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FLBR vs. EZBC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FLBR vs. EZBC - Performance Comparison

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

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FLBR vs. EZBC - Yearly Performance Comparison


2026 (YTD)20252024
FLBR
Franklin FTSE Brazil ETF
25.72%45.57%-26.00%
EZBC
Franklin Bitcoin ETF
-22.09%-6.56%100.18%

Returns By Period

In the year-to-date period, FLBR achieves a 25.72% return, which is significantly higher than EZBC's -22.09% return.


FLBR

1D
0.25%
1M
0.42%
YTD
25.72%
6M
33.59%
1Y
55.44%
3Y*
21.82%
5Y*
12.82%
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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FLBR vs. EZBC - Expense Ratio Comparison

Both FLBR and EZBC 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

FLBR vs. EZBC — Risk / Return Rank

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

FLBR
FLBR Risk / Return Rank: 9292
Overall Rank
FLBR Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
FLBR Sortino Ratio Rank: 9191
Sortino Ratio Rank
FLBR Omega Ratio Rank: 8989
Omega Ratio Rank
FLBR Calmar Ratio Rank: 9797
Calmar Ratio Rank
FLBR Martin Ratio Rank: 9292
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.

FLBR vs. EZBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil ETF (FLBR) 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.


FLBREZBCDifference

Sharpe ratio

Return per unit of total volatility

2.14

-0.44

+2.58

Sortino ratio

Return per unit of downside risk

2.70

-0.37

+3.07

Omega ratio

Gain probability vs. loss probability

1.38

0.96

+0.42

Calmar ratio

Return relative to maximum drawdown

4.85

-0.35

+5.21

Martin ratio

Return relative to average drawdown

13.62

-0.75

+14.37

FLBR vs. EZBC - Sharpe Ratio Comparison

The current FLBR Sharpe Ratio is 2.14, which is higher than the EZBC Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of FLBR 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


FLBREZBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

-0.44

+2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.36

-0.18

Correlation

The correlation between FLBR and EZBC is 0.21, 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

FLBR vs. EZBC - Dividend Comparison

FLBR's dividend yield for the trailing twelve months is around 6.13%, while EZBC has not paid dividends to shareholders.


TTM202520242023202220212020201920182017
FLBR
Franklin FTSE Brazil ETF
6.13%7.71%7.68%8.84%11.99%8.71%2.32%3.42%3.72%0.42%
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

FLBR vs. EZBC - Drawdown Comparison

The maximum FLBR drawdown since its inception was -57.42%, which is greater than EZBC's maximum drawdown of -49.37%. Use the drawdown chart below to compare losses from any high point for FLBR and EZBC.


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Drawdown Indicators


FLBREZBCDifference

Max Drawdown

Largest peak-to-trough decline

-57.42%

-49.37%

-8.05%

Max Drawdown (1Y)

Largest decline over 1 year

-11.69%

-49.37%

+37.68%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

Current Drawdown

Current decline from peak

-1.44%

-45.77%

+44.33%

Average Drawdown

Average peak-to-trough decline

-18.87%

-14.18%

-4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

23.25%

-19.09%

Volatility

FLBR vs. EZBC - Volatility Comparison

The current volatility for Franklin FTSE Brazil ETF (FLBR) is 11.31%, while Franklin Bitcoin ETF (EZBC) has a volatility of 13.02%. This indicates that FLBR 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


FLBREZBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.31%

13.02%

-1.71%

Volatility (6M)

Calculated over the trailing 6-month period

19.89%

36.81%

-16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

26.02%

45.37%

-19.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.73%

51.08%

-23.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

51.08%

-17.85%