TrueShares Structured Outcome (September) ETF (SEPZ)
SEPZ is a passive ETF by TrueShares tracking the investment results of the Cboe S&P 500 Buffer Protect Index September. SEPZ launched on Aug 31, 2020 and has a 0.80% expense ratio.
ETF Info
Aug 31, 2020
North America (U.S.)
1x
Cboe S&P 500 Buffer Protect Index September
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
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Performance
Performance Chart
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Returns By Period
TrueShares Structured Outcome (September) ETF (SEPZ) returned 0.62% year-to-date (YTD) and 10.45% over the past 12 months.
SEPZ
0.62%
4.35%
-1.62%
10.45%
11.65%
N/A
N/A
^GSPC (Benchmark)
0.51%
6.15%
-2.00%
12.92%
12.68%
14.19%
10.85%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.12% | -1.08% | -4.19% | -0.36% | 4.35% | 0.62% | |||||||
| 2024 | 1.21% | 4.12% | 2.55% | -3.33% | 3.79% | 2.99% | 0.93% | 1.96% | 1.29% | -0.59% | 4.50% | -2.23% | 18.22% |
| 2023 | 4.15% | -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 59, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.
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.
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Dividends
Dividend History
TrueShares Structured Outcome (September) ETF provided a 3.60% 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.
| Period | TTM | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|
| Dividend | $1.38 | $1.38 | $1.19 | $0.20 | $0.02 |
Dividend yield | 3.60% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 2.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.21% | Jan 5, 2022 | 113 | Jun 16, 2022 | 248 | Jun 13, 2023 | 361 |
| -14.57% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -7.57% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
| -7.03% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -7.01% | Aug 1, 2023 | 63 | Oct 27, 2023 | 18 | Nov 22, 2023 | 81 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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