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Franklin International Core Dividend Tilt Index ETF (DIVI)

31.42 +0.19 (+0.61%)
At close: April 26 at 4:00 PM EDT

ETF Summary

The fund invests at least 80% of its assets in the component securities of the index and in depositary receipts representing such securities. The index is based on the Morningstar® Developed Markets ex-North America Target Market Exposure Index and is constructed by applying an optimization process to the Parent Index that aims to deliver a higher dividend yield than the Parent Index, while limiting expected tracking error to the Parent Index.

Risk Overview

Performance & Risk

YTD Return 2.27%
5y Average Return 9.25%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.87
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DIVICategory AverageDIVICategory AverageDIVICategory Average
Alpha 8.42 3.02 4.64 0.65 0 -0.46
BETA 0.87 0.97 0.77 1.03 0 1.02
Mean Annual Return 0.97 0.52 0.9 0.68 0 0.41
R-squared 88.24 88.24 83.34 89.57 0 89.1
Standard Deviation 15.2 16.88 14.82 19.19 0 16.16
Sharpe Ratio 0.57 0.2 0.58 0.31 0 0.21
Treynor Ratio 9.22 2.22 10.38 4.24 0 2.15

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