EZPZ vs. ISCMF
EZPZ (Franklin Crypto Index ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - EZPZ is a Cryptocurrency fund tracking the CF Institutional Digital Asset Index – US-Settlement Price, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. Both are passively managed. Over the past year, EZPZ returned -45.45% vs 26.15% for ISCMF. Their -0.06 correlation means they have often moved in opposite directions in the past. Both charge a 0.19% expense ratio.
Performance
EZPZ vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, EZPZ achieves a -28.79% return, which is significantly lower than ISCMF's 11.96% return.
EZPZ
- 1D
- 0.93%
- 1M
- 1.27%
- 6M
- -13.59%
- YTD
- -28.79%
- 1Y
- -45.45%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -26.43%
ISCMF
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.00%
- YTD
- 11.96%
- 1Y
- 26.15%
- 3Y*
- 10.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.77%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $92.79K | $145.26K | $218.28K | |
| $0.00 | $7.90K | $54.64K |
EZPZ vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EZPZ Franklin Crypto Index ETF | -28.79% | -10.11% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 7.43% |
Correlation
The correlation between EZPZ and ISCMF is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | -0.06 |
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Return for Risk
EZPZ vs. ISCMF — Risk / Return Rank
EZPZ
ISCMF
EZPZ vs. ISCMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Franklin Crypto Index ETF (EZPZ) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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 | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.56 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 2.09 | -1.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.92 | -2.73 |
| Martin ratioReturn relative to average drawdown | -1.21 | 5.66 | -6.87 |
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Drawdowns
EZPZ vs. ISCMF - Drawdown Comparison
The maximum EZPZ drawdown since its inception was -56.63%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for EZPZ and ISCMF.
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Drawdown Indicators
| EZPZ | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.63% | -25.42% | -31.21% |
Max Drawdown (1Y)Largest decline over 1 year | -56.63% | -13.68% | -42.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.68% | — |
Current DrawdownCurrent decline from peak | -51.98% | -13.68% | -38.30% |
Average DrawdownAverage peak-to-trough decline | -25.36% | -13.31% | -12.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.54% | 4.64% | +32.90% |
Volatility
EZPZ vs. ISCMF - Volatility Comparison
Franklin Crypto Index ETF (EZPZ) has a higher volatility of 8.25% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 0.00%. This indicates that EZPZ's price experiences larger fluctuations and is considered to be riskier than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EZPZ | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.25% | 0.00% | +8.25% |
Volatility (6M)Calculated over the trailing 6-month period | 35.13% | 17.04% | +18.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.70% | 19.57% | +28.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.78% | 14.72% | +32.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.78% | 14.72% | +32.06% |
EZPZ vs. ISCMF - Expense Ratio Comparison
Both EZPZ and ISCMF 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. ISCMF - Dividend Comparison
Neither EZPZ nor ISCMF has paid dividends to shareholders.
Frequently Asked Questions
EZPZ and ISCMF have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EZPZ has higher volatility (8.25%) compared to ISCMF (0.00%). In terms of maximum drawdown, EZPZ dropped -56.63% vs ISCMF's -25.42%.
On 1-year performance, ISCMF leads with 26.15% vs -45.45% for EZPZ. Both ETFs have the same 0.19% expense ratio. On volatility, ISCMF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, ISCMF has performed better with a 26.15% return vs -45.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EZPZ and ISCMF have the same expense ratio: 0.19% per year.
EZPZ and ISCMF have nearly identical dividend yields, around 0.00%.
EZPZ is categorized as Cryptocurrency, while ISCMF is Commodities. EZPZ tracks CF Institutional Digital Asset Index – US-Settlement Price, while ISCMF tracks Bloomberg Commodity Index. They also come from different issuers: Franklin Templeton and iShares.
ISCMF currently has the higher Sharpe Ratio (1.37 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.
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