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XDAT vs. DWAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDAT vs. DWAT - Performance Comparison

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

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XDAT vs. DWAT - Yearly Performance Comparison


Returns By Period


XDAT

1D
4.09%
1M
-2.70%
YTD
-18.50%
6M
-24.76%
1Y
-5.98%
3Y*
7.80%
5Y*
-2.49%
10Y*

DWAT

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDAT vs. DWAT - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is lower than DWAT's 1.66% expense ratio.


Return for Risk

XDAT vs. DWAT — Risk / Return Rank

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

XDAT
XDAT Risk / Return Rank: 88
Overall Rank
XDAT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
XDAT Sortino Ratio Rank: 88
Sortino Ratio Rank
XDAT Omega Ratio Rank: 88
Omega Ratio Rank
XDAT Calmar Ratio Rank: 88
Calmar Ratio Rank
XDAT Martin Ratio Rank: 77
Martin Ratio Rank

DWAT
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. DWAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Arrow DWA Tactical ETF (DWAT). 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.


XDATDWATDifference

Sharpe ratio

Return per unit of total volatility

-0.22

Sortino ratio

Return per unit of downside risk

-0.14

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.23

Martin ratio

Return relative to average drawdown

-0.60

XDAT vs. DWAT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XDATDWATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

Dividends

XDAT vs. DWAT - Dividend Comparison

Neither XDAT nor DWAT has paid dividends to shareholders.


TTM20252024
XDAT
Franklin Exponential Data ETF
0.00%0.00%0.13%
DWAT
Arrow DWA Tactical ETF
0.00%0.00%0.00%

Drawdowns

XDAT vs. DWAT - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than DWAT's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for XDAT and DWAT.


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Drawdown Indicators


XDATDWATDifference

Max Drawdown

Largest peak-to-trough decline

-54.87%

0.00%

-54.87%

Max Drawdown (1Y)

Largest decline over 1 year

-29.56%

Max Drawdown (5Y)

Largest decline over 5 years

-54.87%

Current Drawdown

Current decline from peak

-31.82%

0.00%

-31.82%

Average Drawdown

Average peak-to-trough decline

-25.96%

0.00%

-25.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.21%

Volatility

XDAT vs. DWAT - Volatility Comparison


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Volatility by Period


XDATDWATDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

Volatility (1Y)

Calculated over the trailing 1-year period

27.05%

0.00%

+27.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.30%

0.00%

+29.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.45%

0.00%

+29.45%