XDAT vs. SOXX

Last updated Jun 24, 2026

XDAT (Franklin Exponential Data ETF) and SOXX (iShares Semiconductor ETF) are both exchange-traded funds - XDAT is a Technology Equities fund actively managed by Franklin Templeton, while SOXX is a Semiconductors fund tracking the NYSE Semiconductor Index. XDAT is actively managed, while SOXX is passively managed. Over the past 5 years, XDAT returned -2.54%/yr vs 33.69%/yr for SOXX. A 0.65 correlation means they provide meaningful diversification when combined. XDAT charges 0.50%/yr vs 0.34%/yr for SOXX.

Performance

XDAT vs. SOXX - Performance Comparison

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

Returns By Period

In the year-to-date period, XDAT achieves a -7.81% return, which is significantly lower than SOXX's 100.58% return.

XDAT

• 1D: -0.58%
• 1M: -2.09%
• YTD: -7.81%
• 6M: -9.60%
• 1Y: -9.59%
• 3Y*: 8.96%
• 5Y*: -2.54%
• 10Y*: —

SOXX

• 1D: -7.88%
• 1M: 12.35%
• YTD: 100.58%
• 6M: 98.07%
• 1Y: 167.63%
• 3Y*: 56.18%
• 5Y*: 33.69%
• 10Y*: 36.08%

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

XDAT vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDAT Franklin Exponential Data ETF	-7.81%	1.87%	16.54%	45.77%	-45.71%	9.61%
SOXX iShares Semiconductor ETF	100.58%	40.74%	12.92%	67.12%	-35.09%	34.60%

Correlation

The correlation between XDAT and SOXX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.56
Correlation (5Y) Calculated over the trailing 5-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 14, 2021	0.65

Over the past year, the correlation between XDAT and SOXX has dropped to 0.38 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.

XDAT vs. SOXX - Sectors Allocation Comparison

Sectors	XDAT	SOXX
Technology	59.4%	100.0%
Communication Services	32.0%	-
Real Estate	4.7%	-
Healthcare	2.6%	-
Financial Services	2.4%	-
Consumer Cyclical	1.2%	-
Industrials	0.2%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Utilities	-	-

Return for Risk

XDAT vs. SOXX — Risk / Return Rank

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

XDAT

XDAT Risk / Return Rank: 6
XDAT Sharpe Ratio Rank: 6
XDAT Sortino Ratio Rank: 5
XDAT Omega Ratio Rank: 5
XDAT Calmar Ratio Rank: 6
XDAT Martin Ratio Rank: 6

SOXX

SOXX Risk / Return Rank: 95
SOXX Sharpe Ratio Rank: 97
SOXX Sortino Ratio Rank: 92
SOXX Omega Ratio Rank: 92
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 97

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. SOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and iShares Semiconductor ETF (SOXX). 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	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	-0.40	4.28	-4.68
Sortino ratio: Return per unit of downside risk	-0.40	4.15	-4.54
Omega ratio: Gain probability vs. loss probability	0.95	1.60	-0.64
Calmar ratio: Return relative to maximum drawdown	-0.33	10.70	-11.02
Martin ratio: Return relative to average drawdown	-0.68	38.46	-39.14

XDAT vs. SOXX - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.40, which is lower than the SOXX Sharpe Ratio of 4.28. The chart below compares the historical Sharpe Ratios of XDAT and SOXX, 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. SOXX - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, smaller than the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for XDAT and SOXX.

Drawdown Indicators

	XDAT	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-70.21%	+15.34%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-15.77%	-13.79%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-41.36%	+11.80%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-45.75%	-9.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-45.75%	—
Current Drawdown Current decline from peak	-22.87%	-7.88%	-14.99%
Average Drawdown Average peak-to-trough decline	-25.85%	-19.94%	-5.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.17%	4.38%	+9.79%

Volatility

XDAT vs. SOXX - Volatility Comparison

The current volatility for Franklin Exponential Data ETF (XDAT) is 10.70%, while iShares Semiconductor ETF (SOXX) has a volatility of 22.75%. This indicates that XDAT experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.70%	22.75%	-12.05%
Volatility (6M) Calculated over the trailing 6-month period	20.11%	33.44%	-13.33%
Volatility (1Y) Calculated over the trailing 1-year period	24.35%	39.42%	-15.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.56%	37.21%	-7.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.43%	34.00%	-4.57%

XDAT vs. SOXX - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than SOXX's 0.34% expense ratio.

Dividends

XDAT vs. SOXX - Dividend Comparison

XDAT has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SOXX iShares Semiconductor ETF	0.24%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
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%	0.00%

Frequently Asked Questions

Can I hold both XDAT and SOXX in my portfolio?

XDAT and SOXX have a correlation of 0.38, 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 SOXX?

SOXX has higher volatility (22.75%) compared to XDAT (10.70%). In terms of maximum drawdown, XDAT dropped -54.87% vs SOXX's -70.21%.

Which ETF is better, XDAT or SOXX?

On 5-year performance, SOXX leads with 33.69% vs -2.54% for XDAT. On fees, SOXX is cheaper at 0.34% per year. On volatility, XDAT has been the lower-risk option at 10.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDAT or SOXX?

Over the 5-year period, SOXX has performed better with a 33.69% return vs -2.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XDAT or SOXX?

SOXX is cheaper with a 0.34% expense ratio, compared with 0.50% for XDAT.

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

SOXX has the higher dividend yield at 0.24%, compared with 0.00% for XDAT.

What is the main difference between XDAT and SOXX?

XDAT is categorized as Technology Equities, while SOXX is Semiconductors. They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.50% for XDAT and 0.34% for SOXX.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (4.28 vs -0.40), 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.