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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TrueShares Structured Outcome (September) 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
TrueShares Structured Outcome (September) ETF (SEPZ) has returned -3.90% so far this year and 12.38% over the past 12 months.
TrueShares Structured Outcome (September) ETF
- 1D
- 2.19%
- 1M
- -3.68%
- YTD
- -3.90%
- 6M
- -1.98%
- 1Y
- 12.38%
- 3Y*
- 13.04%
- 5Y*
- 9.81%
- 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 Sep 1, 2020, SEPZ's average daily return is +0.04%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +8.9%, while the worst month was Sep 2022 at -7.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SEPZ closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.95% | -1.17% | -3.68% | -3.90% | |||||||||
| 2025 | 2.12% | -1.08% | -4.19% | -0.36% | 4.35% | 3.78% | 1.66% | 1.64% | 2.82% | 1.80% | -0.02% | 0.22% | 13.18% |
| 2024 | 1.21% | 4.13% | 2.55% | -3.33% | 3.79% | 2.99% | 0.93% | 1.96% | 1.29% | -0.59% | 4.50% | -2.23% | 18.23% |
| 2023 | 4.15% | -1.30% | 2.13% | 1.01% | 0.36% | 4.73% | 2.09% | -0.89% | -3.69% | -1.22% | 6.27% | 3.44% | 17.94% |
| 2022 | -3.75% | -1.94% | 2.71% | -5.85% | 1.04% | -4.84% | 6.97% | -0.61% | -7.24% | 5.85% | 3.84% | -3.83% | -8.51% |
| 2021 | -0.68% | 2.21% | 3.18% | 4.29% | 0.44% | 1.90% | 1.96% | 2.93% | -3.47% | 4.89% | -0.72% | 3.30% | 21.83% |
Benchmark Metrics
TrueShares Structured Outcome (September) ETF has an annualized alpha of 2.25%, beta of 0.72, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since September 02, 2020.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.71%) than losses (71.66%) — typical of diversified or defensive assets.
- This ETF generated an annualized alpha of 2.25% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.25%
- Beta
- 0.72
- R²
- 0.96
- Upside Capture
- 73.71%
- Downside Capture
- 71.66%
Expense Ratio
SEPZ has an expense ratio of 0.80%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SEPZ ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for TrueShares Structured Outcome (September) ETF (SEPZ) and compare them to a chosen benchmark (S&P 500 Index).
| SEPZ | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 0.90 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.37 | 1.39 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.40 | -0.05 |
Martin ratioReturn relative to average drawdown | 6.37 | 6.61 | -0.24 |
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 SEPZ risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
TrueShares Structured Outcome (September) ETF provided a 2.28% dividend yield over the last twelve months, with an annual payout of $0.93 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $0.93 | $0.93 | $1.38 | $1.19 | $0.20 | $0.02 |
Dividend yield | 2.28% | 2.20% | 3.62% | 3.55% | 0.69% | 0.05% |
Monthly Dividends
The table displays the monthly dividend distributions for TrueShares Structured Outcome (September) 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 | $0.93 | $0.93 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.38 | $1.38 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $1.19 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2021 | $0.02 | $0.02 |
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 TrueShares Structured Outcome (September) 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 TrueShares Structured Outcome (September) ETF was 15.22%, occurring on Jun 16, 2022. Recovery took 248 trading sessions.
The current TrueShares Structured Outcome (September) ETF drawdown is 5.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.22% | Jan 5, 2022 | 113 | Jun 16, 2022 | 248 | Jun 13, 2023 | 361 |
| -14.57% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -7.57% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -7.3% | Jan 13, 2026 | 53 | Mar 30, 2026 | — | — | — |
| -7.03% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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