Summary
XIDV
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 32.67% Volatility 15.37% Sharpe 2.17
Official loaded data — not a live quote.

FRANKLIN INTERNATIONAL DIVIDEND BOOSTER INDEX ETF

Symbol: XIDV

Exchange: NYSE

Sector: Financial_Services

Category: Foreign Large Value

Inception date: 21/01/2025

Latest date: 03/09/2026

Current price: $39.88

Expense ratio: 0.19%

Assets under management
$46.3M
-0.07% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

2.96%

Ann. -16.58% (Sharpe / Sortino numerator)

Volatility

21.85%

Sharpe ratio

-0.925

VaR 95%

-2.72%

CVaR 95%: -2.82%
Max drawdown: -4.81%
Sortino ratio: -1.173
Calmar ratio: -3.44

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

10.09%

Ann. 26.55% (Sharpe / Sortino numerator)

Volatility

16.36%

Sharpe ratio

1.401

VaR 95%

-1.59%

CVaR 95%: -2.41%
Max drawdown: -8.25%
Sortino ratio: 1.765
Calmar ratio: 3.22

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

15.21%

Ann. 30.05% (Sharpe / Sortino numerator)

Volatility

13.11%

Sharpe ratio

2.016

VaR 95%

-1.13%

CVaR 95%: -1.89%
Max drawdown: -8.25%
Sortino ratio: 2.541
Calmar ratio: 3.64

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

32.67%

Ann. 36.94% (Sharpe / Sortino numerator)

Volatility

15.37%

Sharpe ratio

2.167

VaR 95%

-1.15%

CVaR 95%: -2.13%
Max drawdown: -9.22%
Sortino ratio: 2.618
Calmar ratio: 4.01

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

71.53%

Ann. 38.82% (Sharpe / Sortino numerator)

Volatility

14.33%

Sharpe ratio

2.452

VaR 95%

-1.16%

CVaR 95%: -1.82%
Max drawdown: -12.15%
Sortino ratio: 3.219
Calmar ratio: 3.20

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.115%

Best day

2.631%

31/03/2026
Worst day

-2.839%

20/03/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $39.91 $39.98 $39.88 $39.88 3,700
02/09/2026 $39.41 $39.47 $39.32 $39.40 1,700
01/09/2026 $39.53 $39.53 $39.29 $39.29 7,500
31/08/2026 $39.54 $39.54 $39.48 $39.53 1,600
28/08/2026 $39.59 $39.59 $39.31 $39.41 2,900
27/08/2026 $39.21 $39.48 $39.21 $39.43 1,600
26/08/2026 $39.44 $39.51 $39.44 $39.48 2,600
25/08/2026 $39.76 $39.82 $39.65 $39.77 1,200
24/08/2026 $39.61 $39.84 $39.61 $39.77 3,800
21/08/2026 $39.73 $39.73 $39.73 $39.73 200