AUGZ vs. ZDEK
Compare and contrast key facts about TrueShares Structured Outcome (August) ETF (AUGZ) and Innovator Equity Defined Protection ETF - 1 Yr December (ZDEK).
AUGZ and ZDEK 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. ZDEK is an actively managed fund by Innovator. It was launched on Dec 1, 2024.
Performance
AUGZ vs. ZDEK - Performance Comparison
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AUGZ vs. ZDEK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AUGZ TrueShares Structured Outcome (August) ETF | -3.43% | 13.49% | -2.54% |
ZDEK Innovator Equity Defined Protection ETF - 1 Yr December | -0.30% | 7.78% | -0.38% |
Returns By Period
In the year-to-date period, AUGZ achieves a -3.43% return, which is significantly lower than ZDEK's -0.30% return.
AUGZ
- 1D
- 0.44%
- 1M
- -3.62%
- YTD
- -3.43%
- 6M
- -1.91%
- 1Y
- 12.75%
- 3Y*
- 13.07%
- 5Y*
- 9.25%
- 10Y*
- —
ZDEK
- 1D
- 0.14%
- 1M
- -0.70%
- YTD
- -0.30%
- 6M
- 1.51%
- 1Y
- 8.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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AUGZ vs. ZDEK - Expense Ratio Comparison
Both AUGZ and ZDEK have an expense ratio of 0.79%.
Return for Risk
AUGZ vs. ZDEK — Risk / Return Rank
AUGZ
ZDEK
AUGZ vs. ZDEK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (August) ETF (AUGZ) and Innovator Equity Defined Protection ETF - 1 Yr December (ZDEK). 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 | ZDEK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 2.43 | -1.49 |
Sortino ratioReturn per unit of downside risk | 1.42 | 3.69 | -2.27 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.50 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 5.32 | -3.87 |
Martin ratioReturn relative to average drawdown | 6.50 | 21.69 | -15.18 |
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 | ZDEK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 2.43 | -1.49 |
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 | 1.54 | -0.62 |
Correlation
The correlation between AUGZ and ZDEK is 0.87, 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. ZDEK - Dividend Comparison
AUGZ's dividend yield for the trailing twelve months is around 3.76%, while ZDEK 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% |
ZDEK Innovator Equity Defined Protection ETF - 1 Yr December | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
AUGZ vs. ZDEK - Drawdown Comparison
The maximum AUGZ drawdown since its inception was -15.67%, which is greater than ZDEK's maximum drawdown of -3.40%. Use the drawdown chart below to compare losses from any high point for AUGZ and ZDEK.
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Drawdown Indicators
| AUGZ | ZDEK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.67% | -3.40% | -12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -1.57% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -15.67% | — | — |
Current DrawdownCurrent decline from peak | -4.94% | -0.87% | -4.07% |
Average DrawdownAverage peak-to-trough decline | -3.18% | -0.50% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 0.39% | +1.65% |
Volatility
AUGZ vs. ZDEK - Volatility Comparison
TrueShares Structured Outcome (August) ETF (AUGZ) has a higher volatility of 4.06% compared to Innovator Equity Defined Protection ETF - 1 Yr December (ZDEK) at 0.97%. This indicates that AUGZ's price experiences larger fluctuations and is considered to be riskier than ZDEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AUGZ | ZDEK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.06% | 0.97% | +3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 7.53% | 2.01% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.68% | 3.33% | +10.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 3.45% | +8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.17% | 3.45% | +8.72% |