EZPZ vs. WEEK

Last updated Jun 4, 2026

EZPZ (Franklin Crypto Index ETF) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - EZPZ is a Cryptocurrency fund tracking the CF Institutional Digital Asset Index – US-Settlement Price, while WEEK is a Ultrashort Bond fund actively managed by Roundhill. EZPZ is passively managed, while WEEK is actively managed. Over the past year, EZPZ returned -39.21% vs 3.81% for WEEK. At a correlation of -0.09, they often move in opposite directions. Both charge a 0.19% expense ratio.

Performance

EZPZ vs. WEEK - Performance Comparison

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

Returns By Period

In the year-to-date period, EZPZ achieves a -28.21% return, which is significantly lower than WEEK's 1.44% return.

EZPZ

• 1D: -3.03%
• 1M: -18.55%
• YTD: -28.21%
• 6M: -33.71%
• 1Y: -39.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEEK

• 1D: 0.02%
• 1M: 0.28%
• YTD: 1.44%
• 6M: 1.74%
• 1Y: 3.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

EZPZ vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
EZPZ Franklin Crypto Index ETF	-28.21%	0.83%
WEEK Roundhill Weekly T-Bill ETF	1.44%	3.37%

Correlation

The correlation between EZPZ and WEEK is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Mar 7, 2025	-0.09

Return for Risk

EZPZ vs. WEEK — Risk / Return Rank

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

EZPZ

EZPZ Risk / Return Rank: 3
EZPZ Sharpe Ratio Rank: 2
EZPZ Sortino Ratio Rank: 3
EZPZ Omega Ratio Rank: 3
EZPZ Calmar Ratio Rank: 3
EZPZ Martin Ratio Rank: 3

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

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. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Crypto Index ETF (EZPZ) and Roundhill Weekly T-Bill ETF (WEEK). 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.

	EZPZ	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	-0.84	9.29	-10.13
Sortino ratio: Return per unit of downside risk	-1.13	19.14	-20.27
Omega ratio: Gain probability vs. loss probability	0.87	4.65	-3.78
Calmar ratio: Return relative to maximum drawdown	-0.75	29.49	-30.24
Martin ratio: Return relative to average drawdown	-1.29	263.82	-265.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EZPZ vs. WEEK - Sharpe Ratio Comparison

The current EZPZ Sharpe Ratio is -0.84, which is lower than the WEEK Sharpe Ratio of 9.29. The chart below compares the historical Sharpe Ratios of EZPZ and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EZPZ	WEEK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.84	9.29	-10.13
Sharpe Ratio (All Time) Calculated using the full available price history	-0.61	10.05	-10.66

Drawdowns

EZPZ vs. WEEK - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -52.38%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for EZPZ and WEEK.

Drawdown Indicators

	EZPZ	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-52.38%	-0.13%	-52.25%
Max Drawdown (1Y) Largest decline over 1 year	-52.38%	-0.13%	-52.25%
Current Drawdown Current decline from peak	-51.59%	0.00%	-51.59%
Average Drawdown Average peak-to-trough decline	-21.72%	-0.01%	-21.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	30.44%	0.01%	+30.43%

Volatility

EZPZ vs. WEEK - Volatility Comparison

Franklin Crypto Index ETF (EZPZ) has a higher volatility of 9.74% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.07%. This indicates that EZPZ's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EZPZ	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.74%	0.07%	+9.67%
Volatility (6M) Calculated over the trailing 6-month period	36.71%	0.25%	+36.46%
Volatility (1Y) Calculated over the trailing 1-year period	46.83%	0.41%	+46.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	47.65%	0.39%	+47.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	47.65%	0.39%	+47.26%

EZPZ vs. WEEK - Expense Ratio Comparison

Both EZPZ and WEEK 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. WEEK - Dividend Comparison

EZPZ has not paid dividends to shareholders, while WEEK's dividend yield for the trailing twelve months is around 3.72%.

Position	TTM	2025
EZPZ Franklin Crypto Index ETF	0.00%	0.00%
WEEK Roundhill Weekly T-Bill ETF	3.72%	3.27%

Frequently Asked Questions

Can I hold both EZPZ and WEEK in my portfolio?

EZPZ and WEEK 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.

Which is riskier, EZPZ or WEEK?

EZPZ has higher volatility (9.74%) compared to WEEK (0.07%). In terms of maximum drawdown, EZPZ dropped -52.38% vs WEEK's -0.13%.

Which ETF is better, EZPZ or WEEK?

On 1-year performance, WEEK leads with 3.81% vs -39.21% for EZPZ. Both ETFs have the same 0.19% expense ratio. On volatility, WEEK has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EZPZ or WEEK?

Over the 1-year period, WEEK has performed better with a 3.81% return vs -39.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EZPZ or WEEK?

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

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

WEEK has the higher dividend yield at 3.72%, compared with 0.00% for EZPZ.

What is the main difference between EZPZ and WEEK?

EZPZ is categorized as Cryptocurrency, while WEEK is Ultrashort Bond. They also come from different issuers: Franklin Templeton and Roundhill.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (9.29 vs -0.84), 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.