- Issuer
- Lazard
- Inception Date
- Apr 4, 2025
- Region
- Global (Broad)
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $54M
Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $63.53K
Share Price Chart
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Performance
THMZ Performance Chart
Lazard Equity Megatrends ETF (THMZ) is up 4.2% since the beginning of the year. THMZ is currently trading at $34 per share.
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Returns By Period
Lazard Equity Megatrends ETF (THMZ) has returned 4.23% so far this year and 12.85% over the past 12 months.
Lazard Equity Megatrends ETF
- 1D
- 0.52%
- 1M
- 0.72%
- 6M
- 5.44%
- YTD
- 4.23%
- 1Y
- 12.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.88%
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%
THMZ Monthly Returns History
Based on dividend-adjusted daily data since Apr 7, 2025, THMZ's average daily return is +0.10%, while the average monthly return is +2.08%. At this rate, an investment would double in approximately 2.8 years.
Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +11.5%, while the worst month was Mar 2026 at -9.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, THMZ closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 10, 2025 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.15% | -0.42% | -8.96% | 11.51% | 3.32% | 0.91% | 0.04% | 4.23% | |||||
| 2025 | 11.34% | 5.06% | 4.23% | 0.89% | 0.09% | 3.25% | 3.33% | -0.92% | 0.79% | 31.18% |
Benchmark Metrics
Lazard Equity Megatrends ETF has an annualized alpha of -8.72%, beta of 1.12, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 07, 2025.
- This ETF participated in 108.97% of S&P 500 Index downside but only 81.65% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -8.72% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.12 and R2 of 0.89, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -8.72%
- Beta
- 1.12
- R²
- 0.89
- Upside Capture
- 81.65%
- Downside Capture
- 108.97%
Expense Ratio
THMZ has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
THMZ ranks 27 for risk / return — above 27% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Lazard Equity Megatrends ETF (THMZ) 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.
| THMZ | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 2.00 | -1.30 |
| Martin ratioReturn relative to average drawdown | 2.48 | 8.49 | -6.01 |
Dividends
Dividend History
Lazard Equity Megatrends ETF provided a 0.23% dividend yield over the last twelve months, with an annual payout of $0.08 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.08 | $0.10 |
Dividend yield | 0.23% | 0.30% |
Monthly Dividends
The table displays the monthly dividend distributions for Lazard Equity Megatrends 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 | $0.04 | $0.00 | $0.00 | $0.04 | $0.00 | $0.07 | |||||
| 2025 | $0.10 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 Lazard Equity Megatrends 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 Lazard Equity Megatrends ETF was 15.99%, occurring on Mar 30, 2026. Recovery took 39 trading sessions.
The current Lazard Equity Megatrends ETF drawdown is 0.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-15.99%Mar 2026 | 2mo 16d | 1mo 27d | 4mo 13dJan 2026 - May 2026 | — |
-7.01%Nov 2025 | 22d | 21d | 1mo 13dOct 2025 - Dec 2025 | — |
-5.43%Jun 2026 | 7d | 20d | 27dJun 2026 - Jun 2026 | — |
-4.86%Apr 2025 | 11d | 3d | 14dApr 2025 - Apr 2025 | 2025 selloff2025 |
-4.19%Jul 2026 | 22d | — | 26dJul 2026 - now | — |
Drawdown Indicators
| THMZ | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -56.78% | +40.79% |
Max Drawdown (1Y)Largest decline over 1 year | -15.99% | -9.10% | -6.89% |
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 | -0.66% | -1.58% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -10.70% | +8.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 2.14% | +2.37% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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