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DMAX vs. APRZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DMAX vs. APRZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Large Cap Max Buffer December ETF (DMAX) and TrueShares Structured Outcome (April) ETF (APRZ). The values are adjusted to include any dividend payments, if applicable.

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DMAX vs. APRZ - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DMAX achieves a -0.37% return, which is significantly higher than APRZ's -4.60% return.


DMAX

1D
0.40%
1M
-0.84%
YTD
-0.37%
6M
1.76%
1Y
7.76%
3Y*
5Y*
10Y*

APRZ

1D
2.70%
1M
-4.50%
YTD
-4.60%
6M
-2.90%
1Y
12.03%
3Y*
12.89%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DMAX vs. APRZ - Expense Ratio Comparison

DMAX has a 0.50% expense ratio, which is lower than APRZ's 0.79% expense ratio.


Return for Risk

DMAX vs. APRZ — Risk / Return Rank

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

DMAX
DMAX Risk / Return Rank: 9696
Overall Rank
DMAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DMAX Sortino Ratio Rank: 9696
Sortino Ratio Rank
DMAX Omega Ratio Rank: 9696
Omega Ratio Rank
DMAX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DMAX Martin Ratio Rank: 9797
Martin Ratio Rank

APRZ
APRZ Risk / Return Rank: 4848
Overall Rank
APRZ Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
APRZ Sortino Ratio Rank: 4646
Sortino Ratio Rank
APRZ Omega Ratio Rank: 4747
Omega Ratio Rank
APRZ Calmar Ratio Rank: 5050
Calmar Ratio Rank
APRZ Martin Ratio Rank: 5555
Martin Ratio Rank
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.

DMAX vs. APRZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Large Cap Max Buffer December ETF (DMAX) and TrueShares Structured Outcome (April) ETF (APRZ). 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.


DMAXAPRZDifference

Sharpe ratio

Return per unit of total volatility

2.26

0.81

+1.44

Sortino ratio

Return per unit of downside risk

3.38

1.26

+2.12

Omega ratio

Gain probability vs. loss probability

1.51

1.18

+0.33

Calmar ratio

Return relative to maximum drawdown

3.99

1.29

+2.70

Martin ratio

Return relative to average drawdown

19.40

5.37

+14.04

DMAX vs. APRZ - Sharpe Ratio Comparison

The current DMAX Sharpe Ratio is 2.26, which is higher than the APRZ Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DMAX and APRZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DMAXAPRZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.26

0.81

+1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

0.76

+0.92

Correlation

The correlation between DMAX and APRZ is 0.85, 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

DMAX vs. APRZ - Dividend Comparison

DMAX's dividend yield for the trailing twelve months is around 1.18%, less than APRZ's 3.52% yield.


TTM2025202420232022
DMAX
iShares Large Cap Max Buffer December ETF
1.18%1.18%0.00%0.00%0.00%
APRZ
TrueShares Structured Outcome (April) ETF
3.52%3.35%2.78%2.89%0.59%

Drawdowns

DMAX vs. APRZ - Drawdown Comparison

The maximum DMAX drawdown since its inception was -3.37%, smaller than the maximum APRZ drawdown of -18.15%. Use the drawdown chart below to compare losses from any high point for DMAX and APRZ.


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Drawdown Indicators


DMAXAPRZDifference

Max Drawdown

Largest peak-to-trough decline

-3.37%

-18.15%

+14.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-9.65%

+7.65%

Current Drawdown

Current decline from peak

-0.97%

-6.39%

+5.42%

Average Drawdown

Average peak-to-trough decline

-0.42%

-3.72%

+3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

2.32%

-1.91%

Volatility

DMAX vs. APRZ - Volatility Comparison

The current volatility for iShares Large Cap Max Buffer December ETF (DMAX) is 0.98%, while TrueShares Structured Outcome (April) ETF (APRZ) has a volatility of 4.85%. This indicates that DMAX experiences smaller price fluctuations and is considered to be less risky than APRZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DMAXAPRZDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

4.85%

-3.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.81%

8.46%

-6.65%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

14.85%

-11.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.57%

12.51%

-8.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

12.51%

-8.94%