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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
Assets Under Management
$5M

Share Price Chart


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Performance

BUYZ Performance Chart

Franklin Disruptive Commerce ETF (BUYZ) is down 17.3% since the beginning of the year. BUYZ is currently trading at $33 per share. Investors who bought $1,000 worth of BUYZ shares 5 years ago would now be looking at an investment worth $628.


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S&P 500 Index

Returns By Period

Franklin Disruptive Commerce ETF (BUYZ) has returned -17.25% so far this year and -13.69% over the past 12 months.


Franklin Disruptive Commerce ETF

1D
-1.95%
1M
-2.82%
YTD
-17.25%
6M
-18.73%
1Y
-13.69%
3Y*
9.26%
5Y*
-8.88%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUYZ Monthly Returns History

Based on dividend-adjusted daily data since Feb 28, 2020, BUYZ's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 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 54% 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%9.98%-0.55%-5.72%-17.25%
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 -7.57%, beta of 1.06, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since February 28, 2020.

  • This ETF participated in 137.79% of S&P 500 Index downside but only 101.53% of its upside - more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -7.57% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • With beta of 1.06 and R2 of 0.53, 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
-7.57%
Beta
1.06
0.53
Upside Capture
101.53%
Downside Capture
137.79%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BUYZ ranks 4 for risk / return — in the bottom 4% 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: 44
Overall Rank
BUYZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BUYZ Sortino Ratio Rank: 44
Sortino Ratio Rank
BUYZ Omega Ratio Rank: 44
Omega Ratio Rank
BUYZ Calmar Ratio Rank: 55
Calmar Ratio Rank
BUYZ Martin Ratio Rank: 55
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BUYZBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.64

Sortino ratioReturn per unit of downside risk

-3.45

Omega ratioGain probability vs. loss probability

0.91

1.37

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.45

2.78

-3.23

Martin ratioReturn relative to average drawdown

-0.85

12.44

-13.29

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$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 46.59%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-68.04%Oct 2022
1y 8mo
5y 4moFeb 2021 - now
COVID crash2020
-27.02%Mar 2020
13d1mo 10d
1mo 23dMar 2020 - Apr 2020
2020 correction2020
-12.45%Sep 2020
6d1mo 1d
1mo 7dSep 2020 - Oct 2020
2020 correction2020
-11.26%Nov 2020
1d17d
18dNov 2020 - Nov 2020
2020 correction2020
-10.85%Oct 2020
16d6d
22dOct 2020 - Nov 2020

Drawdown Indicators


BUYZBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-68.04%

-56.78%

-11.26%

Max Drawdown (1Y)

Largest decline over 1 year

-30.85%

-9.10%

-21.75%

Max Drawdown (3Y)

Largest decline over 3 years

-30.85%

-18.90%

-11.95%

Max Drawdown (5Y)

Largest decline over 5 years

-63.32%

-25.43%

-37.89%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-46.59%

-1.80%

-44.79%

Average Drawdown

Average peak-to-trough decline

-38.79%

-10.71%

-28.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.06%

2.03%

+14.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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