JULZ vs. APRT
JULZ (Trueshares Structured Outcome (July) ETF) and APRT (AllianzIM U.S. Large Cap Buffer10 Apr ETF) are both Options Trading funds. JULZ is passively managed, while APRT is actively managed. Over the past 5 years, JULZ returned 11.28%/yr vs 10.64%/yr for APRT. Their correlation of 0.93 suggests significant overlap in exposure. JULZ charges 0.79%/yr vs 0.74%/yr for APRT.
Performance
JULZ vs. APRT - Performance Comparison
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Returns By Period
In the year-to-date period, JULZ achieves a 8.79% return, which is significantly lower than APRT's 9.89% return.
JULZ
- 1D
- -0.52%
- 1M
- 4.36%
- YTD
- 8.79%
- 6M
- 8.56%
- 1Y
- 22.07%
- 3Y*
- 16.86%
- 5Y*
- 11.28%
- 10Y*
- —
APRT
- 1D
- -0.20%
- 1M
- 2.07%
- YTD
- 9.89%
- 6M
- 10.85%
- 1Y
- 19.10%
- 3Y*
- 14.42%
- 5Y*
- 10.64%
- 10Y*
- —
JULZ vs. APRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JULZ Trueshares Structured Outcome (July) ETF | 8.79% | 13.23% | 18.76% | 17.65% | -9.34% | 20.66% | 16.20% |
APRT AllianzIM U.S. Large Cap Buffer10 Apr ETF | 9.89% | 7.99% | 15.15% | 22.13% | -6.41% | 11.89% | 8.49% |
Correlation
The correlation between JULZ and APRT is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2020 | 0.93 |
The correlation between JULZ and APRT has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
JULZ vs. APRT — Risk / Return Rank
JULZ
APRT
JULZ vs. APRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trueshares Structured Outcome (July) ETF (JULZ) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). 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.
| JULZ | APRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -3.74 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.97 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 12.06 | -9.46 |
| Martin ratioReturn relative to average drawdown | 11.36 | 65.68 | -54.32 |
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
| JULZ | APRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 3.83 | -1.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.99 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.15 | 1.11 | +0.05 |
Drawdowns
JULZ vs. APRT - Drawdown Comparison
The maximum JULZ drawdown since its inception was -14.71%, roughly equal to the maximum APRT drawdown of -14.98%. Use the drawdown chart below to compare losses from any high point for JULZ and APRT.
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Drawdown Indicators
| JULZ | APRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.71% | -14.98% | +0.27% |
Max Drawdown (1Y)Largest decline over 1 year | -8.53% | -1.59% | -6.94% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -14.98% | +0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -14.71% | -14.98% | +0.27% |
Current DrawdownCurrent decline from peak | -0.52% | -0.20% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -2.98% | -2.05% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 0.29% | +1.66% |
Volatility
JULZ vs. APRT - Volatility Comparison
Trueshares Structured Outcome (July) ETF (JULZ) has a higher volatility of 2.61% compared to AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT) at 1.01%. This indicates that JULZ's price experiences larger fluctuations and is considered to be riskier than APRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JULZ | APRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 1.01% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 3.99% | +4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.25% | 5.02% | +5.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.19% | 10.78% | +1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.32% | 10.29% | +2.03% |
JULZ vs. APRT - Expense Ratio Comparison
JULZ has a 0.79% expense ratio, which is higher than APRT's 0.74% expense ratio.
Dividends
JULZ vs. APRT - Dividend Comparison
JULZ's dividend yield for the trailing twelve months is around 11.00%, while APRT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
APRT AllianzIM U.S. Large Cap Buffer10 Apr ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.67% |
JULZ Trueshares Structured Outcome (July) ETF | 11.00% | 11.96% | 3.30% | 3.59% | 0.07% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, JULZ and APRT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
JULZ has higher volatility (2.61%) compared to APRT (1.01%). In terms of maximum drawdown, JULZ dropped -14.71% vs APRT's -14.98%.
On 5-year performance, JULZ leads with 11.28% vs 10.64% for APRT. On fees, APRT is cheaper at 0.74% per year. On volatility, APRT has been the lower-risk option at 1.01%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, JULZ has performed better with a 11.28% return vs 10.64%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
APRT is cheaper with a 0.74% expense ratio, compared with 0.79% for JULZ.
JULZ has the higher dividend yield at 11.00%, compared with 0.00% for APRT.
They also come from different issuers: TrueShares and Allianz. Their fees differ too: 0.79% for JULZ and 0.74% for APRT.
APRT currently has the higher Sharpe Ratio (3.83 vs 2.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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