XDAT vs. SOXQ
Compare and contrast key facts about Franklin Exponential Data ETF (XDAT) and Invesco PHLX Semiconductor ETF (SOXQ).
XDAT and SOXQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XDAT is an actively managed fund by Franklin Templeton. It was launched on Jan 12, 2021. SOXQ is a passively managed fund by Invesco that tracks the performance of the PHLX / Semiconductor. It was launched on Jun 11, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XDAT or SOXQ.
Key characteristics
| XDAT | SOXQ | |
|---|---|---|
| YTD Return | -0.77% | 13.23% |
| 1Y Return | 36.29% | 62.01% |
| Sharpe Ratio | 1.86 | 2.11 |
| Daily Std Dev | 20.49% | 28.99% |
| Max Drawdown | -54.87% | -46.01% |
| Current Drawdown | -30.08% | -8.60% |
Correlation
The correlation between XDAT and SOXQ is 0.73, 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. SOXQ - Performance Comparison
In the year-to-date period, XDAT achieves a -0.77% return, which is significantly lower than SOXQ's 13.23% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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XDAT vs. SOXQ - Expense Ratio Comparison
XDAT has a 0.50% expense ratio, which is higher than SOXQ's 0.00% expense ratio.
Risk-Adjusted Performance
XDAT vs. SOXQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Invesco PHLX Semiconductor ETF (SOXQ). 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.
Dividends
XDAT vs. SOXQ - Dividend Comparison
XDAT has not paid dividends to shareholders, while SOXQ's dividend yield for the trailing twelve months is around 0.75%.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
XDAT Franklin Exponential Data ETF | 0.00% | 0.00% | 0.00% | 0.00% |
SOXQ Invesco PHLX Semiconductor ETF | 0.75% | 0.87% | 1.36% | 0.72% |
Drawdowns
XDAT vs. SOXQ - Drawdown Comparison
The maximum XDAT drawdown since its inception was -54.87%, which is greater than SOXQ's maximum drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for XDAT and SOXQ. For additional features, visit the drawdowns tool.
Volatility
XDAT vs. SOXQ - Volatility Comparison
The current volatility for Franklin Exponential Data ETF (XDAT) is 6.17%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 10.29%. This indicates that XDAT experiences smaller price fluctuations and is considered to be less risky than SOXQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.