FRANKLIN U.S. CORE DIVIDEND TILT INDEX ETF
Symbol: UDIV
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 01/06/2016
Latest date: 15/10/2026
Current price: $61.65
Expense ratio: 0.06%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
1.56%
Ann. -35.64% (Sharpe / Sortino numerator)
Volatility
17.72%
Sharpe ratio
-2.216
VaR 95%
-1.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
1.95%
Ann. -8.92% (Sharpe / Sortino numerator)
Volatility
14.39%
Sharpe ratio
-0.872
VaR 95%
-1.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
11.82%
Ann. -1.07% (Sharpe / Sortino numerator)
Volatility
13.61%
Sharpe ratio
-0.345
VaR 95%
-1.53%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.31%
Ann. 19.39% (Sharpe / Sortino numerator)
Volatility
18.50%
Sharpe ratio
0.852
VaR 95%
-1.54%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
41.20%
Ann. 16.08% (Sharpe / Sortino numerator)
Volatility
16.19%
Sharpe ratio
0.769
VaR 95%
-1.55%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
93.13%
Ann. 19.59% (Sharpe / Sortino numerator)
Volatility
14.83%
Sharpe ratio
1.076
VaR 95%
-1.45%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 15/10/2025 - 15/10/2026.
Average daily return
0.077%
Best day
2.843%
Worst day
-2.716%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $61.23 | $61.65 | $61.12 | $61.65 | 3,700 |
| 14/10/2026 | $62.07 | $62.07 | $61.36 | $61.46 | 7,200 |
| 13/10/2026 | $62.27 | $62.29 | $62.09 | $62.21 | 5,000 |
| 12/10/2026 | $62.22 | $62.31 | $62.19 | $62.24 | 4,900 |
| 09/10/2026 | $62.11 | $62.34 | $62.11 | $62.34 | 6,500 |
| 08/10/2026 | $62.10 | $62.16 | $61.88 | $62.03 | 9,800 |
| 07/10/2026 | $62.22 | $62.28 | $62.03 | $62.26 | 4,400 |
| 06/10/2026 | $62.51 | $62.59 | $62.47 | $62.47 | 2,800 |
| 05/10/2026 | $61.74 | $62.13 | $60.87 | $62.00 | 6,700 |
| 02/10/2026 | $61.89 | $62.21 | $61.61 | $61.72 | 4,400 |