- ISIN
- US35473P4708
- CUSIP
- 35473P470
- Issuer
- Franklin Templeton
- Inception Date
- Jan 12, 2021
- Region
- Global (Broad)
- Category
- Technology Equities, Cloud Computing
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Assets Under Management
- $4M
Share Price Chart
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Performance
XDAT Performance Chart
Franklin Exponential Data ETF (XDAT) is down 7.3% since the beginning of the year. XDAT is currently trading at $24 per share. Investors who bought $1,000 worth of XDAT shares 5 years ago would now be looking at an investment worth $896.
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Returns By Period
Franklin Exponential Data ETF (XDAT) has returned -7.27% so far this year and -7.79% over the past 12 months.
Franklin Exponential Data ETF
- 1D
- -2.12%
- 1M
- -1.52%
- YTD
- -7.27%
- 6M
- -9.28%
- 1Y
- -7.79%
- 3Y*
- 9.17%
- 5Y*
- -2.18%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
XDAT Monthly Returns History
Based on dividend-adjusted daily data since Jan 14, 2021, XDAT's average daily return is +0.01%, while the average monthly return is +0.18%. At this rate, an investment would double in approximately 32.1 years.
Historically, 48% of months were positive and 52% were negative. The best month was Nov 2023 with a return of +17.9%, while the worst month was Jan 2022 at -15.9%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.
On a daily basis, XDAT closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was May 9, 2022 at -7.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -9.09% | -7.86% | -2.70% | 7.73% | 15.10% | -8.25% | -7.27% | ||||||
| 2025 | 5.43% | -5.16% | -11.68% | 6.31% | 9.56% | 4.71% | -1.45% | -0.40% | 4.37% | 1.96% | -8.53% | -1.01% | 1.87% |
| 2024 | 3.76% | 4.19% | -3.52% | -6.42% | -1.55% | 9.01% | -4.01% | 4.97% | 2.43% | 2.72% | 10.28% | -4.85% | 16.54% |
| 2023 | 8.23% | -0.31% | 4.36% | -3.66% | 11.50% | 5.06% | 3.40% | -4.23% | -4.56% | -1.71% | 17.87% | 4.76% | 45.77% |
| 2022 | -15.85% | -2.87% | 1.30% | -15.71% | -11.40% | -3.97% | 8.32% | 0.53% | -11.37% | 1.33% | -1.95% | -4.67% | -45.71% |
| 2021 | -0.73% | 1.85% | -8.02% | 6.64% | -1.01% | 10.32% | 1.37% | 4.63% | -5.85% | 8.87% | -5.41% | -1.59% | 9.61% |
Benchmark Metrics
Franklin Exponential Data ETF has an annualized alpha of -14.60%, beta of 1.39, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since January 14, 2021.
- This ETF participated in 125.87% of S&P 500 Index downside but only 70.13% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -14.60% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -14.60%
- Beta
- 1.39
- R²
- 0.63
- Upside Capture
- 70.13%
- Downside Capture
- 125.87%
Expense Ratio
XDAT has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
XDAT ranks 6 for risk / return — in the bottom 6% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XDAT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.35 | ||
| Sortino ratioReturn per unit of downside risk | -3.04 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.78 | -3.05 |
| Martin ratioReturn relative to average drawdown | -0.55 | 12.44 | -12.99 |
Dividends
Dividend History
Franklin Exponential Data ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.03 |
Dividend yield | 0.00% | 0.00% | 0.13% |
Monthly Dividends
The table displays the monthly dividend distributions for Franklin Exponential Data ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.03 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Franklin Exponential Data ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Franklin Exponential Data ETF was 54.87%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
The current Franklin Exponential Data ETF drawdown is 22.42%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -54.87%Nov 2022 | 12mo 4d | — | 4y 7moNov 2021 - now |
2021 correction2021 | -18.66%May 2021 | 2mo 26d | 1mo 16d | 4mo 12dFeb 2021 - Jun 2021 |
2021 pullback2021 | -9.48%Oct 2021 | 27d | 14d | 1mo 11dSep 2021 - Oct 2021 |
2021 pullback2021 | -4.63%Aug 2021 | 13d | 8d | 21dAug 2021 - Aug 2021 |
2021 pullback2021 | -4.16%Jan 2021 | 2d | 6d | 8dJan 2021 - Feb 2021 |
Drawdown Indicators
| XDAT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.87% | -56.78% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -29.56% | -9.10% | -20.46% |
Max Drawdown (3Y)Largest decline over 3 years | -29.56% | -18.90% | -10.66% |
Max Drawdown (5Y)Largest decline over 5 years | -54.87% | -25.43% | -29.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -22.42% | -1.80% | -20.62% |
Average DrawdownAverage peak-to-trough decline | -25.85% | -10.71% | -15.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.13% | 2.03% | +12.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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