- ISIN
- US00777X5389
- CUSIP
- 00777X538
- Issuer
- Optimize
- Inception Date
- Apr 23, 2024
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Optimize Strategy Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $240M
Highlights
- Avg. Volume (1M)
- 7K
- Avg. Volume Value (1M)
- $341.82K
Share Price Chart
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Performance
OPTZ Performance Chart
Optimize Strategy Index ETF (OPTZ) is up 24.5% since the beginning of the year. OPTZ is currently trading at $45 per share.
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Returns By Period
Optimize Strategy Index ETF (OPTZ) has returned 24.46% so far this year and 43.75% over the past 12 months.
Optimize Strategy Index ETF
- 1D
- -0.11%
- 1M
- -3.89%
- 6M
- 20.35%
- YTD
- 24.46%
- 1Y
- 43.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 28.91%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
OPTZ Monthly Returns History
Based on dividend-adjusted daily data since Apr 23, 2024, OPTZ's average daily return is +0.11%, while the average monthly return is +2.23%. At this rate, an investment would double in approximately 2.6 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +15.8%, while the worst month was Jul 2026 at -9.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, OPTZ closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Apr 3, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.42% | 3.93% | -6.58% | 15.80% | 9.46% | 8.47% | -9.85% | 24.46% | |||||
| 2025 | 2.93% | -4.65% | -7.10% | -0.07% | 8.08% | 6.36% | 3.44% | 5.69% | 4.45% | -0.40% | 2.12% | 0.97% | 22.83% |
| 2024 | -1.13% | 5.99% | 0.68% | 2.53% | 1.21% | 2.80% | 0.31% | 8.85% | -5.27% | 16.41% |
Benchmark Metrics
Optimize Strategy Index ETF has an annualized alpha of 5.03%, beta of 1.21, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since April 23, 2024.
- This ETF captured 143.66% of S&P 500 Index gains and 111.63% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 5.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.03%
- Beta
- 1.21
- R²
- 0.78
- Upside Capture
- 143.66%
- Downside Capture
- 111.63%
Expense Ratio
OPTZ has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
OPTZ ranks 81 for risk / return — above 81% of ETFs peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Optimize Strategy Index ETF (OPTZ) and compare them to S&P 500 Index.
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.
| OPTZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.25 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.09 | 2.00 | +1.08 |
| Martin ratioReturn relative to average drawdown | 12.07 | 8.49 | +3.58 |
Dividends
Dividend History
Optimize Strategy Index ETF provided a 0.47% dividend yield over the last twelve months, with an annual payout of $0.21 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.21 | $0.21 | $0.10 |
Dividend yield | 0.47% | 0.58% | 0.32% |
Monthly Dividends
The table displays the monthly dividend distributions for Optimize Strategy Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2024 | $0.10 | $0.10 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Optimize Strategy Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Optimize Strategy Index ETF was 25.75%, occurring on Apr 8, 2025. Recovery took 68 trading sessions.
The current Optimize Strategy Index ETF drawdown is 9.85%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-25.75%Apr 2025 | 4mo 4d | 3mo 10d | 7mo 14dDec 2024 - Jul 2025 | 2025 selloff2025 |
-13.39%Jul 2026 | 28d | — | 1mo 3dJul 2026 - now | — |
-10.63%Mar 2026 | 27d | 10d | 1mo 7dMar 2026 - Apr 2026 | — |
-9.01%Aug 2024 | 21d | 1mo 13d | 2mo 4dJul 2024 - Sep 2024 | — |
-7.35%Nov 2025 | 23d | 13d | 1mo 6dOct 2025 - Dec 2025 | — |
Drawdown Indicators
| OPTZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.75% | -56.78% | +31.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.39% | -9.10% | -4.29% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -9.85% | -1.58% | -8.27% |
Average DrawdownAverage peak-to-trough decline | -3.51% | -10.70% | +7.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.14% | +1.28% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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