FRANKLIN U.S. CORE DIVIDEND TILT INDEX ETF
Symbol: UDIV
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 01/06/2016
Latest date: 21/07/2026
Current price: $60.26
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
0.21%
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
7.92%
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
13.35%
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
24.39%
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
44.70%
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
81.52%
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: 21/07/2025 - 21/07/2026.
Average daily return
0.09%
Best day
2.843%
Worst day
-2.731%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 21/07/2026 | $60.19 | $60.29 | $59.91 | $60.26 | 3,200 |
| 20/07/2026 | $60.03 | $60.14 | $59.56 | $59.59 | 17,200 |
| 17/07/2026 | $59.91 | $60.01 | $59.77 | $59.81 | 2,200 |
| 16/07/2026 | $60.43 | $60.63 | $60.16 | $60.30 | 5,800 |
| 15/07/2026 | $60.74 | $60.74 | $60.36 | $60.66 | 5,400 |
| 14/07/2026 | $60.62 | $66.50 | $60.30 | $60.48 | 2,700 |
| 13/07/2026 | $60.57 | $60.57 | $60.21 | $60.24 | 3,300 |
| 10/07/2026 | $60.60 | $60.78 | $60.60 | $60.74 | 4,800 |
| 09/07/2026 | $60.22 | $60.48 | $60.12 | $60.41 | 13,200 |
| 08/07/2026 | $59.81 | $59.91 | $59.48 | $59.91 | 8,600 |