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EZPZ vs. ISCMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EZPZ vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Crypto Index ETF (EZPZ) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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 -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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. 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

Compare historical risk-adjusted metric ranks over the past 12 months.

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

ISCMF
ISCMF Risk / Return Rank: 5858
Overall Rank
ISCMF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISCMF Sortino Ratio Rank: 5454
Sortino Ratio Rank
ISCMF Omega Ratio Rank: 9898
Omega Ratio Rank
ISCMF Calmar Ratio Rank: 4747
Calmar Ratio Rank
ISCMF Martin Ratio Rank: 4545
Martin Ratio Rank
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. 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.


EZPZISCMFDifference
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

EZPZ vs. ISCMF - Sharpe Ratio Comparison

The current EZPZ Sharpe Ratio is -0.96, which is lower than the ISCMF Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of EZPZ and ISCMF, 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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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


EZPZISCMFDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-51.98%

-13.68%

-38.30%

Average Drawdown

Average peak-to-trough decline

-25.36%

-13.31%

-12.05%

Ulcer Index

Depth 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


EZPZISCMFDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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