EZPZ vs. DIVI

Last updated Jul 17, 2026

EZPZ (Franklin Crypto Index ETF) and DIVI (Franklin International Core Dividend Tilt Index ETF) are both exchange-traded funds - EZPZ is a Cryptocurrency fund tracking the CF Institutional Digital Asset Index – US-Settlement Price, 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, EZPZ returned -47.61% vs 26.35% for DIVI. At a 0.41 correlation, their price movements are largely independent. EZPZ charges 0.19%/yr vs 0.09%/yr for DIVI.

Performance

EZPZ vs. DIVI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Crypto Index ETF (EZPZ) 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, EZPZ achieves a -29.25% return, which is significantly lower than DIVI's 12.20% return.

EZPZ

• 1D: -1.14%
• 1M: -1.65%
• 6M: -35.74%
• YTD: -29.25%
• 1Y: -47.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DIVI

• 1D: -0.56%
• 1M: -0.35%
• 6M: 8.47%
• YTD: 12.20%
• 1Y: 26.35%
• 3Y*: 17.18%
• 5Y*: 13.54%
• 10Y*: 11.04%

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

EZPZ vs. DIVI - Yearly Performance Comparison

	2026 (YTD)	2025
EZPZ Franklin Crypto Index ETF	-29.25%	-10.11%
DIVI Franklin International Core Dividend Tilt Index ETF	12.20%	24.91%

Correlation

The correlation between EZPZ and DIVI is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025	0.41

Return for Risk

EZPZ vs. DIVI — Risk / Return Rank

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

EZPZ

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

DIVI

DIVI Risk / Return Rank: 65
DIVI Sharpe Ratio Rank: 66
DIVI Sortino Ratio Rank: 65
DIVI Omega Ratio Rank: 63
DIVI Calmar Ratio Rank: 62
DIVI Martin Ratio Rank: 67

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.

EZPZ vs. DIVI - Risk-Adjusted Trends Comparison

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

	EZPZ	DIVI	Difference
Sharpe ratio: Return per unit of total volatility	-1.00	1.73	-2.73
Sortino ratio: Return per unit of downside risk	-1.51	2.42	-3.93
Omega ratio: Gain probability vs. loss probability	0.83	1.30	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.84	2.51	-3.36
Martin ratio: Return relative to average drawdown	-1.34	9.63	-10.97

EZPZ vs. DIVI - Sharpe Ratio Comparison

The current EZPZ Sharpe Ratio is -1.00, which is lower than the DIVI Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EZPZ 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

EZPZ vs. DIVI - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -56.63%, which is greater than DIVI's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for EZPZ and DIVI.

Drawdown Indicators

	EZPZ	DIVI	Difference
Max Drawdown Largest peak-to-trough decline	-56.63%	-27.76%	-28.87%
Max Drawdown (1Y) Largest decline over 1 year	-56.63%	-10.54%	-46.09%
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	-52.29%	-0.86%	-51.43%
Average Drawdown Average peak-to-trough decline	-24.29%	-3.60%	-20.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.47%	2.74%	+32.73%

Volatility

EZPZ vs. DIVI - Volatility Comparison

Franklin Crypto Index ETF (EZPZ) has a higher volatility of 11.22% compared to Franklin International Core Dividend Tilt Index ETF (DIVI) at 3.79%. This indicates that EZPZ'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

	EZPZ	DIVI	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.22%	3.79%	+7.43%
Volatility (6M) Calculated over the trailing 6-month period	37.15%	13.11%	+24.04%
Volatility (1Y) Calculated over the trailing 1-year period	47.80%	15.34%	+32.46%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.47%	15.44%	+32.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.47%	16.32%	+31.15%

EZPZ vs. DIVI - Expense Ratio Comparison

EZPZ 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

EZPZ vs. DIVI - Dividend Comparison

EZPZ has not paid dividends to shareholders, while DIVI's dividend yield for the trailing twelve months is around 3.61%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DIVI Franklin International Core Dividend Tilt Index ETF	3.61%	3.76%	4.39%	3.17%	6.03%	2.77%	8.04%	1.61%	5.67%	5.22%	11.56%
EZPZ Franklin Crypto Index 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 EZPZ and DIVI in my portfolio?

EZPZ and DIVI have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EZPZ or DIVI?

EZPZ has higher volatility (11.22%) compared to DIVI (3.79%). In terms of maximum drawdown, EZPZ dropped -56.63% vs DIVI's -27.76%.

Which ETF is better, EZPZ or DIVI?

On 1-year performance, DIVI leads with 26.35% vs -47.61% for EZPZ. On fees, DIVI is cheaper at 0.09% per year. On volatility, DIVI has been the lower-risk option at 3.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EZPZ or DIVI?

Over the 1-year period, DIVI has performed better with a 26.35% return vs -47.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EZPZ or DIVI?

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

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

DIVI has the higher dividend yield at 3.61%, compared with 0.00% for EZPZ.

What is the main difference between EZPZ and DIVI?

EZPZ is categorized as Cryptocurrency, while DIVI is Foreign Large Cap Equities. EZPZ tracks CF Institutional Digital Asset Index – US-Settlement Price, while DIVI tracks Morningstar Developed Markets ex-North America Dividend Enhanced Select Index. Their fees differ too: 0.19% for EZPZ and 0.09% for DIVI.

Which has better risk-adjusted returns?

DIVI currently has the higher Sharpe Ratio (1.73 vs -1.00), 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.