XDAT vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Franklin Exponential Data ETF (XDAT) and S&P 500 Index (^GSPC).

XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021.

Performance

XDAT vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

XDAT vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDAT Franklin Exponential Data ETF	-18.30%	1.87%	16.54%	45.77%	-45.71%	10.86%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	25.57%

Returns By Period

In the year-to-date period, XDAT achieves a -18.30% return, which is significantly lower than ^GSPC's -3.95% return.

XDAT

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

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

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

Return for Risk

XDAT vs. ^GSPC — Risk / Return Rank

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

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

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

XDAT vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and S&P 500 Index (^GSPC). 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.

	XDAT	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.26	0.92	-1.18
Sortino ratio Return per unit of downside risk	-0.20	1.41	-1.61
Omega ratio Gain probability vs. loss probability	0.98	1.21	-0.24
Calmar ratio Return relative to maximum drawdown	-0.19	1.41	-1.61
Martin ratio Return relative to average drawdown	-0.51	6.61	-7.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDAT vs. ^GSPC - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.26, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of XDAT and ^GSPC, 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

	XDAT	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	0.92	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.61	-0.70
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.10	0.46	-0.56

Correlation

The correlation between XDAT and ^GSPC is 0.77, 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.

Drawdowns

XDAT vs. ^GSPC - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, roughly equal to the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for XDAT and ^GSPC.

Drawdown Indicators

	XDAT	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-56.78%	+1.91%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-12.14%	-17.42%
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 Drawdown Current decline from peak	-31.65%	-5.78%	-25.87%
Average Drawdown Average peak-to-trough decline	-25.96%	-10.75%	-15.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.33%	2.60%	+8.73%

Volatility

XDAT vs. ^GSPC - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 8.22% compared to S&P 500 Index (^GSPC) at 5.37%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.22%	5.37%	+2.85%
Volatility (6M) Calculated over the trailing 6-month period	17.64%	9.55%	+8.09%
Volatility (1Y) Calculated over the trailing 1-year period	27.04%	18.33%	+8.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.29%	16.90%	+12.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.44%	18.05%	+11.39%