HEGD vs. OCTZ

In the year-to-date period, HEGD achieves a 2.05% return, which is significantly higher than OCTZ's 1.12% return.

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HEGD has a 0.87% expense ratio, which is higher than OCTZ's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) and TrueShares Structured Outcome (October) ETF (OCTZ). 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.

The current HEGD Sharpe Ratio is 1.19, which is higher than the OCTZ Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of HEGD and OCTZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

HEGD's dividend yield for the trailing twelve months is around 0.42%, less than OCTZ's 1.25% yield.

The maximum HEGD drawdown since its inception was -14.56%, smaller than the maximum OCTZ drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for HEGD and OCTZ. For additional features, visit the drawdowns tool.

The current volatility for Swan Hedged Equity US Large Cap ETF (HEGD) is 2.46%, while TrueShares Structured Outcome (October) ETF (OCTZ) has a volatility of 3.46%. This indicates that HEGD experiences smaller price fluctuations and is considered to be less risky than OCTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.