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Franklin Disruptive Commerce ETF (BUYZ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35473P5382
CUSIP
35473P538
Inception Date
Feb 25, 2020
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Franklin Disruptive Commerce ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Franklin Disruptive Commerce ETF (BUYZ) has returned -19.76% so far this year and -6.09% over the past 12 months.


Franklin Disruptive Commerce ETF

1D
3.90%
1M
-4.86%
YTD
-19.76%
6M
-26.49%
1Y
-6.09%
3Y*
10.27%
5Y*
-8.56%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 28, 2020, BUYZ's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, your investment would double in approximately 7.8 years.

Historically, 56% of months were positive and 44% were negative. The best month was May 2020 with a return of +20.8%, while the worst month was Jan 2022 at -19.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BUYZ closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 12, 2020 at -9.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-7.61%-8.71%-4.86%-19.76%
20256.23%-4.06%-8.87%4.10%8.97%4.99%1.24%3.01%2.86%-2.91%-5.95%0.31%8.70%
20242.39%7.49%1.88%-6.90%0.97%3.12%-0.14%4.55%4.75%1.74%11.51%-4.90%28.25%
202315.74%-3.98%4.45%-1.38%1.59%8.79%5.29%-5.69%-5.69%-3.57%15.48%5.46%39.13%
2022-19.47%-6.94%0.30%-16.72%-9.58%-10.41%14.28%-3.29%-11.44%5.38%5.02%-8.63%-49.81%
20212.39%4.98%-11.05%4.85%-4.96%9.60%-3.88%2.95%-7.32%3.13%-9.42%-9.90%-19.38%

Benchmark Metrics

Franklin Disruptive Commerce ETF has an annualized alpha of -6.73%, beta of 1.07, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since March 02, 2020.

  • This ETF participated in 137.14% of S&P 500 Index downside but only 105.72% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -6.73% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 1.07 and R² of 0.54, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
-6.73%
Beta
1.07
0.54
Upside Capture
105.72%
Downside Capture
137.14%

Expense Ratio

BUYZ has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BUYZ ranks 8 for risk / return — in the bottom 8% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BUYZ Risk / Return Rank: 88
Overall Rank
BUYZ Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BUYZ Sortino Ratio Rank: 88
Sortino Ratio Rank
BUYZ Omega Ratio Rank: 88
Omega Ratio Rank
BUYZ Calmar Ratio Rank: 99
Calmar Ratio Rank
BUYZ Martin Ratio Rank: 88
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and compare them to a chosen benchmark (S&P 500 Index).


BUYZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.23

0.90

-1.12

Sortino ratio

Return per unit of downside risk

-0.14

1.39

-1.52

Omega ratio

Gain probability vs. loss probability

0.98

1.21

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.21

1.40

-1.61

Martin ratio

Return relative to average drawdown

-0.56

6.61

-7.16

Explore BUYZ risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Franklin Disruptive Commerce ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%0.20%0.40%0.60%0.80%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.00$0.00$0.03$0.00$0.00$0.32

Dividend yield

0.00%0.00%0.07%0.00%0.00%0.77%

Monthly Dividends

The table displays the monthly dividend distributions for Franklin Disruptive Commerce ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03$0.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.32$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Franklin Disruptive Commerce ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Franklin Disruptive Commerce ETF was 68.04%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Franklin Disruptive Commerce ETF drawdown is 48.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.04%Feb 16, 2021421Oct 14, 2022
-27.02%Mar 5, 202010Mar 18, 202027Apr 27, 202037
-12.45%Sep 2, 20204Sep 8, 202023Oct 9, 202027
-11.26%Nov 9, 20202Nov 10, 202012Nov 27, 202014
-10.85%Oct 14, 202013Oct 30, 20204Nov 5, 202017

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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