BUYZ vs. XDAT

Last updated Jul 15, 2026

BUYZ (Franklin Disruptive Commerce ETF) and XDAT (Franklin Exponential Data ETF) are both exchange-traded funds - BUYZ is a Large Cap Growth Equities fund actively managed by Franklin Templeton, while XDAT is a Technology Equities fund actively managed by Franklin Templeton. Both are actively managed. Over the past 5 years, BUYZ returned -7.25%/yr vs -0.62%/yr for XDAT. Their correlation of 0.86 suggests significant overlap in exposure. Both charge a 0.50% expense ratio.

Performance

BUYZ vs. XDAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Franklin Exponential Data ETF (XDAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BUYZ achieves a -12.43% return, which is significantly lower than XDAT's -0.59% return.

BUYZ

• 1D: 0.41%
• 1M: 5.54%
• 6M: -14.05%
• YTD: -12.43%
• 1Y: -13.11%
• 3Y*: 9.09%
• 5Y*: -7.25%
• 10Y*: —

XDAT

• 1D: 2.00%
• 1M: 5.77%
• 6M: 0.15%
• YTD: -0.59%
• 1Y: -3.13%
• 3Y*: 9.78%
• 5Y*: -0.62%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYZ vs. XDAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
BUYZ Franklin Disruptive Commerce ETF	-12.43%	8.70%	28.25%	39.13%	-49.81%	-24.29%
XDAT Franklin Exponential Data ETF	-0.59%	1.87%	16.54%	45.77%	-45.71%	9.61%

Correlation

The correlation between BUYZ and XDAT is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (All Time) Calculated using the full available price history since Jan 14, 2021	0.86

The correlation between BUYZ and XDAT shifts across timeframes, from 0.75 (1 year) to 0.86 (all time), reflecting how their relationship changes across market environments.

BUYZ vs. XDAT - Sectors Allocation Comparison

Sectors	BUYZ	XDAT
Consumer Cyclical	33.9%	1.2%
Technology	27.0%	59.4%
Communication Services	17.0%	32.0%
Financial Services	6.7%	2.4%
Consumer Defensive	5.4%	-
Industrials	5.1%	0.2%
Real Estate	2.8%	4.7%
Healthcare	0.7%	2.6%
Basic Materials	-	-
Energy	-	-
Utilities	-	-

Return for Risk

BUYZ vs. XDAT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUYZ

BUYZ Risk / Return Rank: 5
BUYZ Sharpe Ratio Rank: 4
BUYZ Sortino Ratio Rank: 5
BUYZ Omega Ratio Rank: 5
BUYZ Calmar Ratio Rank: 6
BUYZ Martin Ratio Rank: 6

XDAT

XDAT Risk / Return Rank: 8
XDAT Sharpe Ratio Rank: 8
XDAT Sortino Ratio Rank: 8
XDAT Omega Ratio Rank: 8
XDAT Calmar Ratio Rank: 8
XDAT Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUYZ vs. XDAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Franklin Exponential Data ETF (XDAT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

	BUYZ	XDAT	Difference
Sharpe ratio: Return per unit of total volatility	-0.58	-0.13	-0.45
Sortino ratio: Return per unit of downside risk	-0.66	-0.01	-0.65
Omega ratio: Gain probability vs. loss probability	0.92	1.00	-0.08
Calmar ratio: Return relative to maximum drawdown	-0.43	-0.11	-0.32
Martin ratio: Return relative to average drawdown	-0.77	-0.22	-0.56

BUYZ vs. XDAT - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.58, which is lower than the XDAT Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of BUYZ and XDAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BUYZ vs. XDAT - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than XDAT's maximum drawdown of -54.87%. Use the drawdown chart below to compare losses from any high point for BUYZ and XDAT.

Drawdown Indicators

	BUYZ	XDAT	Difference
Max Drawdown Largest peak-to-trough decline	-68.04%	-54.87%	-13.17%
Max Drawdown (1Y) Largest decline over 1 year	-30.85%	-29.56%	-1.29%
Max Drawdown (3Y) Largest decline over 3 years	-30.85%	-29.56%	-1.29%
Max Drawdown (5Y) Largest decline over 5 years	-63.21%	-54.87%	-8.34%
Current Drawdown Current decline from peak	-43.48%	-16.83%	-26.65%
Average Drawdown Average peak-to-trough decline	-38.84%	-25.78%	-13.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.01%	14.51%	+2.50%

Volatility

BUYZ vs. XDAT - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) and Franklin Exponential Data ETF (XDAT) have volatilities of 7.07% and 7.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BUYZ	XDAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.07%	7.31%	-0.24%
Volatility (6M) Calculated over the trailing 6-month period	18.01%	20.64%	-2.63%
Volatility (1Y) Calculated over the trailing 1-year period	22.79%	24.63%	-1.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.25%	29.64%	-2.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.82%	29.39%	+0.43%

BUYZ vs. XDAT - Expense Ratio Comparison

Both BUYZ and XDAT have an expense ratio of 0.50%.

Dividends

BUYZ vs. XDAT - Dividend Comparison

Neither BUYZ nor XDAT has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
BUYZ Franklin Disruptive Commerce ETF	0.00%	0.00%	0.07%	0.00%	0.00%	0.77%
XDAT Franklin Exponential Data ETF	0.00%	0.00%	0.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BUYZ and XDAT in my portfolio?

BUYZ and XDAT have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BUYZ or XDAT?

XDAT has higher volatility (7.31%) compared to BUYZ (7.07%). In terms of maximum drawdown, BUYZ dropped -68.04% vs XDAT's -54.87%.

Which ETF is better, BUYZ or XDAT?

On 5-year performance, XDAT leads with -0.62% vs -7.25% for BUYZ. Both ETFs have the same 0.50% expense ratio. On volatility, BUYZ has been the lower-risk option at 7.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BUYZ or XDAT?

Over the 5-year period, XDAT has performed better with a -0.62% return vs -7.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BUYZ or XDAT?

BUYZ and XDAT have the same expense ratio: 0.50% per year.

Which ETF pays a higher dividend yield, BUYZ or XDAT?

BUYZ and XDAT have nearly identical dividend yields, around 0.00%.

What is the main difference between BUYZ and XDAT?

BUYZ is categorized as Large Cap Growth Equities, while XDAT is Technology Equities.

Which has better risk-adjusted returns?

XDAT currently has the higher Sharpe Ratio (-0.13 vs -0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.