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BUYZ vs. XDAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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BUYZ vs. XDAT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
BUYZ
Franklin Disruptive Commerce ETF
-19.76%8.70%28.25%39.13%-49.81%-24.77%
XDAT
Franklin Exponential Data ETF
-18.50%1.87%16.54%45.77%-45.71%10.86%

Returns By Period

In the year-to-date period, BUYZ achieves a -19.76% return, which is significantly lower than XDAT's -18.50% return.


BUYZ

1D
3.90%
1M
-4.86%
YTD
-19.76%
6M
-26.49%
1Y
-6.09%
3Y*
10.27%
5Y*
-8.56%
10Y*

XDAT

1D
4.09%
1M
-2.70%
YTD
-18.50%
6M
-24.76%
1Y
-5.98%
3Y*
7.80%
5Y*
-2.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUYZ vs. XDAT - Expense Ratio Comparison

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


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: 88
Overall Rank
BUYZ Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BUYZ Sortino Ratio Rank: 88
Sortino Ratio Rank
BUYZ Omega Ratio Rank: 88
Omega Ratio Rank
BUYZ Calmar Ratio Rank: 88
Calmar Ratio Rank
BUYZ Martin Ratio Rank: 77
Martin Ratio Rank

XDAT
XDAT Risk / Return Rank: 88
Overall Rank
XDAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDAT Sortino Ratio Rank: 88
Sortino Ratio Rank
XDAT Omega Ratio Rank: 88
Omega Ratio Rank
XDAT Calmar Ratio Rank: 88
Calmar Ratio Rank
XDAT Martin Ratio Rank: 77
Martin Ratio Rank
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.


BUYZXDATDifference

Sharpe ratio

Return per unit of total volatility

-0.23

-0.22

0.00

Sortino ratio

Return per unit of downside risk

-0.14

-0.14

0.00

Omega ratio

Gain probability vs. loss probability

0.98

0.98

0.00

Calmar ratio

Return relative to maximum drawdown

-0.21

-0.23

+0.01

Martin ratio

Return relative to average drawdown

-0.56

-0.60

+0.04

BUYZ vs. XDAT - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.23, which is comparable to the XDAT Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of BUYZ and XDAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUYZXDATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

-0.22

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

-0.09

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

-0.11

+0.27

Correlation

The correlation between BUYZ and XDAT is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BUYZ vs. XDAT - Dividend Comparison

Neither BUYZ nor XDAT has paid dividends to shareholders.


TTM20252024202320222021
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%

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.


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Drawdown Indicators


BUYZXDATDifference

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 (5Y)

Largest decline over 5 years

-63.32%

-54.87%

-8.45%

Current Drawdown

Current decline from peak

-48.21%

-31.82%

-16.39%

Average Drawdown

Average peak-to-trough decline

-38.60%

-25.96%

-12.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.84%

11.21%

+0.63%

Volatility

BUYZ vs. XDAT - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) and Franklin Exponential Data ETF (XDAT) have volatilities of 8.02% and 8.21%, 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.


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Volatility by Period


BUYZXDATDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

8.21%

-0.19%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

17.65%

+0.61%

Volatility (1Y)

Calculated over the trailing 1-year period

27.11%

27.05%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.49%

29.30%

-1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

29.45%

+0.73%