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EZPZ vs. FLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EZPZ vs. FLTW - Performance Comparison

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

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Returns By Period

In the year-to-date period, EZPZ achieves a -30.11% return, which is significantly lower than FLTW's 71.40% return.


EZPZ

1D
-2.64%
1M
-22.06%
YTD
-30.11%
6M
-34.97%
1Y
-40.25%
3Y*
5Y*
10Y*

FLTW

1D
-1.02%
1M
16.51%
YTD
71.40%
6M
77.35%
1Y
117.33%
3Y*
42.83%
5Y*
21.59%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZPZ vs. FLTW - Yearly Performance Comparison


2026 (YTD)2025
EZPZ
Franklin Crypto Index ETF
-30.11%-10.23%
FLTW
Franklin FTSE Taiwan ETF
71.40%29.10%

Correlation

The correlation between EZPZ and FLTW is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2025

0.45

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Return for Risk

EZPZ vs. FLTW — Risk / Return Rank

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

EZPZ
EZPZ Risk / Return Rank: 33
Overall Rank
EZPZ Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EZPZ Sortino Ratio Rank: 33
Sortino Ratio Rank
EZPZ Omega Ratio Rank: 33
Omega Ratio Rank
EZPZ Calmar Ratio Rank: 22
Calmar Ratio Rank
EZPZ Martin Ratio Rank: 22
Martin Ratio Rank

FLTW
FLTW Risk / Return Rank: 9696
Overall Rank
FLTW Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FLTW Sortino Ratio Rank: 9595
Sortino Ratio Rank
FLTW Omega Ratio Rank: 9595
Omega Ratio Rank
FLTW Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLTW Martin Ratio Rank: 9696
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.

EZPZ vs. FLTW - Risk-Adjusted Trends Comparison

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


EZPZFLTWDifference
Sharpe ratioReturn per unit of total volatility

-5.40

Sortino ratioReturn per unit of downside risk

-6.23

Omega ratioGain probability vs. loss probability

0.87

1.70

-0.83

Calmar ratioReturn relative to maximum drawdown

-0.76

10.85

-11.62

Martin ratioReturn relative to average drawdown

-1.32

34.18

-35.49

EZPZ vs. FLTW - Sharpe Ratio Comparison

The current EZPZ Sharpe Ratio is -0.86, which is lower than the FLTW Sharpe Ratio of 4.54. The chart below compares the historical Sharpe Ratios of EZPZ and FLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EZPZFLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.86

4.54

-5.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.95

-1.59

Drawdowns

EZPZ vs. FLTW - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -52.87%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for EZPZ and FLTW.


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Drawdown Indicators


EZPZFLTWDifference

Max Drawdown

Largest peak-to-trough decline

-52.87%

-38.00%

-14.87%

Max Drawdown (1Y)

Largest decline over 1 year

-52.87%

-10.87%

-42.00%

Max Drawdown (3Y)

Largest decline over 3 years

-26.45%

Max Drawdown (5Y)

Largest decline over 5 years

-38.00%

Current Drawdown

Current decline from peak

-52.87%

-1.18%

-51.69%

Average Drawdown

Average peak-to-trough decline

-21.81%

-8.43%

-13.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.62%

3.45%

+27.17%

Volatility

EZPZ vs. FLTW - Volatility Comparison

The current volatility for Franklin Crypto Index ETF (EZPZ) is 9.44%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 11.76%. This indicates that EZPZ experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EZPZFLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

11.76%

-2.32%

Volatility (6M)

Calculated over the trailing 6-month period

36.24%

21.34%

+14.90%

Volatility (1Y)

Calculated over the trailing 1-year period

46.85%

26.03%

+20.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.63%

22.44%

+25.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.63%

21.77%

+25.86%

EZPZ vs. FLTW - Expense Ratio Comparison

Both EZPZ and FLTW have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EZPZ vs. FLTW - Dividend Comparison

EZPZ has not paid dividends to shareholders, while FLTW's dividend yield for the trailing twelve months is around 1.46%.


PositionTTM20252024202320222021202020192018
EZPZ
Franklin Crypto Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLTW
Franklin FTSE Taiwan ETF
1.46%2.51%1.89%2.85%3.16%2.31%2.14%3.00%1.06%

Frequently Asked Questions


EZPZ and FLTW have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLTW has higher volatility (11.76%) compared to EZPZ (9.44%). In terms of maximum drawdown, EZPZ dropped -52.87% vs FLTW's -38.00%.

On 1-year performance, FLTW leads with 117.33% vs -40.25% for EZPZ. Both ETFs have the same 0.19% expense ratio. On volatility, EZPZ has been the lower-risk option at 9.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FLTW has performed better with a 117.33% return vs -40.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EZPZ and FLTW have the same expense ratio: 0.19% per year.

FLTW has the higher dividend yield at 1.46%, compared with 0.00% for EZPZ.

EZPZ is categorized as Cryptocurrency, while FLTW is Asia Pacific Equities. EZPZ tracks CF Institutional Digital Asset Index – US-Settlement Price, while FLTW tracks FTSE Taiwan RIC Capped Index.

FLTW currently has the higher Sharpe Ratio (4.54 vs -0.86), 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.

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