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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimize Strategy Index ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Optimize Strategy Index ETF (OPTZ) has returned 0.41% so far this year and 35.27% over the past 12 months.
Optimize Strategy Index ETF
- 1D
- 3.97%
- 1M
- -6.58%
- YTD
- 0.41%
- 6M
- 3.12%
- 1Y
- 35.27%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Apr 23, 2024, OPTZ's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, your investment would double in approximately 3.6 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2024 with a return of +8.9%, while the worst month was Mar 2025 at -7.1%. 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% | 0.41% | |||||||||
| 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 | -0.79% | 5.99% | 0.68% | 2.53% | 1.21% | 2.80% | 0.31% | 8.85% | -5.27% | 16.81% |
Benchmark Metrics
Optimize Strategy Index ETF has an annualized alpha of 4.42%, beta of 1.16, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since April 24, 2024.
- This ETF captured 136.56% of S&P 500 Index gains and 107.45% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 4.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.42%
- Beta
- 1.16
- R²
- 0.85
- Upside Capture
- 136.56%
- Downside Capture
- 107.45%
Expense Ratio
OPTZ has an expense ratio of 0.25%, which is considered low.
Return for Risk
Risk / Return Rank
OPTZ ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Optimize Strategy Index ETF (OPTZ) and compare them to a chosen benchmark (S&P 500 Index).
| OPTZ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.90 | +0.62 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.39 | +0.84 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.40 | +1.01 |
Martin ratioReturn relative to average drawdown | 11.20 | 6.61 | +4.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore OPTZ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Optimize Strategy Index ETF provided a 0.58% 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 | 0.58% | 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 | |||||||||
| 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 7.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.75% | Dec 5, 2024 | 84 | Apr 8, 2025 | 68 | Jul 17, 2025 | 152 |
| -10.63% | Mar 3, 2026 | 20 | Mar 30, 2026 | — | — | — |
| -9.01% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -7.35% | Oct 28, 2025 | 18 | Nov 20, 2025 | 8 | Dec 3, 2025 | 26 |
| -4.32% | Nov 12, 2024 | 4 | Nov 15, 2024 | 6 | Nov 25, 2024 | 10 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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