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

Correlation

The correlation between XDAT and TIME is 0.86, 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.


-0.50.00.51.00.9

Performance

XDAT vs. TIME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Exponential Data ETF (XDAT) and Clockwise Core Equity & Innovation ETF (TIME). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
10.63%
9.81%
XDAT
TIME

Key characteristics

Sharpe Ratio

XDAT:

0.27

TIME:

0.88

Sortino Ratio

XDAT:

0.49

TIME:

1.24

Omega Ratio

XDAT:

1.06

TIME:

1.16

Calmar Ratio

XDAT:

0.16

TIME:

1.31

Martin Ratio

XDAT:

1.00

TIME:

4.51

Ulcer Index

XDAT:

5.30%

TIME:

3.86%

Daily Std Dev

XDAT:

19.73%

TIME:

19.81%

Max Drawdown

XDAT:

-54.87%

TIME:

-42.24%

Current Drawdown

XDAT:

-19.66%

TIME:

-10.71%

Returns By Period

In the year-to-date period, XDAT achieves a -2.16% return, which is significantly lower than TIME's -0.62% return.


XDAT

YTD

-2.16%

1M

-7.20%

6M

8.02%

1Y

5.43%

5Y*

N/A

10Y*

N/A

TIME

YTD

-0.62%

1M

-6.46%

6M

6.19%

1Y

13.95%

5Y*

N/A

10Y*

N/A

*Annualized

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XDAT vs. TIME - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is lower than TIME's 1.00% expense ratio.


Expense ratio chart for TIME: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for XDAT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

XDAT vs. TIME — 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 1717
Overall Rank
The Sharpe Ratio Rank of XDAT is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of XDAT is 1717
Sortino Ratio Rank
The Omega Ratio Rank of XDAT is 1717
Omega Ratio Rank
The Calmar Ratio Rank of XDAT is 1515
Calmar Ratio Rank
The Martin Ratio Rank of XDAT is 1919
Martin Ratio Rank

TIME
The Risk-Adjusted Performance Rank of TIME is 4747
Overall Rank
The Sharpe Ratio Rank of TIME is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of TIME is 4040
Sortino Ratio Rank
The Omega Ratio Rank of TIME is 4242
Omega Ratio Rank
The Calmar Ratio Rank of TIME is 5757
Calmar Ratio Rank
The Martin Ratio Rank of TIME is 5353
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. TIME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and Clockwise Core Equity & Innovation ETF (TIME). 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 chart of Sharpe ratio for XDAT, currently valued at 0.27, compared to the broader market-1.000.001.002.003.004.005.000.270.88
The chart of Sortino ratio for XDAT, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.491.24
The chart of Omega ratio for XDAT, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.16
The chart of Calmar ratio for XDAT, currently valued at 0.32, compared to the broader market0.005.0010.0015.000.321.31
The chart of Martin ratio for XDAT, currently valued at 1.00, compared to the broader market0.0020.0040.0060.0080.00100.001.004.51
XDAT
TIME

The current XDAT Sharpe Ratio is 0.27, which is lower than the TIME Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of XDAT and TIME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2025FebruaryMarch
0.27
0.88
XDAT
TIME

Dividends

XDAT vs. TIME - Dividend Comparison

XDAT's dividend yield for the trailing twelve months is around 0.13%, less than TIME's 15.94% yield.


TTM20242023
XDAT
Franklin Exponential Data ETF
0.13%0.13%0.00%
TIME
Clockwise Core Equity & Innovation ETF
15.94%15.84%21.04%

Drawdowns

XDAT vs. TIME - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than TIME's maximum drawdown of -42.24%. Use the drawdown chart below to compare losses from any high point for XDAT and TIME. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2025FebruaryMarch
-11.21%
-10.71%
XDAT
TIME

Volatility

XDAT vs. TIME - Volatility Comparison

The current volatility for Franklin Exponential Data ETF (XDAT) is 6.15%, while Clockwise Core Equity & Innovation ETF (TIME) has a volatility of 6.83%. This indicates that XDAT experiences smaller price fluctuations and is considered to be less risky than TIME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%OctoberNovemberDecember2025FebruaryMarch
6.15%
6.83%
XDAT
TIME