XDAT vs. BUYZ

Last updated Jul 15, 2026

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

Performance

XDAT vs. BUYZ - Performance Comparison

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

Returns By Period

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

XDAT

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

BUYZ

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

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

XDAT vs. BUYZ - Yearly Performance Comparison

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

Correlation

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

XDAT vs. BUYZ - Sectors Allocation Comparison

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

Return for Risk

XDAT vs. BUYZ — 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: 8
XDAT Sortino Ratio Rank: 8
XDAT Omega Ratio Rank: 8
XDAT Calmar Ratio Rank: 8
XDAT Martin Ratio Rank: 8

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

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. BUYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Franklin Disruptive Commerce ETF (BUYZ). 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.

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

XDAT vs. BUYZ - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.13, which is higher than the BUYZ Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of XDAT and BUYZ, 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

XDAT vs. BUYZ - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

XDAT vs. BUYZ - Volatility Comparison

Franklin Exponential Data ETF (XDAT) and Franklin Disruptive Commerce ETF (BUYZ) have volatilities of 7.31% and 7.07%, 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

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

XDAT vs. BUYZ - Expense Ratio Comparison

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

Dividends

XDAT vs. BUYZ - Dividend Comparison

Neither XDAT nor BUYZ 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 XDAT and BUYZ in my portfolio?

XDAT and BUYZ 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, XDAT or BUYZ?

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

Which ETF is better, XDAT or BUYZ?

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, XDAT or BUYZ?

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, XDAT or BUYZ?

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

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

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

What is the main difference between XDAT and BUYZ?

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