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Franklin Crypto Index ETF (EZPZ)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US35349C1099
CUSIP
35349C109
Inception Date
Feb 20, 2025
Leveraged
1x (No leverage)
Index Tracked
CF Institutional Digital Asset Index – US-Settlement Price
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Cryptocurrency
Asset Class Size
Multi-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 Crypto Index 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 Crypto Index ETF (EZPZ) has returned -23.94% so far this year and -16.03% over the past 12 months.


Franklin Crypto Index ETF

1D
2.11%
1M
3.63%
YTD
-23.94%
6M
-43.46%
1Y
-16.03%
3Y*
5Y*
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 20, 2025, EZPZ's average daily return is -0.09%, while the average monthly return is -2.06%.

Historically, 43% of months were positive and 57% were negative. The best month was May 2025 with a return of +14.3%, while the worst month was Feb 2026 at -22.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EZPZ closed higher 48% of trading days. The best single day was Feb 6, 2026 with a return of +10.9%, while the worst single day was Feb 5, 2026 at -14.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.96%-22.77%3.63%-23.94%
2025-15.23%-4.07%12.42%14.28%2.28%12.96%-3.75%3.96%-4.50%-18.23%-4.82%-10.23%

Benchmark Metrics

Franklin Crypto Index ETF has an annualized alpha of -27.28%, beta of 1.26, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since February 21, 2025.

  • This ETF participated in 192.76% of S&P 500 Index downside but only -7.44% of its upside — more exposed to losses than it benefited from rallies.
  • R² of 0.22 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-27.28%
Beta
1.26
0.22
Upside Capture
-7.44%
Downside Capture
192.76%

Expense Ratio

EZPZ has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

EZPZ ranks 7 for risk / return — in the bottom 7% 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.


EZPZ Risk / Return Rank: 77
Overall Rank
EZPZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EZPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EZPZ Omega Ratio Rank: 77
Omega Ratio Rank
EZPZ Calmar Ratio Rank: 77
Calmar Ratio Rank
EZPZ Martin Ratio Rank: 66
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 Crypto Index ETF (EZPZ) and compare them to a chosen benchmark (S&P 500 Index).


EZPZBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.33

0.90

-1.23

Sortino ratio

Return per unit of downside risk

-0.16

1.39

-1.55

Omega ratio

Gain probability vs. loss probability

0.98

1.21

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.33

1.40

-1.73

Martin ratio

Return relative to average drawdown

-0.71

6.61

-7.32

Explore EZPZ 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 Crypto Index ETF doesn't pay dividends

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 Crypto Index 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 Crypto Index ETF was 52.38%, occurring on Feb 5, 2026. The portfolio has not yet recovered.

The current Franklin Crypto Index ETF drawdown is 48.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.38%Oct 7, 202584Feb 5, 2026
-25.52%Feb 21, 202533Apr 8, 202522May 9, 202555
-12.14%Aug 14, 202530Sep 25, 20257Oct 6, 202537
-7.67%May 23, 20259Jun 5, 202522Jul 9, 202531
-5.24%Jul 25, 20256Aug 1, 20256Aug 11, 202512

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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