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XDAT vs. LEGR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDAT vs. LEGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). The values are adjusted to include any dividend payments, if applicable.

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XDAT vs. LEGR - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XDAT
Franklin Exponential Data ETF
-18.30%1.87%16.54%45.77%-45.71%10.86%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
-1.93%30.83%16.25%22.79%-19.01%12.39%

Returns By Period

In the year-to-date period, XDAT achieves a -18.30% return, which is significantly lower than LEGR's -1.93% return.


XDAT

1D
0.25%
1M
-3.56%
YTD
-18.30%
6M
-24.16%
1Y
-7.10%
3Y*
7.89%
5Y*
-2.44%
10Y*

LEGR

1D
0.76%
1M
-3.79%
YTD
-1.93%
6M
3.31%
1Y
21.64%
3Y*
18.76%
5Y*
10.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDAT vs. LEGR - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is lower than LEGR's 0.65% expense ratio.


Return for Risk

XDAT vs. LEGR — 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: 77
Sharpe Ratio Rank
XDAT Sortino Ratio Rank: 77
Sortino Ratio Rank
XDAT Omega Ratio Rank: 77
Omega Ratio Rank
XDAT Calmar Ratio Rank: 99
Calmar Ratio Rank
XDAT Martin Ratio Rank: 88
Martin Ratio Rank

LEGR
LEGR Risk / Return Rank: 6868
Overall Rank
LEGR Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 6969
Sortino Ratio Rank
LEGR Omega Ratio Rank: 6969
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6464
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6666
Martin Ratio Rank
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. LEGR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). 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.


XDATLEGRDifference

Sharpe ratio

Return per unit of total volatility

-0.26

1.31

-1.57

Sortino ratio

Return per unit of downside risk

-0.20

1.82

-2.02

Omega ratio

Gain probability vs. loss probability

0.98

1.26

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.19

1.73

-1.92

Martin ratio

Return relative to average drawdown

-0.51

7.00

-7.51

XDAT vs. LEGR - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.26, which is lower than the LEGR Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of XDAT and LEGR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDATLEGRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

1.31

-1.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.60

-0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.10

0.52

-0.63

Correlation

The correlation between XDAT and LEGR is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDAT vs. LEGR - Dividend Comparison

XDAT has not paid dividends to shareholders, while LEGR's dividend yield for the trailing twelve months is around 1.91%.


TTM20252024202320222021202020192018
XDAT
Franklin Exponential Data ETF
0.00%0.00%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.91%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%

Drawdowns

XDAT vs. LEGR - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than LEGR's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for XDAT and LEGR.


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Drawdown Indicators


XDATLEGRDifference

Max Drawdown

Largest peak-to-trough decline

-54.87%

-36.12%

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-29.56%

-12.58%

-16.98%

Max Drawdown (5Y)

Largest decline over 5 years

-54.87%

-31.45%

-23.42%

Current Drawdown

Current decline from peak

-31.65%

-6.92%

-24.73%

Average Drawdown

Average peak-to-trough decline

-25.96%

-6.72%

-19.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.33%

3.11%

+8.22%

Volatility

XDAT vs. LEGR - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 8.22% compared to First Trust Indxx Innovative Transaction & Process ETF (LEGR) at 6.14%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than LEGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDATLEGRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.22%

6.14%

+2.08%

Volatility (6M)

Calculated over the trailing 6-month period

17.64%

10.62%

+7.02%

Volatility (1Y)

Calculated over the trailing 1-year period

27.04%

16.58%

+10.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.29%

16.86%

+12.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.44%

20.39%

+9.05%