DIME vs. EZPZ

Last updated Jun 24, 2026

DIME (CoinShares Altcoins ETF) and EZPZ (Franklin Crypto Index ETF) are both Cryptocurrency funds. DIME is actively managed, while EZPZ is passively managed. Their correlation of 0.80 suggests significant overlap in exposure. DIME charges 0.00%/yr vs 0.19%/yr for EZPZ.

Performance

DIME vs. EZPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CoinShares Altcoins ETF (DIME) and Franklin Crypto Index ETF (EZPZ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with DIME having a -32.91% return and EZPZ slightly higher at -32.10%.

DIME

• 1D: -5.10%
• 1M: -18.42%
• YTD: -32.91%
• 6M: -32.09%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EZPZ

• 1D: -3.39%
• 1M: -18.22%
• YTD: -32.10%
• 6M: -32.65%
• 1Y: -40.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DIME vs. EZPZ - Yearly Performance Comparison

	2026 (YTD)	2025
DIME CoinShares Altcoins ETF	-32.91%	-58.28%
EZPZ Franklin Crypto Index ETF	-32.10%	-32.57%

Correlation

The correlation between DIME and EZPZ is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Oct 7, 2025	0.80

Return for Risk

DIME vs. EZPZ — Risk / Return Rank

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

DIME

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

EZPZ

EZPZ Risk / Return Rank: 3
EZPZ Sharpe Ratio Rank: 2
EZPZ Sortino Ratio Rank: 3
EZPZ Omega Ratio Rank: 3
EZPZ Calmar Ratio Rank: 3
EZPZ Martin Ratio Rank: 3

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.

DIME vs. EZPZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Altcoins ETF (DIME) and Franklin Crypto Index ETF (EZPZ). 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.

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.

	DIME	EZPZ	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.85	—
Sortino ratio: Return per unit of downside risk	—	-1.15	—
Omega ratio: Gain probability vs. loss probability	—	0.87	—
Calmar ratio: Return relative to maximum drawdown	—	-0.72	—
Martin ratio: Return relative to average drawdown	—	-1.23	—

Drawdowns

DIME vs. EZPZ - Drawdown Comparison

The maximum DIME drawdown since its inception was -72.54%, which is greater than EZPZ's maximum drawdown of -55.78%. Use the drawdown chart below to compare losses from any high point for DIME and EZPZ.

Drawdown Indicators

	DIME	EZPZ	Difference
Max Drawdown Largest peak-to-trough decline	-72.54%	-55.78%	-16.76%
Max Drawdown (1Y) Largest decline over 1 year	—	-55.78%	—
Current Drawdown Current decline from peak	-72.01%	-54.21%	-17.80%
Average Drawdown Average peak-to-trough decline	-58.40%	-22.87%	-35.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	32.74%	—

Volatility

Volatility by Period

	DIME	EZPZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.24%	—
Volatility (6M) Calculated over the trailing 6-month period	—	37.14%	—
Volatility (1Y) Calculated over the trailing 1-year period	78.88%	47.70%	+31.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.88%	47.87%	+31.01%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	78.88%	47.87%	+31.01%

DIME vs. EZPZ - Expense Ratio Comparison

DIME has a 0.00% expense ratio, which is lower than EZPZ's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

DIME vs. EZPZ - Dividend Comparison

Neither DIME nor EZPZ has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both DIME and EZPZ in my portfolio?

DIME and EZPZ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DIME or EZPZ?

On fees, DIME is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DIME or EZPZ?

DIME is cheaper with a 0.00% expense ratio, compared with 0.19% for EZPZ.

Which ETF pays a higher dividend yield, DIME or EZPZ?

DIME and EZPZ have nearly identical dividend yields, around 0.00%.

What is the main difference between DIME and EZPZ?

They also come from different issuers: CoinShares and Franklin Templeton. Their fees differ too: 0.00% for DIME and 0.19% for EZPZ.