XDAT vs. SOXQ

Last updated Aug 4, 2026

XDAT (Franklin Exponential Data ETF) and SOXQ (Invesco PHLX Semiconductor ETF) are both exchange-traded funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while SOXQ is a Semiconductors fund tracking the PHLX Semiconductor Sector Index. XDAT is actively managed, while SOXQ is passively managed. Over the past 5 years, XDAT returned -1.82%/yr vs 28.30%/yr for SOXQ. Their 0.64 correlation means they have sometimes moved together and sometimes differently. XDAT charges 0.50%/yr vs 0.19%/yr for SOXQ.

Performance

XDAT vs. SOXQ - Performance Comparison

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

Returns By Period

In the year-to-date period, XDAT achieves a -0.52% return, which is significantly lower than SOXQ's 61.64% return.

XDAT

• 1D: 3.70%
• 1M: 3.05%
• 6M: 9.55%
• YTD: -0.52%
• 1Y: -2.03%
• 3Y*: 11.37%
• 5Y*: -1.82%
• 10Y*: —
• ALL TIME*: 0.44%

SOXQ

• 1D: 1.04%
• 1M: -9.38%
• 6M: 40.74%
• YTD: 61.64%
• 1Y: 107.64%
• 3Y*: 46.52%
• 5Y*: 28.30%
• 10Y*: —
• ALL TIME*: 29.21%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SOXQ Invesco PHLX Semiconductor ETF	$211.18M	$220.46M	$283.01M
XDAT Franklin Exponential Data ETF	$42.52K	$24.92K	$17.00K

XDAT vs. SOXQ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDAT Franklin Exponential Data ETF	-0.52%	1.87%	16.54%	45.77%	-45.71%	8.42%
SOXQ Invesco PHLX Semiconductor ETF	61.64%	43.11%	20.16%	66.74%	-35.59%	25.19%

Correlation

The correlation between XDAT and SOXQ is 0.41, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.41
Correlation (3Y) Balances recent behavior with more history.	0.56
Correlation (5Y) Shows whether the relationship held over a longer period.	0.65
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021	0.64

Over the past year, the correlation between XDAT and SOXQ has dropped to 0.41 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

XDAT vs. SOXQ - Sectors Allocation Comparison

Sectors	XDAT	SOXQ
Technology	65.2%	99.9%
Communication Services	28.9%	-
Real Estate	2.9%	-
Healthcare	2.6%	-
Financial Services	2.3%	0.1%
Consumer Cyclical	0.5%	-
Industrials	0.3%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Utilities	-	-

Return for Risk

XDAT vs. SOXQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XDAT

XDAT Risk / Return Rank: 10
XDAT Sharpe Ratio Rank: 10
XDAT Sortino Ratio Rank: 10
XDAT Omega Ratio Rank: 10
XDAT Calmar Ratio Rank: 10
XDAT Martin Ratio Rank: 10

SOXQ

SOXQ Risk / Return Rank: 88
SOXQ Sharpe Ratio Rank: 93
SOXQ Sortino Ratio Rank: 84
SOXQ Omega Ratio Rank: 85
SOXQ Calmar Ratio Rank: 89
SOXQ Martin Ratio Rank: 91

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XDAT vs. SOXQ - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XDAT	SOXQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.08	2.50	-2.58
Sortino ratio: Return per unit of downside risk	0.06	2.80	-2.73
Omega ratio: Gain probability vs. loss probability	1.01	1.38	-0.37
Calmar ratio: Return relative to maximum drawdown	-0.07	3.79	-3.86
Martin ratio: Return relative to average drawdown	-0.14	15.50	-15.64

XDAT vs. SOXQ - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.08, which is lower than the SOXQ Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of XDAT and SOXQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	XDAT	SOXQ	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-46.01%	-8.86%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-28.56%	-1.00%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-39.36%	+9.80%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-46.01%	-8.86%
Current Drawdown Current decline from peak	-16.77%	-21.83%	+5.06%
Average Drawdown Average peak-to-trough decline	-25.73%	-12.92%	-12.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.89%	6.97%	+7.92%

Volatility

XDAT vs. SOXQ - Volatility Comparison

The current volatility for Franklin Exponential Data ETF (XDAT) is 7.45%, while Invesco PHLX Semiconductor ETF (SOXQ) has a volatility of 16.48%. 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.

Volatility by Period

	XDAT	SOXQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.45%	16.48%	-9.03%
Volatility (6M) Calculated over the trailing 6-month period	20.83%	37.48%	-16.65%
Volatility (1Y) Calculated over the trailing 1-year period	25.26%	43.45%	-18.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.69%	38.30%	-8.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.37%	37.92%	-8.55%

XDAT vs. SOXQ - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than SOXQ's 0.19% expense ratio.

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 0.32%.

Position	TTM	2025	2024	2023	2022	2021
SOXQ Invesco PHLX Semiconductor ETF	0.32%	0.50%	0.68%	0.87%	1.36%	0.72%
XDAT Franklin Exponential Data ETF	0.00%	0.00%	0.13%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XDAT and SOXQ in my portfolio?

XDAT and SOXQ have a correlation of 0.41, 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 SOXQ?

SOXQ has higher volatility (16.48%) compared to XDAT (7.45%). In terms of maximum drawdown, XDAT dropped -54.87% vs SOXQ's -46.01%.

Which ETF is better, XDAT or SOXQ?

On 5-year performance, SOXQ leads with 28.30% vs -1.82% for XDAT. On fees, SOXQ is cheaper at 0.19% per year. On volatility, XDAT has been the lower-risk option at 7.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDAT or SOXQ?

Over the 5-year period, SOXQ has performed better with a 28.30% return vs -1.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XDAT or SOXQ?

SOXQ is cheaper with a 0.19% expense ratio, compared with 0.50% for XDAT.

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

SOXQ has the higher dividend yield at 0.32%, compared with 0.00% for XDAT.

What is the main difference between XDAT and SOXQ?

XDAT is categorized as Technology Equities, while SOXQ is Semiconductors. They also come from different issuers: Franklin Templeton and Invesco. Their fees differ too: 0.50% for XDAT and 0.19% for SOXQ.

Which has better risk-adjusted returns?

SOXQ currently has the higher Sharpe Ratio (2.50 vs -0.08), 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.