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BUYZ vs. DIVI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BUYZ vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Disruptive Commerce ETF (BUYZ) and Franklin International Core Dividend Tilt Index ETF (DIVI). The values are adjusted to include any dividend payments, if applicable.

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BUYZ vs. DIVI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BUYZ
Franklin Disruptive Commerce ETF
-19.76%8.70%28.25%39.13%-49.81%-19.38%111.45%
DIVI
Franklin International Core Dividend Tilt Index ETF
2.64%34.86%1.77%18.97%-1.21%16.95%8.51%

Returns By Period

In the year-to-date period, BUYZ achieves a -19.76% return, which is significantly lower than DIVI's 2.64% return.


BUYZ

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

DIVI

1D
3.00%
1M
-7.06%
YTD
2.64%
6M
8.63%
1Y
27.28%
3Y*
15.82%
5Y*
12.65%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BUYZ vs. DIVI - Expense Ratio Comparison

BUYZ has a 0.50% expense ratio, which is higher than DIVI's 0.09% expense ratio.


Return for Risk

BUYZ vs. DIVI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

DIVI
DIVI Risk / Return Rank: 8484
Overall Rank
DIVI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DIVI Sortino Ratio Rank: 8585
Sortino Ratio Rank
DIVI Omega Ratio Rank: 8484
Omega Ratio Rank
DIVI Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIVI Martin Ratio Rank: 8585
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.

BUYZ vs. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Disruptive Commerce ETF (BUYZ) and Franklin International Core Dividend Tilt Index ETF (DIVI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BUYZDIVIDifference

Sharpe ratio

Return per unit of total volatility

-0.23

1.59

-1.82

Sortino ratio

Return per unit of downside risk

-0.14

2.18

-2.32

Omega ratio

Gain probability vs. loss probability

0.98

1.32

-0.34

Calmar ratio

Return relative to maximum drawdown

-0.21

2.31

-2.52

Martin ratio

Return relative to average drawdown

-0.56

9.28

-9.84

BUYZ vs. DIVI - Sharpe Ratio Comparison

The current BUYZ Sharpe Ratio is -0.23, which is lower than the DIVI Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of BUYZ and DIVI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BUYZDIVIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.23

1.59

-1.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

0.85

-1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.63

-0.47

Correlation

The correlation between BUYZ and DIVI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BUYZ vs. DIVI - Dividend Comparison

BUYZ has not paid dividends to shareholders, while DIVI's dividend yield for the trailing twelve months is around 3.81%.


TTM2025202420232022202120202019201820172016
BUYZ
Franklin Disruptive Commerce ETF
0.00%0.00%0.07%0.00%0.00%0.77%0.00%0.00%0.00%0.00%0.00%
DIVI
Franklin International Core Dividend Tilt Index ETF
3.81%3.76%4.39%3.17%6.03%2.77%8.04%1.61%5.67%5.22%11.56%

Drawdowns

BUYZ vs. DIVI - Drawdown Comparison

The maximum BUYZ drawdown since its inception was -68.04%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for BUYZ and DIVI.


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Drawdown Indicators


BUYZDIVIDifference

Max Drawdown

Largest peak-to-trough decline

-68.04%

-27.76%

-40.28%

Max Drawdown (1Y)

Largest decline over 1 year

-30.85%

-11.39%

-19.46%

Max Drawdown (5Y)

Largest decline over 5 years

-63.32%

-18.53%

-44.79%

Current Drawdown

Current decline from peak

-48.21%

-7.30%

-40.91%

Average Drawdown

Average peak-to-trough decline

-38.60%

-3.66%

-34.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.84%

2.83%

+9.01%

Volatility

BUYZ vs. DIVI - Volatility Comparison

Franklin Disruptive Commerce ETF (BUYZ) has a higher volatility of 8.02% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 7.53%. This indicates that BUYZ's price experiences larger fluctuations and is considered to be riskier than DIVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUYZDIVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

7.53%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.26%

10.71%

+7.55%

Volatility (1Y)

Calculated over the trailing 1-year period

27.11%

17.24%

+9.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.49%

15.02%

+12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.18%

16.42%

+13.76%