SOXQ vs. XDAT

Last updated Jun 24, 2026

SOXQ (Invesco PHLX Semiconductor ETF) and XDAT (Franklin Exponential Data ETF) are both exchange-traded funds - SOXQ is a Semiconductors fund tracking the PHLX Semiconductor Sector Index, while XDAT is a Technology Equities fund actively managed by Franklin Templeton. SOXQ is passively managed, while XDAT is actively managed. Over the past 5 years, SOXQ returned 34.04%/yr vs -2.54%/yr for XDAT. A 0.65 correlation means they provide meaningful diversification when combined. SOXQ charges 0.19%/yr vs 0.50%/yr for XDAT.

Performance

SOXQ vs. XDAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco PHLX Semiconductor ETF (SOXQ) 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, SOXQ achieves a 90.62% return, which is significantly higher than XDAT's -7.81% return.

SOXQ

• 1D: -7.82%
• 1M: 10.55%
• YTD: 90.62%
• 6M: 87.99%
• 1Y: 158.27%
• 3Y*: 57.61%
• 5Y*: 34.04%
• 10Y*: —

XDAT

• 1D: -0.58%
• 1M: -2.09%
• YTD: -7.81%
• 6M: -9.60%
• 1Y: -9.59%
• 3Y*: 8.96%
• 5Y*: -2.54%
• 10Y*: —

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

SOXQ vs. XDAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SOXQ Invesco PHLX Semiconductor ETF	90.62%	43.11%	20.16%	66.74%	-35.59%	25.19%
XDAT Franklin Exponential Data ETF	-7.81%	1.87%	16.54%	45.77%	-45.71%	8.42%

Correlation

The correlation between SOXQ and XDAT is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.40
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021	0.65

Over the past year, the correlation between SOXQ and XDAT has dropped to 0.40 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

SOXQ vs. XDAT - Sectors Allocation Comparison

Sectors	SOXQ	XDAT
Technology	100.0%	59.4%
Financial Services	0.1%	2.4%
Basic Materials	-	-
Communication Services	-	32.0%
Consumer Cyclical	-	1.2%
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	2.6%
Industrials	-	0.2%
Real Estate	-	4.7%
Utilities	-	-

Return for Risk

SOXQ vs. XDAT — Risk / Return Rank

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

SOXQ

SOXQ Risk / Return Rank: 94
SOXQ Sharpe Ratio Rank: 96
SOXQ Sortino Ratio Rank: 90
SOXQ Omega Ratio Rank: 92
SOXQ Calmar Ratio Rank: 97
SOXQ Martin Ratio Rank: 96

XDAT

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

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.

SOXQ vs. XDAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco PHLX Semiconductor ETF (SOXQ) 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.

	SOXQ	XDAT	Difference
Sharpe ratio: Return per unit of total volatility	4.11	-0.40	+4.50
Sortino ratio: Return per unit of downside risk	4.02	-0.40	+4.42
Omega ratio: Gain probability vs. loss probability	1.58	0.95	+0.63
Calmar ratio: Return relative to maximum drawdown	10.22	-0.33	+10.54
Martin ratio: Return relative to average drawdown	36.68	-0.68	+37.35

SOXQ vs. XDAT - Sharpe Ratio Comparison

The current SOXQ Sharpe Ratio is 4.11, which is higher than the XDAT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of SOXQ 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

SOXQ vs. XDAT - Drawdown Comparison

The maximum SOXQ drawdown since its inception was -46.01%, smaller than the maximum XDAT drawdown of -54.87%. Use the drawdown chart below to compare losses from any high point for SOXQ and XDAT.

Drawdown Indicators

	SOXQ	XDAT	Difference
Max Drawdown Largest peak-to-trough decline	-46.01%	-54.87%	+8.86%
Max Drawdown (1Y) Largest decline over 1 year	-15.59%	-29.56%	+13.97%
Max Drawdown (3Y) Largest decline over 3 years	-39.36%	-29.56%	-9.80%
Max Drawdown (5Y) Largest decline over 5 years	-46.01%	-54.87%	+8.86%
Current Drawdown Current decline from peak	-7.82%	-22.87%	+15.05%
Average Drawdown Average peak-to-trough decline	-12.87%	-25.85%	+12.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.33%	14.17%	-9.84%

Volatility

SOXQ vs. XDAT - Volatility Comparison

Invesco PHLX Semiconductor ETF (SOXQ) has a higher volatility of 22.04% compared to Franklin Exponential Data ETF (XDAT) at 10.70%. This indicates that SOXQ's price experiences larger fluctuations and is considered to be riskier than XDAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOXQ	XDAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.04%	10.70%	+11.34%
Volatility (6M) Calculated over the trailing 6-month period	32.49%	20.11%	+12.38%
Volatility (1Y) Calculated over the trailing 1-year period	38.78%	24.35%	+14.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.34%	29.56%	+7.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.24%	29.43%	+7.81%

SOXQ vs. XDAT - Expense Ratio Comparison

SOXQ has a 0.19% expense ratio, which is lower than XDAT's 0.50% expense ratio.

Dividends

SOXQ vs. XDAT - Dividend Comparison

SOXQ's dividend yield for the trailing twelve months is around 0.27%, while XDAT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
SOXQ Invesco PHLX Semiconductor ETF	0.27%	0.50%	0.68%	0.87%	1.36%	0.72%
XDAT Franklin Exponential Data ETF	0.00%	0.00%	0.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SOXQ and XDAT in my portfolio?

SOXQ and XDAT have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOXQ or XDAT?

SOXQ has higher volatility (22.04%) compared to XDAT (10.70%). In terms of maximum drawdown, SOXQ dropped -46.01% vs XDAT's -54.87%.

Which ETF is better, SOXQ or XDAT?

On 5-year performance, SOXQ leads with 34.04% vs -2.54% for XDAT. On fees, SOXQ is cheaper at 0.19% per year. On volatility, XDAT has been the lower-risk option at 10.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOXQ or XDAT?

Over the 5-year period, SOXQ has performed better with a 34.04% return vs -2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOXQ or XDAT?

SOXQ is cheaper with a 0.19% expense ratio, compared with 0.50% for XDAT.

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

SOXQ has the higher dividend yield at 0.27%, compared with 0.00% for XDAT.

What is the main difference between SOXQ and XDAT?

SOXQ is categorized as Semiconductors, while XDAT is Technology Equities. They also come from different issuers: Invesco and Franklin Templeton. Their fees differ too: 0.19% for SOXQ and 0.50% for XDAT.

Which has better risk-adjusted returns?

SOXQ currently has the higher Sharpe Ratio (4.11 vs -0.40), 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.