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XDAT vs. JEPQ
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

XDAT vs. JEPQ - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%OctoberNovemberDecember2025FebruaryMarch
19.40%
38.78%
XDAT
JEPQ

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Risk-Adjusted Performance

XDAT vs. undefined - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for XDAT, currently valued at 0.15, compared to the broader market-1.000.001.002.003.004.005.000.150.59
The chart of Sortino ratio for XDAT, currently valued at 0.34, compared to the broader market-2.000.002.004.006.008.0010.0012.000.340.84
The chart of Omega ratio for XDAT, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.12
The chart of Calmar ratio for XDAT, currently valued at 0.18, compared to the broader market0.005.0010.0015.000.180.79
The chart of Martin ratio for XDAT, currently valued at 0.59, compared to the broader market0.0020.0040.0060.0080.00100.000.592.96
XDAT
JEPQ


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00OctoberNovemberDecember2025FebruaryMarch
0.15
0.59
XDAT
JEPQ

Drawdowns

XDAT vs. JEPQ - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-15.47%
-10.51%
XDAT
JEPQ

Volatility

XDAT vs. JEPQ - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 7.62% compared to undefined (JEPQ) at 6.20%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
7.62%
6.20%
XDAT
JEPQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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