{"schemaVersion":1,"ticker":"XDAT","asOf":"2026-10-26","desk":"themes","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xdat/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, XDAT against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/xdat/"},"benchmark":{"ticker":"IWV","name":"Russell 3000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XDAT","b":"IWV","window":{"from":"2021-01-22","to":"2026-10-23","firstReturn":"2021-01-29","weeklyReturns":300,"years":5.75,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.03413694,"perWeek":0.0006564797,"days":1440,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":0.04861468,"b":1.00047027,"edge":"IWV","lead":"IWV"},"annualised":{"a":0.00826207,"b":0.12770688,"edge":"IWV","lead":"IWV"},"price":{"a":0.04732086,"b":0.86733721,"edge":"IWV","lead":"IWV"},"volatility":{"a":0.29196295,"b":0.15984861,"edge":"IWV","lead":"IWV"},"downsideDeviation":{"a":0.20792873,"b":0.10672308,"edge":"IWV","lead":"IWV"},"maxDrawdown":{"a":-0.53436204,"b":-0.24619216,"edge":"IWV","lead":"IWV","aPeak":"2021-11-12","aTrough":"2022-11-04","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.01669422,"b":0.09891958,"edge":"IWV","lead":"IWV"},"sharpe":{"a":0.05717925,"b":0.61883292,"edge":"IWV","lead":"IWV"},"sortino":{"a":0.08028819,"b":0.92688084,"edge":"IWV","lead":"IWV"},"calmar":{"a":0.01546155,"b":0.51872846,"edge":"IWV","lead":"IWV"}},"relative":{"XDAT":{"on":"IWV","beta":1.44256533,"r2":0.62378253,"alpha":-0.12600373,"alphaT":-1.68100522,"alphaLow":-0.27351658,"alphaHigh":0.02150911,"upsideCapture":1.60876121,"downsideCapture":1.34675354,"treynor":0.01157259,"trackingError":0.19254688,"informationRatio":-0.42704071,"upWeeks":166,"downWeeks":134,"treynorReference":0.09891958,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":null,"neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"XDAT","lead":"XDAT"},"downsideCapture":{"edge":"IWV","lead":"IWV"},"treynor":{"edge":"IWV","lead":"IWV"},"informationRatio":{"edge":null,"lead":"IWV","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XDAT":{"kept":"2026-10-26","distributions":1,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":300,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.04861468}},"IWV":{"kept":"2026-10-26","distributions":23,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":300,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.00047027}}}}