XDAT vs. LVHI

Last updated Jun 5, 2026

XDAT (Franklin Exponential Data ETF) and LVHI (Franklin International Low Volatility High Dividend Index ETF) are both exchange-traded funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while LVHI is a Volatility Hedged Equity fund tracking the Franklin International Low Volatility High Dividend Hedged Index-NR. XDAT is actively managed, while LVHI is passively managed. Over the past 5 years, XDAT returned 1.34%/yr vs 15.88%/yr for LVHI. At a 0.31 correlation, their price movements are largely independent. XDAT charges 0.50%/yr vs 0.40%/yr for LVHI.

Performance

XDAT vs. LVHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and Franklin International Low Volatility High Dividend Index ETF (LVHI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XDAT achieves a 1.28% return, which is significantly lower than LVHI's 12.09% return.

XDAT

• 1D: 0.35%
• 1M: 10.06%
• YTD: 1.28%
• 6M: -1.45%
• 1Y: -1.44%
• 3Y*: 11.95%
• 5Y*: 1.34%
• 10Y*: —

LVHI

• 1D: 0.34%
• 1M: 0.75%
• YTD: 12.09%
• 6M: 13.88%
• 1Y: 30.86%
• 3Y*: 21.26%
• 5Y*: 15.88%
• 10Y*: —

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

XDAT vs. LVHI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDAT Franklin Exponential Data ETF	1.28%	1.87%	16.54%	45.77%	-45.71%	10.86%
LVHI Franklin International Low Volatility High Dividend Index ETF	12.09%	27.12%	14.81%	17.45%	3.84%	14.55%

Correlation

The correlation between XDAT and LVHI is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jan 15, 2021	0.31

Over the past year, the correlation between XDAT and LVHI has dropped to 0.04 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

XDAT vs. LVHI - Sectors Allocation Comparison

Sectors	XDAT	LVHI
Technology	53.3%	0.1%
Communication Services	35.1%	5.8%
Real Estate	5.7%	1.9%
Financial Services	4.1%	23.6%
Healthcare	2.6%	7.4%
Consumer Cyclical	1.3%	5.3%
Industrials	0.5%	13.4%
Basic Materials	-	6.1%
Consumer Defensive	-	8.7%
Energy	-	17.4%
Utilities	-	10.4%

Return for Risk

XDAT vs. LVHI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XDAT

XDAT Risk / Return Rank: 9
XDAT Sharpe Ratio Rank: 8
XDAT Sortino Ratio Rank: 9
XDAT Omega Ratio Rank: 8
XDAT Calmar Ratio Rank: 9
XDAT Martin Ratio Rank: 9

LVHI

LVHI Risk / Return Rank: 91
LVHI Sharpe Ratio Rank: 92
LVHI Sortino Ratio Rank: 92
LVHI Omega Ratio Rank: 92
LVHI Calmar Ratio Rank: 88
LVHI Martin Ratio Rank: 91

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. LVHI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Franklin International Low Volatility High Dividend Index ETF (LVHI). 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	LVHI	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	3.28	-3.35
Sortino ratio: Return per unit of downside risk	0.08	4.49	-4.41
Omega ratio: Gain probability vs. loss probability	1.01	1.62	-0.61
Calmar ratio: Return relative to maximum drawdown	-0.05	5.10	-5.15
Martin ratio: Return relative to average drawdown	-0.10	21.22	-21.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDAT vs. LVHI - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.06, which is lower than the LVHI Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of XDAT and LVHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDAT	LVHI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	3.28	-3.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	1.44	-1.40
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.82	-0.79

Drawdowns

XDAT vs. LVHI - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for XDAT and LVHI.

Drawdown Indicators

	XDAT	LVHI	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-32.31%	-22.56%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-6.08%	-23.48%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-11.99%	-17.57%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-11.99%	-42.88%
Current Drawdown Current decline from peak	-15.27%	-1.23%	-14.04%
Average Drawdown Average peak-to-trough decline	-25.91%	-3.52%	-22.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.79%	1.46%	+12.33%

Volatility

XDAT vs. LVHI - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 8.54% compared to Franklin International Low Volatility High Dividend Index ETF (LVHI) at 2.89%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	LVHI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.54%	2.89%	+5.65%
Volatility (6M) Calculated over the trailing 6-month period	19.22%	7.50%	+11.72%
Volatility (1Y) Calculated over the trailing 1-year period	23.56%	9.45%	+14.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.44%	11.06%	+18.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.42%	13.76%	+15.66%

XDAT vs. LVHI - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than LVHI's 0.40% expense ratio.

Dividends

XDAT vs. LVHI - Dividend Comparison

XDAT has not paid dividends to shareholders, while LVHI's dividend yield for the trailing twelve months is around 6.10%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
LVHI Franklin International Low Volatility High Dividend Index ETF	6.10%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%
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%

Frequently Asked Questions

Can I hold both XDAT and LVHI in my portfolio?

XDAT and LVHI have a correlation of 0.04, 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 LVHI?

XDAT has higher volatility (8.54%) compared to LVHI (2.89%). In terms of maximum drawdown, XDAT dropped -54.87% vs LVHI's -32.31%.

Which ETF is better, XDAT or LVHI?

On 5-year performance, LVHI leads with 15.88% vs 1.34% for XDAT. On fees, LVHI is cheaper at 0.40% per year. On volatility, LVHI has been the lower-risk option at 2.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDAT or LVHI?

Over the 5-year period, LVHI has performed better with a 15.88% return vs 1.34%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XDAT or LVHI?

LVHI is cheaper with a 0.40% expense ratio, compared with 0.50% for XDAT.

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

LVHI has the higher dividend yield at 6.10%, compared with 0.00% for XDAT.

What is the main difference between XDAT and LVHI?

XDAT is categorized as Technology Equities, while LVHI is Volatility Hedged Equity. Their fees differ too: 0.50% for XDAT and 0.40% for LVHI.

Which has better risk-adjusted returns?

LVHI currently has the higher Sharpe Ratio (3.28 vs -0.06), 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.