XDAT vs. FLGV
Compare and contrast key facts about Franklin Exponential Data ETF (XDAT) and Franklin Liberty U.S. Treasury Bond ETF (FLGV).
XDAT and FLGV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021. FLGV is an actively managed fund by Franklin Templeton. It was launched on Jun 9, 2020.
Performance
XDAT vs. FLGV - Performance Comparison
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XDAT vs. FLGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | -18.50% | 1.87% | 16.54% | 45.77% | -45.71% | 10.86% |
FLGV Franklin Liberty U.S. Treasury Bond ETF | 0.19% | 6.22% | 0.62% | 4.18% | -11.53% | -1.26% |
Returns By Period
In the year-to-date period, XDAT achieves a -18.50% return, which is significantly lower than FLGV's 0.19% return.
XDAT
- 1D
- 4.09%
- 1M
- -2.70%
- YTD
- -18.50%
- 6M
- -24.76%
- 1Y
- -5.98%
- 3Y*
- 7.80%
- 5Y*
- -2.49%
- 10Y*
- —
FLGV
- 1D
- 0.12%
- 1M
- -1.62%
- YTD
- 0.19%
- 6M
- 0.98%
- 1Y
- 3.43%
- 3Y*
- 2.67%
- 5Y*
- 0.02%
- 10Y*
- —
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XDAT vs. FLGV - Expense Ratio Comparison
XDAT has a 0.50% expense ratio, which is higher than FLGV's 0.09% expense ratio.
Return for Risk
XDAT vs. FLGV — Risk / Return Rank
XDAT
FLGV
XDAT vs. FLGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Franklin Liberty U.S. Treasury Bond ETF (FLGV). 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 | FLGV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.22 | 0.84 | -1.06 |
Sortino ratioReturn per unit of downside risk | -0.14 | 1.25 | -1.38 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.51 | -1.74 |
Martin ratioReturn relative to average drawdown | -0.60 | 3.95 | -4.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDAT | FLGV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.22 | 0.84 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.00 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | -0.13 | +0.03 |
Correlation
The correlation between XDAT and FLGV is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
XDAT vs. FLGV - Dividend Comparison
XDAT has not paid dividends to shareholders, while FLGV's dividend yield for the trailing twelve months is around 4.06%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | 0.00% | 0.00% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
FLGV Franklin Liberty U.S. Treasury Bond ETF | 4.06% | 4.07% | 4.13% | 3.46% | 2.21% | 1.92% | 0.97% |
Drawdowns
XDAT vs. FLGV - Drawdown Comparison
The maximum XDAT drawdown since its inception was -54.87%, which is greater than FLGV's maximum drawdown of -17.63%. Use the drawdown chart below to compare losses from any high point for XDAT and FLGV.
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Drawdown Indicators
| XDAT | FLGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.87% | -17.63% | -37.24% |
Max Drawdown (1Y)Largest decline over 1 year | -29.56% | -2.45% | -27.11% |
Max Drawdown (5Y)Largest decline over 5 years | -54.87% | -15.26% | -39.61% |
Current DrawdownCurrent decline from peak | -31.82% | -5.41% | -26.41% |
Average DrawdownAverage peak-to-trough decline | -25.96% | -8.83% | -17.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.21% | 0.94% | +10.27% |
Volatility
XDAT vs. FLGV - Volatility Comparison
Franklin Exponential Data ETF (XDAT) has a higher volatility of 8.21% compared to Franklin Liberty U.S. Treasury Bond ETF (FLGV) at 1.45%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than FLGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDAT | FLGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.21% | 1.45% | +6.76% |
Volatility (6M)Calculated over the trailing 6-month period | 17.65% | 2.53% | +15.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.05% | 4.13% | +22.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.30% | 5.41% | +23.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.45% | 5.19% | +24.26% |