EZET vs. DIVI

Last updated Jun 26, 2026

EZET (Franklin Ethereum ETF) and DIVI (Franklin International Core Dividend Tilt Index ETF) are both exchange-traded funds - EZET is a Cryptocurrency fund tracking the CME CF Ether-Dollar Reference Rate - New York Variant, while DIVI is a Foreign Large Cap Equities fund tracking the Morningstar Developed Markets ex-North America Dividend Enhanced Select Index. Both are passively managed. Over the past year, EZET returned -36.13% vs 26.73% for DIVI. At a 0.36 correlation, their price movements are largely independent. EZET charges 0.19%/yr vs 0.09%/yr for DIVI.

Performance

EZET vs. DIVI - Performance Comparison

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

Returns By Period

In the year-to-date period, EZET achieves a -47.61% return, which is significantly lower than DIVI's 11.46% return.

EZET

• 1D: -1.69%
• 1M: -24.76%
• YTD: -47.61%
• 6M: -46.98%
• 1Y: -36.13%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIVI

• 1D: 0.98%
• 1M: -0.51%
• YTD: 11.46%
• 6M: 10.92%
• 1Y: 26.73%
• 3Y*: 18.43%
• 5Y*: 13.38%
• 10Y*: 11.87%

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

EZET vs. DIVI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EZET Franklin Ethereum ETF	-47.61%	-11.23%	-4.77%
DIVI Franklin International Core Dividend Tilt Index ETF	11.46%	34.86%	-5.25%

Correlation

The correlation between EZET and DIVI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.39
Correlation (All Time) Calculated using the full available price history since Jul 23, 2024	0.36

Return for Risk

EZET vs. DIVI — Risk / Return Rank

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

EZET

EZET Risk / Return Rank: 5
EZET Sharpe Ratio Rank: 5
EZET Sortino Ratio Rank: 6
EZET Omega Ratio Rank: 6
EZET Calmar Ratio Rank: 5
EZET Martin Ratio Rank: 6

DIVI

DIVI Risk / Return Rank: 60
DIVI Sharpe Ratio Rank: 61
DIVI Sortino Ratio Rank: 60
DIVI Omega Ratio Rank: 58
DIVI Calmar Ratio Rank: 60
DIVI Martin Ratio Rank: 63

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.

EZET vs. DIVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Ethereum ETF (EZET) 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.

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.

	EZET	DIVI	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	1.76	-2.28
Sortino ratio: Return per unit of downside risk	-0.44	2.45	-2.89
Omega ratio: Gain probability vs. loss probability	0.95	1.31	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.53	2.55	-3.08
Martin ratio: Return relative to average drawdown	-0.89	9.78	-10.67

EZET vs. DIVI - Sharpe Ratio Comparison

The current EZET Sharpe Ratio is -0.53, which is lower than the DIVI Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of EZET and DIVI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EZET vs. DIVI - Drawdown Comparison

The maximum EZET drawdown since its inception was -67.89%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for EZET and DIVI.

Drawdown Indicators

	EZET	DIVI	Difference
Max Drawdown Largest peak-to-trough decline	-67.89%	-27.76%	-40.13%
Max Drawdown (1Y) Largest decline over 1 year	-67.89%	-10.54%	-57.35%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.58%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-18.53%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-27.76%	—
Current Drawdown Current decline from peak	-67.89%	-1.35%	-66.54%
Average Drawdown Average peak-to-trough decline	-33.78%	-3.62%	-30.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	40.85%	2.74%	+38.11%

Volatility

EZET vs. DIVI - Volatility Comparison

Franklin Ethereum ETF (EZET) has a higher volatility of 19.96% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 5.16%. This indicates that EZET'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.

Volatility by Period

	EZET	DIVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	19.96%	5.16%	+14.80%
Volatility (6M) Calculated over the trailing 6-month period	46.50%	12.97%	+33.53%
Volatility (1Y) Calculated over the trailing 1-year period	68.96%	15.30%	+53.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.42%	15.43%	+56.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.42%	16.35%	+56.07%

EZET vs. DIVI - Expense Ratio Comparison

EZET has a 0.19% expense ratio, which is higher than DIVI's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

EZET vs. DIVI - Dividend Comparison

EZET has not paid dividends to shareholders, while DIVI's dividend yield for the trailing twelve months is around 2.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DIVI Franklin International Core Dividend Tilt Index ETF	2.04%	3.76%	4.39%	3.17%	6.03%	2.77%	8.04%	1.61%	5.67%	5.22%	11.56%
EZET Franklin Ethereum ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EZET and DIVI in my portfolio?

EZET and DIVI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EZET or DIVI?

EZET has higher volatility (19.96%) compared to DIVI (5.16%). In terms of maximum drawdown, EZET dropped -67.89% vs DIVI's -27.76%.

Which ETF is better, EZET or DIVI?

On 1-year performance, DIVI leads with 26.73% vs -36.13% for EZET. On fees, DIVI is cheaper at 0.09% per year. On volatility, DIVI has been the lower-risk option at 5.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EZET or DIVI?

Over the 1-year period, DIVI has performed better with a 26.73% return vs -36.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EZET or DIVI?

DIVI is cheaper with a 0.09% expense ratio, compared with 0.19% for EZET.

Which ETF pays a higher dividend yield, EZET or DIVI?

DIVI has the higher dividend yield at 2.04%, compared with 0.00% for EZET.

What is the main difference between EZET and DIVI?

EZET is categorized as Cryptocurrency, while DIVI is Foreign Large Cap Equities. EZET tracks CME CF Ether-Dollar Reference Rate - New York Variant, while DIVI tracks Morningstar Developed Markets ex-North America Dividend Enhanced Select Index. Their fees differ too: 0.19% for EZET and 0.09% for DIVI.

Which has better risk-adjusted returns?

DIVI currently has the higher Sharpe Ratio (1.76 vs -0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.