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FLAU vs. EZBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLAU vs. EZBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE Australia ETF (FLAU) and Franklin Bitcoin ETF (EZBC). The values are adjusted to include any dividend payments, if applicable.

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FLAU vs. EZBC - Yearly Performance Comparison


2026 (YTD)20252024
FLAU
Franklin FTSE Australia ETF
5.99%15.95%4.62%
EZBC
Franklin Bitcoin ETF
-22.09%-6.56%100.18%

Returns By Period

In the year-to-date period, FLAU achieves a 5.99% return, which is significantly higher than EZBC's -22.09% return.


FLAU

1D
1.24%
1M
-6.28%
YTD
5.99%
6M
4.75%
1Y
22.89%
3Y*
11.22%
5Y*
6.95%
10Y*

EZBC

1D
0.59%
1M
-1.43%
YTD
-22.09%
6M
-42.07%
1Y
-19.96%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FLAU vs. EZBC - Expense Ratio Comparison

FLAU has a 0.09% expense ratio, which is lower than EZBC's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

FLAU vs. EZBC — Risk / Return Rank

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

FLAU
FLAU Risk / Return Rank: 6464
Overall Rank
FLAU Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FLAU Sortino Ratio Rank: 5959
Sortino Ratio Rank
FLAU Omega Ratio Rank: 6262
Omega Ratio Rank
FLAU Calmar Ratio Rank: 7070
Calmar Ratio Rank
FLAU Martin Ratio Rank: 6969
Martin Ratio Rank

EZBC
EZBC Risk / Return Rank: 66
Overall Rank
EZBC Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EZBC Sortino Ratio Rank: 55
Sortino Ratio Rank
EZBC Omega Ratio Rank: 66
Omega Ratio Rank
EZBC Calmar Ratio Rank: 66
Calmar Ratio Rank
EZBC Martin Ratio Rank: 66
Martin Ratio Rank
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.

FLAU vs. EZBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Australia ETF (FLAU) and Franklin Bitcoin ETF (EZBC). 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.


FLAUEZBCDifference

Sharpe ratio

Return per unit of total volatility

1.12

-0.44

+1.56

Sortino ratio

Return per unit of downside risk

1.59

-0.37

+1.96

Omega ratio

Gain probability vs. loss probability

1.24

0.96

+0.28

Calmar ratio

Return relative to maximum drawdown

1.92

-0.35

+2.27

Martin ratio

Return relative to average drawdown

7.51

-0.75

+8.26

FLAU vs. EZBC - Sharpe Ratio Comparison

The current FLAU Sharpe Ratio is 1.12, which is higher than the EZBC Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of FLAU and EZBC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FLAUEZBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

-0.44

+1.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.36

-0.05

Correlation

The correlation between FLAU and EZBC is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FLAU vs. EZBC - Dividend Comparison

FLAU's dividend yield for the trailing twelve months is around 3.07%, while EZBC has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
FLAU
Franklin FTSE Australia ETF
3.07%3.25%3.37%3.62%5.91%5.14%2.18%4.37%4.34%0.18%
EZBC
Franklin Bitcoin ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FLAU vs. EZBC - Drawdown Comparison

The maximum FLAU drawdown since its inception was -45.73%, smaller than the maximum EZBC drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for FLAU and EZBC.


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Drawdown Indicators


FLAUEZBCDifference

Max Drawdown

Largest peak-to-trough decline

-45.73%

-49.37%

+3.64%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-49.37%

+36.55%

Max Drawdown (5Y)

Largest decline over 5 years

-24.68%

Current Drawdown

Current decline from peak

-7.05%

-45.77%

+38.72%

Average Drawdown

Average peak-to-trough decline

-6.87%

-14.18%

+7.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

23.25%

-19.97%

Volatility

FLAU vs. EZBC - Volatility Comparison

The current volatility for Franklin FTSE Australia ETF (FLAU) is 7.71%, while Franklin Bitcoin ETF (EZBC) has a volatility of 13.02%. This indicates that FLAU experiences smaller price fluctuations and is considered to be less risky than EZBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FLAUEZBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.71%

13.02%

-5.31%

Volatility (6M)

Calculated over the trailing 6-month period

12.51%

36.81%

-24.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.60%

45.37%

-24.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.51%

51.08%

-31.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.66%

51.08%

-27.42%