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TrueShares Structured Outcome (September) ETF (SEP...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Inception Date

Aug 31, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Cboe S&P 500 Buffer Protect Index September

Asset Class

Alternatives

Expense Ratio

SEPZ has an expense ratio of 0.80%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SEPZ vs. PHEQ SEPZ vs. VOO
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Performance

Performance Chart


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Returns By Period

TrueShares Structured Outcome (September) ETF (SEPZ) returned -2.49% year-to-date (YTD) and 7.55% over the past 12 months.


SEPZ

YTD

-2.49%

1M

2.81%

6M

-4.04%

1Y

7.55%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of SEPZ, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.12%-1.08%-4.19%-0.36%1.12%-2.49%
20241.21%4.12%2.55%-3.33%3.79%2.99%0.93%1.96%1.29%-0.59%4.50%-2.23%18.22%
20234.15%-1.30%2.14%1.01%0.37%4.73%2.09%-0.90%-3.69%-1.22%6.27%3.44%17.93%
2022-3.75%-1.94%2.71%-5.85%1.04%-4.84%6.97%-0.61%-7.24%5.85%3.84%-3.82%-8.51%
2021-0.68%2.21%3.18%4.28%0.44%1.90%1.96%2.93%-3.47%4.89%-0.72%3.30%21.83%
2020-2.80%-2.86%8.91%3.03%5.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SEPZ is 62, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SEPZ is 6262
Overall Rank
The Sharpe Ratio Rank of SEPZ is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of SEPZ is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SEPZ is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SEPZ is 6666
Calmar Ratio Rank
The Martin Ratio Rank of SEPZ is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for TrueShares Structured Outcome (September) ETF (SEPZ) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

TrueShares Structured Outcome (September) ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.52
  • All Time: 0.83

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of TrueShares Structured Outcome (September) ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

TrueShares Structured Outcome (September) ETF provided a 3.71% dividend yield over the last twelve months, with an annual payout of $1.38 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.402021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$1.38$1.38$1.19$0.20$0.02

Dividend yield

3.71%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
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 15.21%, occurring on Jun 16, 2022. Recovery took 248 trading sessions.

The current TrueShares Structured Outcome (September) ETF drawdown is 5.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.21%Jan 5, 2022113Jun 16, 2022248Jun 13, 2023361
-14.57%Feb 20, 202534Apr 8, 2025
-7.57%Sep 3, 202014Sep 23, 202037Nov 13, 202051
-7.03%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-7.01%Aug 1, 202363Oct 27, 202318Nov 22, 202381

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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