XDAT vs. FSELX

Last updated Jul 15, 2026

XDAT (Franklin Exponential Data ETF) and FSELX (Fidelity Select Semiconductors Portfolio) are both funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while FSELX is a Semiconductors fund managed by Fidelity. Over the past 5 years, XDAT returned -0.62%/yr vs 41.07%/yr for FSELX. A 0.67 correlation means they provide meaningful diversification when combined. XDAT charges 0.50%/yr vs 0.68%/yr for FSELX.

Performance

XDAT vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and Fidelity Select Semiconductors Portfolio (FSELX). 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 lower than FSELX's 60.71% return.

XDAT

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

FSELX

• 1D: -5.37%
• 1M: -8.47%
• 6M: 49.09%
• YTD: 60.71%
• 1Y: 102.15%
• 3Y*: 55.80%
• 5Y*: 41.07%
• 10Y*: 36.79%

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

XDAT vs. FSELX - 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%
FSELX Fidelity Select Semiconductors Portfolio	60.71%	52.17%	49.68%	78.49%	-35.27%	49.05%

Correlation

The correlation between XDAT and FSELX is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (All Time) Calculated using the full available price history since Jan 14, 2021	0.67

Over the past year, the correlation between XDAT and FSELX has dropped to 0.43 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

Return for Risk

XDAT vs. FSELX — 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

FSELX

FSELX Risk / Return Rank: 89
FSELX Sharpe Ratio Rank: 93
FSELX Sortino Ratio Rank: 79
FSELX Omega Ratio Rank: 79
FSELX Calmar Ratio Rank: 98
FSELX Martin Ratio Rank: 97

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. FSELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Fidelity Select Semiconductors Portfolio (FSELX). 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	FSELX	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	2.59	-2.72
Sortino ratio: Return per unit of downside risk	-0.01	2.90	-2.91
Omega ratio: Gain probability vs. loss probability	1.00	1.39	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.11	6.49	-6.60
Martin ratio: Return relative to average drawdown	-0.22	21.25	-21.47

XDAT vs. FSELX - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.13, which is lower than the FSELX Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of XDAT and FSELX, 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. FSELX - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, smaller than the maximum FSELX drawdown of -82.54%. Use the drawdown chart below to compare losses from any high point for XDAT and FSELX.

Drawdown Indicators

	XDAT	FSELX	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-82.54%	+27.67%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-15.52%	-14.04%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-36.31%	+6.75%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-46.37%	-8.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.37%	—
Current Drawdown Current decline from peak	-16.83%	-15.02%	-1.81%
Average Drawdown Average peak-to-trough decline	-25.78%	-28.64%	+2.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.51%	4.73%	+9.78%

Volatility

XDAT vs. FSELX - Volatility Comparison

The current volatility for Franklin Exponential Data ETF (XDAT) is 7.31%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 19.35%. This indicates that XDAT experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	FSELX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.31%	19.35%	-12.04%
Volatility (6M) Calculated over the trailing 6-month period	20.64%	32.37%	-11.73%
Volatility (1Y) Calculated over the trailing 1-year period	24.63%	38.89%	-14.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.64%	40.10%	-10.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.39%	35.63%	-6.24%

XDAT vs. FSELX - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is lower than FSELX's 0.68% expense ratio.

Dividends

XDAT vs. FSELX - Dividend Comparison

XDAT has not paid dividends to shareholders, while FSELX's dividend yield for the trailing twelve months is around 10.19%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FSELX Fidelity Select Semiconductors Portfolio	10.19%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
XDAT Franklin Exponential Data ETF	0.00%	0.00%	0.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDAT and FSELX in my portfolio?

XDAT and FSELX have a correlation of 0.43, 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 FSELX?

FSELX has higher volatility (19.35%) compared to XDAT (7.31%). In terms of maximum drawdown, XDAT dropped -54.87% vs FSELX's -82.54%.

Which has better risk-adjusted returns?

FSELX currently has the higher Sharpe Ratio (2.59 vs -0.13), 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.