SOXQ vs. XDAT

Last updated Apr 2, 2026

Compare and contrast key facts about Invesco PHLX Semiconductor ETF (SOXQ) and Franklin Exponential Data ETF (XDAT).

SOXQ and XDAT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX Semiconductor Sector Index. It was launched on Jun 11, 2021. XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021.

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.

SOXQ vs. XDAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
SOXQ Invesco PHLX Semiconductor ETF	10.26%	43.11%	20.16%	66.74%	-35.59%	24.82%
XDAT Franklin Exponential Data ETF	-18.30%	1.87%	16.54%	45.77%	-45.71%	7.61%

Returns By Period

In the year-to-date period, SOXQ achieves a 10.26% return, which is significantly higher than XDAT's -18.30% return.

SOXQ

• 1D: 2.88%
• 1M: -4.05%
• YTD: 10.26%
• 6M: 20.31%
• 1Y: 83.12%
• 3Y*: 35.09%
• 5Y*: —
• 10Y*: —

XDAT

• 1D: 0.25%
• 1M: -3.56%
• YTD: -18.30%
• 6M: -24.16%
• 1Y: -7.10%
• 3Y*: 7.89%
• 5Y*: -2.44%
• 10Y*: —

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

SOXQ vs. XDAT - Expense Ratio Comparison

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

XDAT

Franklin Exponential Data ETF

SOXQ

Invesco PHLX Semiconductor ETF

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: 93
SOXQ Sharpe Ratio Rank: 91
SOXQ Sortino Ratio Rank: 91
SOXQ Omega Ratio Rank: 89
SOXQ Calmar Ratio Rank: 97
SOXQ Martin Ratio Rank: 96

XDAT

XDAT Risk / Return Rank: 8
XDAT Sharpe Ratio Rank: 7
XDAT Sortino Ratio Rank: 7
XDAT Omega Ratio Rank: 7
XDAT Calmar Ratio Rank: 9
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.

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.

	SOXQ	XDAT	Difference
Sharpe ratio Return per unit of total volatility	2.08	-0.26	+2.35
Sortino ratio Return per unit of downside risk	2.68	-0.20	+2.88
Omega ratio Gain probability vs. loss probability	1.38	0.98	+0.41
Calmar ratio Return relative to maximum drawdown	4.79	-0.19	+4.98
Martin ratio Return relative to average drawdown	17.49	-0.51	+18.00
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SOXQ vs. XDAT - Sharpe Ratio Comparison

The current SOXQ Sharpe Ratio is 2.08, which is higher than the XDAT Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of SOXQ 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.

Sharpe Ratios by Period

	SOXQ	XDAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.08	-0.26	+2.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	-0.10	+0.70

Correlation

The correlation between SOXQ and XDAT is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

SOXQ vs. XDAT - Dividend Comparison

SOXQ's dividend yield for the trailing twelve months is around 0.46%, while XDAT has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
SOXQ Invesco PHLX Semiconductor ETF	0.46%	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%

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	-17.44%	-29.56%	+12.12%
Max Drawdown (5Y) Largest decline over 5 years	—	-54.87%	—
Current Drawdown Current decline from peak	-7.78%	-31.65%	+23.87%
Average Drawdown Average peak-to-trough decline	-13.37%	-25.96%	+12.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.78%	11.33%	-6.55%

Volatility

SOXQ vs. XDAT - Volatility Comparison

Invesco PHLX Semiconductor ETF (SOXQ) has a higher volatility of 12.69% compared to Franklin Exponential Data ETF (XDAT) at 8.22%. 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	12.69%	8.22%	+4.47%
Volatility (6M) Calculated over the trailing 6-month period	26.33%	17.64%	+8.69%
Volatility (1Y) Calculated over the trailing 1-year period	40.14%	27.04%	+13.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.10%	29.29%	+6.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	36.10%	29.44%	+6.66%