069.183158237644
2025-05-0123067.839400602654
2025-06-0123704.22401389907
2025-07-0123325.121481119528
2025-08-0124422.523549691887
2025-09-0124937.766376197844
2025-10-0125291.96188614708
2025-11-0125606.116133235606
2025-12-0126393.30021445829
2026-01-0127893.150908054402
2026-02-0129148.68203165296
2026-03-0127017.672448896494
2026-04-0128660.042891657846
Annual Return Matrix
YearAnnual Return
20170.14232615962298367
2018-0.06733000921720389
20190.2298240182887623
2020-0.00875222678336296
20210.16948937333958414
2022-0.01208064341014048
20230.1896855622387259
20240.024003666634690113
20250.3493492659942472
20260.085883260478272
Total Factor Risk
0.15413262936311356
VTI.US Exposure
-0.13557643920183113
VEA.US Exposure
0.7183996402122357
VWO.US Exposure
-0.005028359835040041
QQQ.US Exposure
0.020315908392981148
VTV.US Exposure
0.05929539616439627
IJR.US Exposure
-0.014443397797253983
QUAL.US Exposure
0.059851734682712404
SHV.US Exposure
0.24346287683737336
TLT.US Exposure
-0.022439012679836026
LQD.US Exposure
0.060513027315332625
HYG.US Exposure
-0.04024787847049888
GLD.US Exposure
-0.019794489395700943
USO.US Exposure
0.011415405911776467
VNQ.US Exposure
0.021891589258096134
BTC-USD.CC Exposure
-0.004250401557778613
CPER.US Exposure
0.001584769085304747
VIX.INDX Exposure
0.008170566877126433
UUP.US Exposure
-0.020910287721940132
TIP.US Exposure
0.02262874305438618
Idiosyncratic Exposure
0.03516060886815839
Value Score
44.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.39%
Market Cap$62.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$72
Avg Yield on Cost
0.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$72.050.72%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin International Core Dividend Tilt Index ETF a high-risk investment?

Franklin International Core Dividend Tilt Index ETF (DIVI.US) has an annualized volatility of 15.4% and experienced a maximum drawdown of 17.6% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of DIVI.US?

Over the past 10 years, DIVI.US has generated a Compound Annual Growth Rate (CAGR) of 11.3%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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