XDAT vs. XT

Last updated Jun 4, 2026

XDAT (Franklin Exponential Data ETF) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds. XDAT is actively managed, while XT is passively managed. Over the past 5 years, XDAT returned 1.26%/yr vs 8.42%/yr for XT. Their correlation of 0.80 suggests significant overlap in exposure. XDAT charges 0.50%/yr vs 0.46%/yr for XT.

Performance

XDAT vs. XT - Performance Comparison

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

Returns By Period

In the year-to-date period, XDAT achieves a 0.92% return, which is significantly lower than XT's 20.20% return.

XDAT

• 1D: -3.31%
• 1M: 10.82%
• YTD: 0.92%
• 6M: -1.59%
• 1Y: -1.19%
• 3Y*: 12.16%
• 5Y*: 1.26%
• 10Y*: —

XT

• 1D: -0.47%
• 1M: 9.47%
• YTD: 20.20%
• 6M: 20.54%
• 1Y: 45.88%
• 3Y*: 18.83%
• 5Y*: 8.42%
• 10Y*: 14.70%

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

XDAT vs. XT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
XDAT Franklin Exponential Data ETF	0.92%	1.87%	16.54%	45.77%	-45.71%	10.86%
XT iShares Future Exponential Technologies ETF	20.20%	26.28%	0.29%	27.02%	-27.83%	11.39%

Correlation

The correlation between XDAT and XT is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 15, 2021	0.80

The correlation between XDAT and XT shifts across timeframes, from 0.65 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

XDAT vs. XT - Sectors Allocation Comparison

Sectors	XDAT	XT
Technology	53.3%	43.5%
Communication Services	35.1%	5.2%
Real Estate	5.7%	0.0%
Financial Services	4.1%	3.3%
Healthcare	2.6%	23.4%
Consumer Cyclical	1.3%	7.9%
Industrials	0.5%	10.1%
Basic Materials	-	2.0%
Consumer Defensive	-	0.0%
Energy	-	0.3%
Utilities	-	4.6%

Return for Risk

XDAT vs. XT — Risk / Return Rank

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

XDAT

XDAT Risk / Return Rank: 8
XDAT Sharpe Ratio Rank: 8
XDAT Sortino Ratio Rank: 8
XDAT Omega Ratio Rank: 8
XDAT Calmar Ratio Rank: 8
XDAT Martin Ratio Rank: 8

XT

XT Risk / Return Rank: 84
XT Sharpe Ratio Rank: 86
XT Sortino Ratio Rank: 84
XT Omega Ratio Rank: 79
XT Calmar Ratio Rank: 83
XT Martin Ratio Rank: 86

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. XT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Exponential Data ETF (XDAT) and iShares Future Exponential Technologies ETF (XT). 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.

	XDAT	XT	Difference
Sharpe ratio: Return per unit of total volatility	-0.05	2.89	-2.94
Sortino ratio: Return per unit of downside risk	0.09	3.83	-3.74
Omega ratio: Gain probability vs. loss probability	1.01	1.48	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.04	4.41	-4.45
Martin ratio: Return relative to average drawdown	-0.09	18.51	-18.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDAT vs. XT - Sharpe Ratio Comparison

The current XDAT Sharpe Ratio is -0.05, which is lower than the XT Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of XDAT and XT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XDAT	XT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	2.89	-2.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.41	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.03	0.66	-0.62

Drawdowns

XDAT vs. XT - Drawdown Comparison

The maximum XDAT drawdown since its inception was -54.87%, which is greater than XT's maximum drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for XDAT and XT.

Drawdown Indicators

	XDAT	XT	Difference
Max Drawdown Largest peak-to-trough decline	-54.87%	-34.41%	-20.46%
Max Drawdown (1Y) Largest decline over 1 year	-29.56%	-10.45%	-19.11%
Max Drawdown (3Y) Largest decline over 3 years	-29.56%	-22.09%	-7.47%
Max Drawdown (5Y) Largest decline over 5 years	-54.87%	-34.41%	-20.46%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.41%	—
Current Drawdown Current decline from peak	-15.57%	-0.47%	-15.10%
Average Drawdown Average peak-to-trough decline	-25.91%	-7.41%	-18.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.78%	2.49%	+11.29%

Volatility

XDAT vs. XT - Volatility Comparison

Franklin Exponential Data ETF (XDAT) has a higher volatility of 8.56% compared to iShares Future Exponential Technologies ETF (XT) at 4.85%. This indicates that XDAT's price experiences larger fluctuations and is considered to be riskier than XT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XDAT	XT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.56%	4.85%	+3.71%
Volatility (6M) Calculated over the trailing 6-month period	19.27%	11.94%	+7.33%
Volatility (1Y) Calculated over the trailing 1-year period	23.56%	15.99%	+7.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.45%	20.76%	+8.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.43%	20.08%	+9.35%

XDAT vs. XT - Expense Ratio Comparison

XDAT has a 0.50% expense ratio, which is higher than XT's 0.46% expense ratio.

Dividends

XDAT vs. XT - Dividend Comparison

XDAT has not paid dividends to shareholders, while XT's dividend yield for the trailing twelve months is around 6.61%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XT iShares Future Exponential Technologies ETF	6.61%	7.95%	0.66%	0.41%	0.78%	0.84%	0.77%	1.55%	1.40%	0.97%	1.37%	1.34%

Frequently Asked Questions

Can I hold both XDAT and XT in my portfolio?

XDAT and XT have a correlation of 0.65, 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 XT?

XDAT has higher volatility (8.56%) compared to XT (4.85%). In terms of maximum drawdown, XDAT dropped -54.87% vs XT's -34.41%.

Which ETF is better, XDAT or XT?

On 5-year performance, XT leads with 8.42% vs 1.26% for XDAT. On fees, XT is cheaper at 0.46% per year. On volatility, XT has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XDAT or XT?

Over the 5-year period, XT has performed better with a 8.42% return vs 1.26%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XDAT or XT?

XT is cheaper with a 0.46% expense ratio, compared with 0.50% for XDAT.

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

XT has the higher dividend yield at 6.61%, compared with 0.00% for XDAT.

What is the main difference between XDAT and XT?

They also come from different issuers: Franklin Templeton and iShares. Their fees differ too: 0.50% for XDAT and 0.46% for XT.

Which has better risk-adjusted returns?

XT currently has the higher Sharpe Ratio (2.89 vs -0.05), 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.