EZPZ vs. GXLM

Last updated Aug 6, 2026

EZPZ (Franklin Crypto Index ETF) and GXLM (Grayscale Stellar Lumens Trust (XLM)) are both Cryptocurrency funds. EZPZ is passively managed, while GXLM is actively managed. Over the past year, EZPZ returned -45.45% vs -26.36% for GXLM. Their 0.65 correlation means they have sometimes moved together and sometimes differently. EZPZ charges 0.19%/yr vs 2.50%/yr for GXLM.

Performance

EZPZ vs. GXLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Crypto Index ETF (EZPZ) and Grayscale Stellar Lumens Trust (XLM) (GXLM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EZPZ achieves a -28.79% return, which is significantly lower than GXLM's 21.73% return.

EZPZ

• 1D: 0.93%
• 1M: 1.27%
• 6M: -13.59%
• YTD: -28.79%
• 1Y: -45.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -26.43%

GXLM

• 1D: -2.27%
• 1M: 2.42%
• 6M: 31.06%
• YTD: 21.73%
• 1Y: -26.36%
• 3Y*: -10.20%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -21.46%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
EZPZ Franklin Crypto Index ETF	$92.79K	$145.26K	$218.28K
GXLM Grayscale Stellar Lumens Trust (XLM)	$114.45K	$146.01K	$230.10K

EZPZ vs. GXLM - Yearly Performance Comparison

	2026 (YTD)	2025
EZPZ Franklin Crypto Index ETF	-28.79%	-10.11%
GXLM Grayscale Stellar Lumens Trust (XLM)	21.73%	-57.37%

Correlation

The correlation between EZPZ and GXLM is 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.64
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025	0.65

The correlation between EZPZ and GXLM has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.

Return for Risk

EZPZ vs. GXLM — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 3

GXLM

GXLM Risk / Return Rank: 8
GXLM Sharpe Ratio Rank: 7
GXLM Sortino Ratio Rank: 11
GXLM Omega Ratio Rank: 11
GXLM Calmar Ratio Rank: 6
GXLM Martin Ratio Rank: 7

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EZPZ vs. GXLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Crypto Index ETF (EZPZ) and Grayscale Stellar Lumens Trust (XLM) (GXLM). 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	GXLM	Difference
Sharpe ratio: Return per unit of total volatility	-0.96	-0.28	-0.67
Sortino ratio: Return per unit of downside risk	-1.40	0.20	-1.60
Omega ratio: Gain probability vs. loss probability	0.85	1.02	-0.18
Calmar ratio: Return relative to maximum drawdown	-0.80	-0.37	-0.44
Martin ratio: Return relative to average drawdown	-1.21	-0.48	-0.73

EZPZ vs. GXLM - Sharpe Ratio Comparison

The current EZPZ Sharpe Ratio is -0.96, which is lower than the GXLM Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of EZPZ and GXLM, 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. GXLM - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -56.63%, smaller than the maximum GXLM drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for EZPZ and GXLM.

Drawdown Indicators

	EZPZ	GXLM	Difference
Max Drawdown Largest peak-to-trough decline	-56.63%	-94.01%	+37.38%
Max Drawdown (1Y) Largest decline over 1 year	-56.63%	-71.88%	+15.25%
Max Drawdown (3Y) Largest decline over 3 years	—	-78.19%	—
Current Drawdown Current decline from peak	-51.98%	-73.09%	+21.11%
Average Drawdown Average peak-to-trough decline	-25.36%	-70.48%	+45.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.54%	54.74%	-17.20%

Volatility

EZPZ vs. GXLM - Volatility Comparison

The current volatility for Franklin Crypto Index ETF (EZPZ) is 8.25%, while Grayscale Stellar Lumens Trust (XLM) (GXLM) has a volatility of 20.19%. This indicates that EZPZ experiences smaller price fluctuations and is considered to be less risky than GXLM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EZPZ	GXLM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.25%	20.19%	-11.94%
Volatility (6M) Calculated over the trailing 6-month period	35.13%	62.19%	-27.06%
Volatility (1Y) Calculated over the trailing 1-year period	47.70%	94.27%	-46.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.78%	147.15%	-100.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	46.78%	147.15%	-100.37%

EZPZ vs. GXLM - Expense Ratio Comparison

EZPZ has a 0.19% expense ratio, which is lower than GXLM's 2.50% expense ratio.

Dividends

EZPZ vs. GXLM - Dividend Comparison

Neither EZPZ nor GXLM has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EZPZ and GXLM in my portfolio?

EZPZ and GXLM have a correlation of 0.64, 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 GXLM?

GXLM has higher volatility (20.19%) compared to EZPZ (8.25%). In terms of maximum drawdown, EZPZ dropped -56.63% vs GXLM's -94.01%.

Which ETF is better, EZPZ or GXLM?

On 1-year performance, GXLM leads with -26.36% vs -45.45% for EZPZ. On fees, EZPZ is cheaper at 0.19% per year. On volatility, EZPZ has been the lower-risk option at 8.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EZPZ or GXLM?

Over the 1-year period, GXLM has performed better with a -26.36% return vs -45.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EZPZ or GXLM?

EZPZ is cheaper with a 0.19% expense ratio, compared with 2.50% for GXLM.

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

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

What is the main difference between EZPZ and GXLM?

They also come from different issuers: Franklin Templeton and Grayscale. Their fees differ too: 0.19% for EZPZ and 2.50% for GXLM.

Which has better risk-adjusted returns?

GXLM currently has the higher Sharpe Ratio (-0.28 vs -0.96), 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.