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AUGZ vs. NVDO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUGZ vs. NVDO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (August) ETF (AUGZ) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUGZ achieves a 8.27% return, which is significantly lower than NVDO's 18.85% return.


AUGZ

1D
-0.55%
1M
4.32%
YTD
8.27%
6M
8.18%
1Y
20.84%
3Y*
16.37%
5Y*
10.83%
10Y*

NVDO

1D
-2.46%
1M
14.15%
YTD
18.85%
6M
29.58%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUGZ vs. NVDO - Yearly Performance Comparison


Correlation

The correlation between AUGZ and NVDO is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 14, 2025

0.57

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Return for Risk

AUGZ vs. NVDO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AUGZ
AUGZ Risk / Return Rank: 6565
Overall Rank
AUGZ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AUGZ Sortino Ratio Rank: 6666
Sortino Ratio Rank
AUGZ Omega Ratio Rank: 6565
Omega Ratio Rank
AUGZ Calmar Ratio Rank: 5959
Calmar Ratio Rank
AUGZ Martin Ratio Rank: 6868
Martin Ratio Rank

NVDO
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AUGZ vs. NVDO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Leverage Shares 2x Capped Accelerated NVDA Monthly ETF (NVDO). 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.


AUGZNVDODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

12.46

AUGZ vs. NVDO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AUGZNVDODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

1.30

-0.22

Drawdowns

AUGZ vs. NVDO - Drawdown Comparison

The maximum AUGZ drawdown since its inception was -15.67%, roughly equal to the maximum NVDO drawdown of -16.25%. Use the drawdown chart below to compare losses from any high point for AUGZ and NVDO.


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Drawdown Indicators


AUGZNVDODifference

Max Drawdown

Largest peak-to-trough decline

-15.67%

-16.25%

+0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.52%

Max Drawdown (5Y)

Largest decline over 5 years

-15.67%

Current Drawdown

Current decline from peak

-0.55%

-2.68%

+2.13%

Average Drawdown

Average peak-to-trough decline

-3.11%

-4.99%

+1.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

Volatility

AUGZ vs. NVDO - Volatility Comparison


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Volatility by Period


AUGZNVDODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.60%

Volatility (6M)

Calculated over the trailing 6-month period

7.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.50%

31.93%

-22.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.97%

31.93%

-19.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.10%

31.93%

-19.83%

AUGZ vs. NVDO - Expense Ratio Comparison

AUGZ has a 0.79% expense ratio, which is higher than NVDO's 0.77% expense ratio.


Dividends

AUGZ vs. NVDO - Dividend Comparison

AUGZ's dividend yield for the trailing twelve months is around 3.35%, less than NVDO's 14.02% yield.


PositionTTM2025202420232022
AUGZ
TrueShares Structured Outcome (August) ETF
3.35%3.63%4.08%3.42%0.41%
NVDO
Leverage Shares 2x Capped Accelerated NVDA Monthly ETF
14.02%16.66%0.00%0.00%0.00%

Frequently Asked Questions


AUGZ and NVDO have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, NVDO is cheaper at 0.77% per year. The better choice depends on whether you care most about return, fees, risk, or income.

NVDO is cheaper with a 0.77% expense ratio, compared with 0.79% for AUGZ.

NVDO has the higher dividend yield at 14.02%, compared with 3.35% for AUGZ.

They also come from different issuers: TrueShares and Leverage Shares. Their fees differ too: 0.79% for AUGZ and 0.77% for NVDO.

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