AUGZ vs. EAPR
Compare and contrast key facts about TrueShares Structured Outcome (August) ETF (AUGZ) and Innovator Emerging Markets Power Buffer ETF - April (EAPR).
AUGZ and EAPR 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. EAPR is a passively managed fund by Innovator that tracks the performance of the MSCI Emerging Markets. It was launched on Mar 31, 2021. Both AUGZ and EAPR 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. EAPR - Performance Comparison
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AUGZ vs. EAPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | -3.43% | 13.49% | 17.99% | 17.32% | -10.41% | 14.53% |
EAPR Innovator Emerging Markets Power Buffer ETF - April | 2.56% | 14.80% | 2.86% | 8.19% | -5.01% | -2.80% |
Returns By Period
In the year-to-date period, AUGZ achieves a -3.43% return, which is significantly lower than EAPR's 2.56% return.
AUGZ
- 1D
- 0.44%
- 1M
- -3.62%
- YTD
- -3.43%
- 6M
- -1.91%
- 1Y
- 12.75%
- 3Y*
- 13.07%
- 5Y*
- 9.25%
- 10Y*
- —
EAPR
- 1D
- 1.94%
- 1M
- 1.25%
- YTD
- 2.56%
- 6M
- 4.21%
- 1Y
- 14.77%
- 3Y*
- 7.62%
- 5Y*
- —
- 10Y*
- —
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AUGZ vs. EAPR - Expense Ratio Comparison
AUGZ has a 0.79% expense ratio, which is lower than EAPR's 0.89% expense ratio.
Return for Risk
AUGZ vs. EAPR — Risk / Return Rank
AUGZ
EAPR
AUGZ vs. EAPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Innovator Emerging Markets Power Buffer ETF - April (EAPR). 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 | EAPR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.87 | -0.93 |
Sortino ratioReturn per unit of downside risk | 1.42 | 2.77 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.54 | -0.33 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 2.11 | -0.66 |
Martin ratioReturn relative to average drawdown | 6.50 | 15.78 | -9.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AUGZ | EAPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.87 | -0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.40 | +0.53 |
Correlation
The correlation between AUGZ and EAPR is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
AUGZ vs. EAPR - Dividend Comparison
AUGZ's dividend yield for the trailing twelve months is around 3.76%, while EAPR has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | 3.76% | 3.63% | 4.08% | 3.42% | 0.41% |
EAPR Innovator Emerging Markets Power Buffer ETF - April | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AUGZ vs. EAPR - Drawdown Comparison
The maximum AUGZ drawdown since its inception was -15.67%, smaller than the maximum EAPR drawdown of -17.65%. Use the drawdown chart below to compare losses from any high point for AUGZ and EAPR.
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Drawdown Indicators
| AUGZ | EAPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -17.65% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -6.99% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | — | — |
Current DrawdownCurrent decline from peak | -4.94% | 0.00% | -4.94% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -4.18% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 0.94% | +1.10% |
Volatility
AUGZ vs. EAPR - Volatility Comparison
TrueShares Structured Outcome (August) ETF (AUGZ) has a higher volatility of 4.06% compared to Innovator Emerging Markets Power Buffer ETF - April (EAPR) at 2.28%. This indicates that AUGZ's price experiences larger fluctuations and is considered to be riskier than EAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUGZ | EAPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 2.28% | +1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 3.08% | +4.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 7.95% | +5.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 9.85% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.17% | 9.85% | +2.32% |