Franklin Exponential Data ETF (XDAT) Performance
XDAT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +4.1% since Dec 31, 2025
- 1 year
- −3.4% total return
- 5 years
- −1.7% a year
- Since first price
- +1.4% a year since 2021
XDAT trailing returns vs SPY, QQQ, AGG
| Period | XDAT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −5.1% | −5.1% | −1.0% | −5.0% | +0.9% |
| 3 months | +12.8% | +12.8% | +3.2% | +1.9% | −0.4% |
| 6 months | +19.4% | +19.4% | +7.8% | +8.4% | −1.5% |
| YTD | +4.1% | +4.1% | +12.3% | +15.1% | −1.0% |
| 1 year | −3.4% | −3.4% | +14.4% | +15.9% | −1.1% |
| 3 years | +51.7%+14.9%/yr | +51.5% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −8.1%−1.7%/yr | −8.2% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionJan 14, 2021 | +8.4%+1.4%/yr | +8.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: XDAT vs SPY
From Jan 14, 2021: XDAT grew to $10,844, SPY to $21,680.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
XDAT returns by calendar year
3 of 4 full years positive. Best 2023 (+45.8%), worst 2022 (−45.7%). 2026 is year to date.
XDAT annual returns table
| Year | XDAT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +4.1% | −22.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +1.9% | −28.0% | +17.7% | +20.8% | +7.2% |
| 2024 | +16.5% | −16.5% | +24.9% | +25.6% | +1.3% |
| 2023 | +45.8% | −14.3% | +26.2% | +54.9% | +5.7% |
| 2022 | −45.7% | −48.0% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
XDAT largest drawdowns
Now 12.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Nov 9, 2021 | −54.9% | Nov 9, 2022 | not yet | 1.0 years | 5.0 years so far |
| Feb 12, 2021 | −18.7% | May 13, 2021 | Jun 28, 2021 | 3 months | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
XDAT risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +16.0% | +0.6% | +2.1% |
| Volatility (annualized) | 23.6% | 24.7% | 24.2% |
| Sharpe ratio | 0.56 | 0.00 | 0.08 |
| Sortino ratio | 0.97 | 0.00 | 0.11 |
| Best month | +17.9% | +17.9% | +17.9% |
| Worst month | −11.7% | −15.8% | −15.8% |
| Best 12 months | +37.1% | +46.0% | +46.0% |
| Worst 12 months | −14.7% | −45.9% | −45.9% |
| Positive months | 53% | 48% | 50% |
| Beta vs S&P 500 | 1.37 | 1.13 | — |
| Correlation with S&P 500 | 0.72 | 0.72 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
XDAT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 58 | −45.9% | +3.8% | +46.0% | 57% |
| 3-year (a year) | 34 | −7.4% | +8.0% | +21.3% | 62% |
| 5-year (a year) | 10 | −3.1% | −1.8% | +1.2% | 20% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
XDAT performance overview
Franklin Exponential Data ETF (XDAT) returned −3.4% over the past year and −1.7% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +1.4% a year, turning $10,000 into about $10,844. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −54.9%, from Nov 9, 2021 to Nov 9, 2022; the fund has not yet regained that high. XDAT finished 3 of its 4 full calendar years with a gain; the best year was 2023 (+45.8%) and the worst 2022 (−45.7%). Volatility has been 24.2% a year.
Related: XDAT chart, XDAT holdings, XDAT valuation. See the XDAT overview for the latest quote and fund facts.
XDAT performance FAQ
What is the XDAT return over the past year?
XDAT returned −3.4% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 3.4%.
What is the average annual return of XDAT?
XDAT has returned −1.7% a year over 5 years, +1.4% a year since January 14, 2021 (total return, distributions reinvested).
How much would $10,000 invested in XDAT be worth?
$10,000 invested in XDAT at its first recorded close on January 14, 2021 would be worth about $10,844 on October 23, 2026 with distributions reinvested.
What was the worst year for XDAT?
The worst calendar year was 2022, with a total return of −45.7%. The best was 2023 at +45.8%.
What is the biggest drawdown of XDAT?
The largest peak-to-trough decline was −54.9% between November 9, 2021 and November 9, 2022. It has not yet recovered to that high; it is 12.9% below its peak.
How volatile is XDAT?
Over the past 3 years XDAT had an annualized volatility of 23.6% and a Sharpe ratio of 0.56 (excess return over 1–3 month T-bills per unit of risk).