Franklin Ethereum ETF

10-Year Study

EZET.US · · US · ETF

Executive Summary: Franklin Ethereum ETF has compounded at -17.1% annually over the last 10 years, with a maximum drawdown of 55.7% and an annualized volatility of 333.2%.

1Y CAGR
-9.3%
3Y CAGR
-17.1%
5Y CAGR
-17.1%
10Y CAGR
-17.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
55.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
77.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-11.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -20.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.9-28.18.912.5————————-20.6%
2025-0.6-33.2-17.6-2.244.2-2.248.316.2-4.2-6.7-21.9-2.2-11.2%
2024———————-23.23.6-3.342.9-6.92.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 333.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.2% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-017675.2616725588005
2024-09-017949.234401622768
2024-10-017683.319874818909
2024-11-0110979.04928890169
2024-12-0110221.595951318192
2025-01-0110161.160202839843
2025-02-016784.851071573374
2025-03-015588.235316719779
2025-04-015463.336255577958
2025-05-017880.741219356776
2025-06-017707.49371312677
2025-07-0111430.298625325717
2025-08-0113283.642879165083
2025-09-0112727.63921877704
2025-10-0111879.533026948486
2025-11-019274.778702984471
2025-12-019073.328257316549
2026-01-018178.887786728604
2026-02-015882.353013503291
2026-03-016406.124172239885
2026-04-017207.89694599821
Annual Return Matrix
YearAnnual Return
2025-0.11233741770565286
2026-0.20559504279084062
Total Factor Risk
3.3323534845224514
VTI.US Exposure
0.042731514779809715
VEA.US Exposure
0.004888091617815551
VWO.US Exposure
0.01469068221369964
QQQ.US Exposure
-0.018124665225423626
VTV.US Exposure
0.008029143285629236
IJR.US Exposure
0.009983292243569865
QUAL.US Exposure
0.014769540928128972
SHV.US Exposure
0.9020282716267165
TLT.US Exposure
0.00399431233955362
LQD.US Exposure
0.00003766678417854202
HYG.US Exposure
-0.0020891793329422914
GLD.US Exposure
0.001819781095538928
USO.US Exposure
-0.000010001721399381283
VNQ.US Exposure
-0.001625753661925461
BTC-USD.CC Exposure
0.014017020446725608
CPER.US Exposure
-0.0008736988143423473
VIX.INDX Exposure
0.004434934404057992
UUP.US Exposure
-0.00007478545157715365
TIP.US Exposure
0.00021309195135587594
Idiosyncratic Exposure
0.0011607404908304947
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
333.2%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-26.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
51.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Franklin Ethereum ETF a high-risk investment?

Franklin Ethereum ETF (EZET.US) has an annualized volatility of 333.2% and experienced a maximum drawdown of 55.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EZET.US?

Over the past 10 years, EZET.US has generated a Compound Annual Growth Rate (CAGR) of -17.1%. It has had a positive return in 0% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Franklin Ethereum ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest