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EZPZ vs. XBCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EZPZ vs. XBCI - Performance Comparison

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

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Returns By Period


EZPZ

1D
-6.18%
1M
-26.82%
YTD
-34.43%
6M
-36.79%
1Y
-42.21%
3Y*
5Y*
10Y*

XBCI

1D
-7.92%
1M
-34.06%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EZPZ vs. XBCI - Yearly Performance Comparison


Correlation

The correlation between EZPZ and XBCI is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 4, 2026

0.98

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Return for Risk

EZPZ vs. XBCI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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: 33
Calmar Ratio Rank
EZPZ Martin Ratio Rank: 22
Martin Ratio Rank

XBCI
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. XBCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Crypto Index ETF (EZPZ) and NEOS Boosted Bitcoin High Income ETF (XBCI). 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.


EZPZXBCIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.86

Calmar ratioReturn relative to maximum drawdown

-0.76

Martin ratioReturn relative to average drawdown

-1.37

EZPZ vs. XBCI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EZPZXBCIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.71

-0.88

+0.17

Drawdowns

EZPZ vs. XBCI - Drawdown Comparison

The maximum EZPZ drawdown since its inception was -55.78%, which is greater than XBCI's maximum drawdown of -34.73%. Use the drawdown chart below to compare losses from any high point for EZPZ and XBCI.


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Drawdown Indicators


EZPZXBCIDifference

Max Drawdown

Largest peak-to-trough decline

-55.78%

-34.73%

-21.05%

Max Drawdown (1Y)

Largest decline over 1 year

-55.78%

Current Drawdown

Current decline from peak

-55.78%

-34.73%

-21.05%

Average Drawdown

Average peak-to-trough decline

-21.92%

-8.62%

-13.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.82%

Volatility

EZPZ vs. XBCI - Volatility Comparison


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Volatility by Period


EZPZXBCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.69%

Volatility (6M)

Calculated over the trailing 6-month period

36.53%

Volatility (1Y)

Calculated over the trailing 1-year period

47.23%

67.97%

-20.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.86%

67.97%

-20.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.86%

67.97%

-20.11%

EZPZ vs. XBCI - Expense Ratio Comparison

EZPZ has a 0.19% expense ratio, which is lower than XBCI's 0.98% expense ratio.


Dividends

EZPZ vs. XBCI - Dividend Comparison

EZPZ has not paid dividends to shareholders, while XBCI's dividend yield for the trailing twelve months is around 23.26%.


Frequently Asked Questions


With a correlation of 0.98, EZPZ and XBCI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, EZPZ is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EZPZ is cheaper with a 0.19% expense ratio, compared with 0.98% for XBCI.

XBCI has the higher dividend yield at 23.26%, compared with 0.00% for EZPZ.

They also come from different issuers: Franklin Templeton and Neos. Their fees differ too: 0.19% for EZPZ and 0.98% for XBCI.

Portfolio Optimizer

Find the right allocation for EZPZ and XBCI

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