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XDAT vs. SKYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between XDAT and SKYY is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

XDAT vs. SKYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and First Trust ISE Cloud Computing Index Fund (SKYY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

XDAT:

0.53

SKYY:

0.68

Sortino Ratio

XDAT:

1.10

SKYY:

1.24

Omega Ratio

XDAT:

1.15

SKYY:

1.17

Calmar Ratio

XDAT:

0.53

SKYY:

0.75

Martin Ratio

XDAT:

2.04

SKYY:

2.33

Ulcer Index

XDAT:

9.01%

SKYY:

10.24%

Daily Std Dev

XDAT:

27.29%

SKYY:

30.21%

Max Drawdown

XDAT:

-54.87%

SKYY:

-53.20%

Current Drawdown

XDAT:

-15.88%

SKYY:

-11.47%

Returns By Period

In the year-to-date period, XDAT achieves a 2.43% return, which is significantly higher than SKYY's -2.51% return.


XDAT

YTD

2.43%

1M

17.03%

6M

0.86%

1Y

14.41%

5Y*

N/A

10Y*

N/A

SKYY

YTD

-2.51%

1M

19.29%

6M

-1.74%

1Y

20.32%

5Y*

12.33%

10Y*

14.57%

*Annualized

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XDAT vs. SKYY - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is lower than SKYY's 0.60% expense ratio.


Risk-Adjusted Performance

XDAT vs. SKYY — Risk-Adjusted Performance Rank

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

XDAT
The Risk-Adjusted Performance Rank of XDAT is 6060
Overall Rank
The Sharpe Ratio Rank of XDAT is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of XDAT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of XDAT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of XDAT is 5757
Calmar Ratio Rank
The Martin Ratio Rank of XDAT is 5757
Martin Ratio Rank

SKYY
The Risk-Adjusted Performance Rank of SKYY is 6969
Overall Rank
The Sharpe Ratio Rank of SKYY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of SKYY is 7474
Sortino Ratio Rank
The Omega Ratio Rank of SKYY is 7373
Omega Ratio Rank
The Calmar Ratio Rank of SKYY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of SKYY is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

XDAT vs. SKYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and First Trust ISE Cloud Computing Index Fund (SKYY). 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.


The current XDAT Sharpe Ratio is 0.53, which is comparable to the SKYY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of XDAT and SKYY, 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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Dividends

XDAT vs. SKYY - Dividend Comparison

XDAT's dividend yield for the trailing twelve months is around 0.12%, while SKYY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
XDAT
Franklin Exponential Data ETF
0.12%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SKYY
First Trust ISE Cloud Computing Index Fund
0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%

Drawdowns

XDAT vs. SKYY - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, roughly equal to the maximum SKYY drawdown of -53.20%. Use the drawdown chart below to compare losses from any high point for XDAT and SKYY. For additional features, visit the drawdowns tool.


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Volatility

XDAT vs. SKYY - Volatility Comparison

The current volatility for Franklin Exponential Data ETF (XDAT) is 8.25%, while First Trust ISE Cloud Computing Index Fund (SKYY) has a volatility of 8.80%. This indicates that XDAT experiences smaller price fluctuations and is considered to be less risky than SKYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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