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EZPZ vs. SOEZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EZPZ vs. SOEZ - Performance Comparison

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

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EZPZ vs. SOEZ - Yearly Performance Comparison


2026 (YTD)2025
EZPZ
Franklin Crypto Index ETF
-23.94%-7.65%
SOEZ
Franklin Solana ETF
-32.75%-11.97%

Returns By Period

In the year-to-date period, EZPZ achieves a -23.94% return, which is significantly higher than SOEZ's -32.75% return.


EZPZ

1D
2.11%
1M
3.63%
YTD
-23.94%
6M
-43.46%
1Y
-16.03%
3Y*
5Y*
10Y*

SOEZ

1D
0.13%
1M
1.51%
YTD
-32.75%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EZPZ vs. SOEZ - Expense Ratio Comparison

Both EZPZ and SOEZ 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%.


Return for Risk

EZPZ vs. SOEZ — Risk / Return Rank

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

EZPZ
EZPZ Risk / Return Rank: 77
Overall Rank
EZPZ Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EZPZ Sortino Ratio Rank: 77
Sortino Ratio Rank
EZPZ Omega Ratio Rank: 77
Omega Ratio Rank
EZPZ Calmar Ratio Rank: 77
Calmar Ratio Rank
EZPZ Martin Ratio Rank: 66
Martin Ratio Rank

SOEZ
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. SOEZ - Risk-Adjusted Trends Comparison

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


EZPZSOEZDifference

Sharpe ratio

Return per unit of total volatility

-0.33

Sortino ratio

Return per unit of downside risk

-0.16

Omega ratio

Gain probability vs. loss probability

0.98

Calmar ratio

Return relative to maximum drawdown

-0.33

Martin ratio

Return relative to average drawdown

-0.71

EZPZ vs. SOEZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EZPZSOEZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

-1.04

+0.45

Correlation

The correlation between EZPZ and SOEZ is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EZPZ vs. SOEZ - Dividend Comparison

EZPZ has not paid dividends to shareholders, while SOEZ's dividend yield for the trailing twelve months is around 0.09%.


Drawdowns

EZPZ vs. SOEZ - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -52.38%, which is greater than SOEZ's maximum drawdown of -47.78%. Use the drawdown chart below to compare losses from any high point for EZPZ and SOEZ.


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Drawdown Indicators


EZPZSOEZDifference

Max Drawdown

Largest peak-to-trough decline

-52.38%

-47.78%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-52.38%

Current Drawdown

Current decline from peak

-48.71%

-43.49%

-5.22%

Average Drawdown

Average peak-to-trough decline

-18.25%

-25.08%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.42%

Volatility

EZPZ vs. SOEZ - Volatility Comparison


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Volatility by Period


EZPZSOEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.00%

Volatility (6M)

Calculated over the trailing 6-month period

39.76%

Volatility (1Y)

Calculated over the trailing 1-year period

48.54%

78.32%

-29.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.47%

78.32%

-28.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.47%

78.32%

-28.85%