AUGZ vs. DMAX
Compare and contrast key facts about TrueShares Structured Outcome (August) ETF (AUGZ) and iShares Large Cap Max Buffer December ETF (DMAX).
AUGZ and DMAX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUGZ is a passively managed fund by TrueShares that tracks the performance of the S&P 500 Index. It was launched on Jul 31, 2020. DMAX is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on Dec 31, 2024. Both AUGZ and DMAX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
AUGZ vs. DMAX - Performance Comparison
Loading graphics...
AUGZ vs. DMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | -3.85% | 13.45% |
DMAX iShares Large Cap Max Buffer December ETF | -0.37% | 7.81% |
Returns By Period
In the year-to-date period, AUGZ achieves a -3.85% return, which is significantly lower than DMAX's -0.37% return.
AUGZ
- 1D
- 2.03%
- 1M
- -3.88%
- YTD
- -3.85%
- 6M
- -2.07%
- 1Y
- 12.76%
- 3Y*
- 12.91%
- 5Y*
- 9.16%
- 10Y*
- —
DMAX
- 1D
- 0.40%
- 1M
- -0.84%
- YTD
- -0.37%
- 6M
- 1.76%
- 1Y
- 7.76%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
AUGZ vs. DMAX - Expense Ratio Comparison
AUGZ has a 0.79% expense ratio, which is higher than DMAX's 0.50% expense ratio.
Return for Risk
AUGZ vs. DMAX — Risk / Return Rank
AUGZ
DMAX
AUGZ vs. DMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and iShares Large Cap Max Buffer December ETF (DMAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AUGZ | DMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.26 | -1.32 |
Sortino ratioReturn per unit of downside risk | 1.42 | 3.38 | -1.96 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.51 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.99 | -2.63 |
Martin ratioReturn relative to average drawdown | 6.15 | 19.40 | -13.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| AUGZ | DMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.26 | -1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.68 | -0.76 |
Correlation
The correlation between AUGZ and DMAX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
AUGZ vs. DMAX - Dividend Comparison
AUGZ's dividend yield for the trailing twelve months is around 3.77%, more than DMAX's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 3.77% | 3.63% | 4.08% | 3.42% | 0.41% |
DMAX iShares Large Cap Max Buffer December ETF | 1.18% | 1.18% | 0.00% | 0.00% | 0.00% |
Drawdowns
AUGZ vs. DMAX - Drawdown Comparison
The maximum AUGZ drawdown since its inception was -15.67%, which is greater than DMAX's maximum drawdown of -3.37%. Use the drawdown chart below to compare losses from any high point for AUGZ and DMAX.
Loading graphics...
Drawdown Indicators
| AUGZ | DMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -3.37% | -12.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -2.00% | -7.14% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | — | — |
Current DrawdownCurrent decline from peak | -5.35% | -0.97% | -4.38% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -0.42% | -2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.01% | 0.41% | +1.60% |
Volatility
AUGZ vs. DMAX - Volatility Comparison
TrueShares Structured Outcome (August) ETF (AUGZ) has a higher volatility of 4.07% compared to iShares Large Cap Max Buffer December ETF (DMAX) at 0.98%. This indicates that AUGZ's price experiences larger fluctuations and is considered to be riskier than DMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| AUGZ | DMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 0.98% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 1.81% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 3.46% | +10.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 3.57% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.17% | 3.57% | +8.60% |