XDAT vs. HDV

Last updated Jun 24, 2026

XDAT (Franklin Exponential Data ETF) and HDV (iShares Core High Dividend ETF) are both exchange-traded funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while HDV is a Dividend fund tracking the Morningstar Dividend Yield Focus Index. XDAT is actively managed, while HDV is passively managed. Over the past 5 years, XDAT returned -2.54%/yr vs 11.09%/yr for HDV. At a 0.21 correlation, their price movements are largely independent. XDAT charges 0.50%/yr vs 0.08%/yr for HDV.

Performance

XDAT vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and iShares Core High Dividend ETF (HDV). 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 HDV's 14.07% return.

XDAT

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

HDV

• 1D: 1.33%
• 1M: -1.35%
• YTD: 14.07%
• 6M: 14.08%
• 1Y: 21.06%
• 3Y*: 15.48%
• 5Y*: 11.09%
• 10Y*: 9.45%

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

XDAT vs. HDV - 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%	9.61%
HDV iShares Core High Dividend ETF	14.07%	11.90%	14.16%	1.72%	7.05%	16.62%

Correlation

The correlation between XDAT and HDV is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.05
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (All Time) Calculated using the full available price history since Jan 14, 2021	0.21

The correlation between XDAT and HDV shifts across timeframes, from -0.17 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.

XDAT vs. HDV - Sectors Allocation Comparison

Sectors	XDAT	HDV
Technology	59.4%	0.2%
Communication Services	32.0%	5.7%
Real Estate	4.7%	-
Healthcare	2.6%	22.6%
Financial Services	2.4%	4.7%
Consumer Cyclical	1.2%	9.2%
Industrials	0.2%	3.5%
Basic Materials	-	0.8%
Consumer Defensive	-	24.5%
Energy	-	20.2%
Utilities	-	8.1%

Return for Risk

XDAT vs. HDV — 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

HDV

HDV Risk / Return Rank: 70
HDV Sharpe Ratio Rank: 68
HDV Sortino Ratio Rank: 73
HDV Omega Ratio Rank: 62
HDV Calmar Ratio Rank: 81
HDV Martin Ratio Rank: 64

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. HDV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and iShares Core High Dividend ETF (HDV). 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	HDV	Difference
Sharpe ratio: Return per unit of total volatility	-0.40	2.13	-2.53
Sortino ratio: Return per unit of downside risk	-0.40	3.13	-3.52
Omega ratio: Gain probability vs. loss probability	0.95	1.36	-0.41
Calmar ratio: Return relative to maximum drawdown	-0.33	4.09	-4.41
Martin ratio: Return relative to average drawdown	-0.68	11.19	-11.87

XDAT vs. HDV - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.40, which is lower than the HDV Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of XDAT and HDV, 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. HDV - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for XDAT and HDV.

Drawdown Indicators

	XDAT	HDV	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-37.04%	-17.83%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-5.18%	-24.38%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-10.49%	-19.07%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-15.42%	-39.45%
Max Drawdown (10Y) Largest decline over 10 years	—	-37.04%	—
Current Drawdown Current decline from peak	-22.87%	-1.35%	-21.52%
Average Drawdown Average peak-to-trough decline	-25.85%	-3.08%	-22.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.17%	1.89%	+12.28%

Volatility

XDAT vs. HDV - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 10.70% compared to iShares Core High Dividend ETF (HDV) at 3.64%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	HDV	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.70%	3.64%	+7.06%
Volatility (6M) Calculated over the trailing 6-month period	20.11%	7.61%	+12.50%
Volatility (1Y) Calculated over the trailing 1-year period	24.35%	9.93%	+14.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.56%	12.81%	+16.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.43%	15.73%	+13.70%

XDAT vs. HDV - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than HDV's 0.08% expense ratio.

Dividends

XDAT vs. HDV - Dividend Comparison

XDAT has not paid dividends to shareholders, while HDV's dividend yield for the trailing twelve months is around 2.90%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
HDV iShares Core High Dividend ETF	2.90%	3.22%	3.67%	3.82%	3.56%	3.47%	4.07%	3.27%	3.67%	3.27%	3.28%	3.92%
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 HDV in my portfolio?

XDAT and HDV have a correlation of -0.17, 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 HDV?

XDAT has higher volatility (10.70%) compared to HDV (3.64%). In terms of maximum drawdown, XDAT dropped -54.87% vs HDV's -37.04%.

Which ETF is better, XDAT or HDV?

On 5-year performance, HDV leads with 11.09% vs -2.54% for XDAT. On fees, HDV is cheaper at 0.08% per year. On volatility, HDV has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDAT or HDV?

Over the 5-year period, HDV has performed better with a 11.09% 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 HDV?

HDV is cheaper with a 0.08% expense ratio, compared with 0.50% for XDAT.

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

HDV has the higher dividend yield at 2.90%, compared with 0.00% for XDAT.

What is the main difference between XDAT and HDV?

XDAT is categorized as Technology Equities, while HDV is Dividend. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.50% for XDAT and 0.08% for HDV.

Which has better risk-adjusted returns?

HDV currently has the higher Sharpe Ratio (2.13 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.