SATO vs. EZPZ
SATO (Invesco Alerian Galaxy Crypto Economy ETF) and EZPZ (Franklin Crypto Index ETF) are both Cryptocurrency funds - SATO tracks the Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index while EZPZ tracks the CF Institutional Digital Asset Index – US-Settlement Price. Both are passively managed. Over the past year, SATO returned -18.39% vs -46.59% for EZPZ. Their 0.79 correlation means they have sometimes moved together and sometimes differently. SATO charges 0.60%/yr vs 0.19%/yr for EZPZ.
Performance
SATO vs. EZPZ - Performance Comparison
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Returns By Period
In the year-to-date period, SATO achieves a -13.37% return, which is significantly higher than EZPZ's -30.76% return.
SATO
- 1D
- -3.22%
- 1M
- -4.42%
- 6M
- -16.14%
- YTD
- -13.37%
- 1Y
- -18.39%
- 3Y*
- 21.83%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -3.90%
EZPZ
- 1D
- -2.61%
- 1M
- 2.14%
- 6M
- -27.14%
- YTD
- -30.76%
- 1Y
- -46.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -28.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $118.67K | $153.22K | $218.96K | |
| $33.71K | $38.05K | $74.17K |
SATO vs. EZPZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SATO Invesco Alerian Galaxy Crypto Economy ETF | -13.37% | -2.50% |
EZPZ Franklin Crypto Index ETF | -30.76% | -10.11% |
Correlation
The correlation between SATO and EZPZ is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Feb 20, 2025 | 0.79 |
The correlation between SATO and EZPZ has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
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Return for Risk
SATO vs. EZPZ — Risk / Return Rank
SATO
EZPZ
SATO vs. EZPZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Alerian Galaxy Crypto Economy ETF (SATO) and Franklin Crypto Index ETF (EZPZ). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SATO | EZPZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.83 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.42 | -0.86 | +0.44 |
| Martin ratioReturn relative to average drawdown | -0.67 | -1.31 | +0.64 |
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Drawdowns
SATO vs. EZPZ - Drawdown Comparison
The maximum SATO drawdown since its inception was -88.00%, which is greater than EZPZ's maximum drawdown of -56.63%. Use the drawdown chart below to compare losses from any high point for SATO and EZPZ.
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Drawdown Indicators
| SATO | EZPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.00% | -56.63% | -31.37% |
Max Drawdown (1Y)Largest decline over 1 year | -53.49% | -56.63% | +3.14% |
Max Drawdown (3Y)Largest decline over 3 years | -53.49% | — | — |
Current DrawdownCurrent decline from peak | -46.92% | -53.31% | +6.39% |
Average DrawdownAverage peak-to-trough decline | -50.68% | -25.14% | -25.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.62% | 37.10% | -3.48% |
Volatility
SATO vs. EZPZ - Volatility Comparison
Invesco Alerian Galaxy Crypto Economy ETF (SATO) has a higher volatility of 16.55% compared to Franklin Crypto Index ETF (EZPZ) at 9.34%. This indicates that SATO's price experiences larger fluctuations and is considered to be riskier than EZPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SATO | EZPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.55% | 9.34% | +7.21% |
Volatility (6M)Calculated over the trailing 6-month period | 39.43% | 36.00% | +3.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.26% | 47.82% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 62.98% | 46.94% | +16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.98% | 46.94% | +16.04% |
SATO vs. EZPZ - Expense Ratio Comparison
SATO has a 0.60% expense ratio, which is higher than EZPZ's 0.19% expense ratio.
Dividends
SATO vs. EZPZ - Dividend Comparison
SATO's dividend yield for the trailing twelve months is around 7.74%, while EZPZ has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
EZPZ Franklin Crypto Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SATO Invesco Alerian Galaxy Crypto Economy ETF | 7.74% | 9.50% | 15.03% | 2.21% | 8.97% | 0.73% |
Frequently Asked Questions
SATO and EZPZ have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SATO has higher volatility (16.55%) compared to EZPZ (9.34%). In terms of maximum drawdown, SATO dropped -88.00% vs EZPZ's -56.63%.
On 1-year performance, SATO leads with -18.39% vs -46.59% for EZPZ. On fees, EZPZ is cheaper at 0.19% per year. On volatility, EZPZ has been the lower-risk option at 9.34%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SATO has performed better with a -18.39% return vs -46.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EZPZ is cheaper with a 0.19% expense ratio, compared with 0.60% for SATO.
SATO has the higher dividend yield at 7.74%, compared with 0.00% for EZPZ.
SATO tracks Alerian Galaxy Global Cryptocurrency-Focused Blockchain Equity, Trusts and ETPs Index, while EZPZ tracks CF Institutional Digital Asset Index – US-Settlement Price. They also come from different issuers: Invesco and Franklin Templeton. Their fees differ too: 0.60% for SATO and 0.19% for EZPZ.
SATO currently has the higher Sharpe Ratio (-0.42 vs -1.02), 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.
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