XDAT vs. DFUS

Last updated Jun 24, 2026

XDAT (Franklin Exponential Data ETF) and DFUS (Dimensional U.S. Equity Market ETF) are both exchange-traded funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while DFUS is a Large Cap Blend Equities fund actively managed by Dimensional. Both are actively managed. Over the past 5 years, XDAT returned -2.54%/yr vs 12.74%/yr for DFUS. A 0.78 correlation means they provide meaningful diversification when combined. XDAT charges 0.50%/yr vs 0.09%/yr for DFUS.

Performance

XDAT vs. DFUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and Dimensional U.S. Equity Market ETF (DFUS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDAT achieves a -7.81% return, which is significantly lower than DFUS's 8.60% return.

XDAT

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

DFUS

• 1D: -1.68%
• 1M: -0.94%
• YTD: 8.60%
• 6M: 7.51%
• 1Y: 24.34%
• 3Y*: 20.81%
• 5Y*: 12.74%
• 10Y*: —

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

XDAT vs. DFUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDAT Franklin Exponential Data ETF	-7.81%	1.87%	16.54%	45.77%	-45.71%	7.61%
DFUS Dimensional U.S. Equity Market ETF	8.60%	17.46%	24.34%	26.36%	-18.34%	12.07%

Correlation

The correlation between XDAT and DFUS is 0.66, 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	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jun 14, 2021	0.78

The correlation between XDAT and DFUS shifts across timeframes, from 0.66 (1 year) to 0.78 (5 years), reflecting how their relationship changes across market environments.

XDAT vs. DFUS - Sectors Allocation Comparison

Sectors	XDAT	DFUS
Technology	59.4%	37.7%
Communication Services	32.0%	10.1%
Real Estate	4.7%	0.1%
Healthcare	2.6%	8.6%
Financial Services	2.4%	11.7%
Consumer Cyclical	1.2%	10.2%
Industrials	0.2%	9.4%
Basic Materials	-	2.0%
Consumer Defensive	-	4.4%
Energy	-	3.5%
Utilities	-	2.2%

Return for Risk

XDAT vs. DFUS — Risk / Return Rank

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

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

DFUS

DFUS Risk / Return Rank: 59
DFUS Sharpe Ratio Rank: 58
DFUS Sortino Ratio Rank: 56
DFUS Omega Ratio Rank: 57
DFUS Calmar Ratio Rank: 57
DFUS Martin Ratio Rank: 68

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. DFUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Dimensional U.S. Equity Market ETF (DFUS). 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	DFUS	Difference
Sharpe ratio: Return per unit of total volatility	-0.40	1.89	-2.28
Sortino ratio: Return per unit of downside risk	-0.40	2.57	-2.97
Omega ratio: Gain probability vs. loss probability	0.95	1.34	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.33	2.73	-3.05
Martin ratio: Return relative to average drawdown	-0.68	12.07	-12.75

XDAT vs. DFUS - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.40, which is lower than the DFUS Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of XDAT and DFUS, 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. DFUS - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than DFUS's maximum drawdown of -24.62%. Use the drawdown chart below to compare losses from any high point for XDAT and DFUS.

Drawdown Indicators

	XDAT	DFUS	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-24.62%	-30.25%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-8.96%	-20.60%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-19.44%	-10.12%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-24.62%	-30.25%
Current Drawdown Current decline from peak	-22.87%	-3.03%	-19.84%
Average Drawdown Average peak-to-trough decline	-25.85%	-5.78%	-20.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.17%	2.02%	+12.15%

Volatility

XDAT vs. DFUS - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 10.70% compared to Dimensional U.S. Equity Market ETF (DFUS) at 5.17%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than DFUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	DFUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.70%	5.17%	+5.53%
Volatility (6M) Calculated over the trailing 6-month period	20.11%	10.20%	+9.91%
Volatility (1Y) Calculated over the trailing 1-year period	24.35%	12.97%	+11.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.56%	17.29%	+12.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.43%	17.26%	+12.17%

XDAT vs. DFUS - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than DFUS's 0.09% expense ratio.

Dividends

XDAT vs. DFUS - Dividend Comparison

XDAT has not paid dividends to shareholders, while DFUS's dividend yield for the trailing twelve months is around 0.85%.

Position	TTM	2025	2024	2023	2022	2021
DFUS Dimensional U.S. Equity Market ETF	0.85%	0.88%	1.04%	1.33%	1.48%	0.85%
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 DFUS in my portfolio?

XDAT and DFUS have a correlation of 0.66, 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 DFUS?

XDAT has higher volatility (10.70%) compared to DFUS (5.17%). In terms of maximum drawdown, XDAT dropped -54.87% vs DFUS's -24.62%.

Which ETF is better, XDAT or DFUS?

On 5-year performance, DFUS leads with 12.74% vs -2.54% for XDAT. On fees, DFUS is cheaper at 0.09% per year. On volatility, DFUS has been the lower-risk option at 5.17%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDAT or DFUS?

Over the 5-year period, DFUS has performed better with a 12.74% return vs -2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XDAT or DFUS?

DFUS is cheaper with a 0.09% expense ratio, compared with 0.50% for XDAT.

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

DFUS has the higher dividend yield at 0.85%, compared with 0.00% for XDAT.

What is the main difference between XDAT and DFUS?

XDAT is categorized as Technology Equities, while DFUS is Large Cap Blend Equities. They also come from different issuers: Franklin Templeton and Dimensional. Their fees differ too: 0.50% for XDAT and 0.09% for DFUS.

Which has better risk-adjusted returns?

DFUS currently has the higher Sharpe Ratio (1.89 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.