- Issuer
- Allianz
- Inception Date
- Aug 31, 2023
- Category
- Options Trading
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Alternatives
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $102M
Highlights
- Avg. Volume (1M)
- 8K
- Avg. Volume Value (1M)
- $265.35K
Share Price Chart
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Performance
SEPW Performance Chart
AllianzIM U.S. Large Cap Buffer20 Sep ETF (SEPW) is up 5.5% since the beginning of the year. SEPW is currently trading at $34 per share.
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Returns By Period
AllianzIM U.S. Large Cap Buffer20 Sep ETF (SEPW) has returned 5.47% so far this year and 10.80% over the past 12 months.
AllianzIM U.S. Large Cap Buffer20 Sep ETF
- 1D
- 0.25%
- 1M
- 0.76%
- 6M
- 4.86%
- YTD
- 5.47%
- 1Y
- 10.80%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 10.53%
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%
SEPW Monthly Returns History
Based on dividend-adjusted daily data since Sep 1, 2023, SEPW's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2023 with a return of +5.1%, while the worst month was Sep 2023 at -2.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SEPW closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.58% | -0.01% | -1.59% | 3.87% | 1.37% | 0.40% | 0.81% | 5.47% | |||||
| 2025 | 1.33% | -0.23% | -2.31% | -0.09% | 3.15% | 2.56% | 1.29% | 1.20% | 1.55% | 0.46% | 0.46% | 0.71% | 10.42% |
| 2024 | 1.05% | 2.14% | 1.19% | -0.77% | 2.16% | 1.00% | 0.61% | 0.70% | 1.16% | -0.59% | 2.40% | -0.46% | 11.05% |
| 2023 | -2.74% | -1.02% | 5.08% | 2.32% | 3.50% |
Benchmark Metrics
AllianzIM U.S. Large Cap Buffer20 Sep ETF has an annualized alpha of 2.98%, beta of 0.39, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since September 01, 2023.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.30%) than losses (29.05%) - typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.98% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.39 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.98%
- Beta
- 0.39
- R²
- 0.89
- Upside Capture
- 40.30%
- Downside Capture
- 29.05%
Expense Ratio
SEPW has an expense ratio of 0.74%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SEPW ranks 89 for risk / return — above 89% 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 AllianzIM U.S. Large Cap Buffer20 Sep ETF (SEPW) 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.
| SEPW | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.80 | ||
| Sortino ratioReturn per unit of downside risk | +1.20 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.25 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 3.20 | 2.00 | +1.19 |
| Martin ratioReturn relative to average drawdown | 16.51 | 8.49 | +8.02 |
Dividends
Dividend History
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 AllianzIM U.S. Large Cap Buffer20 Sep 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 AllianzIM U.S. Large Cap Buffer20 Sep ETF was 8.43%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-8.43%Apr 2025 | 1mo 17d | 1mo 26d | 3mo 13dFeb 2025 - Jun 2025 | 2025 selloff2025 |
-4.46%Oct 2023 | 1mo 26d | 18d | 2mo 14dSep 2023 - Nov 2023 | — |
-3.19%Mar 2026 | 1mo 18d | 10d | 1mo 28dFeb 2026 - Apr 2026 | — |
-1.87%Nov 2025 | 22d | 8d | 1moOct 2025 - Nov 2025 | — |
-1.82%Aug 2024 | 4d | 8d | 12dAug 2024 - Aug 2024 | — |
Drawdown Indicators
| SEPW | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.43% | -56.78% | +48.35% |
Max Drawdown (1Y)Largest decline over 1 year | -3.19% | -9.10% | +5.91% |
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 | 0.00% | -1.58% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -0.63% | -10.70% | +10.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.62% | 2.14% | -1.52% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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