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JULZ vs. APRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JULZ vs. APRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trueshares Structured Outcome (July) ETF (JULZ) and AllianzIM U.S. Large Cap Buffer10 Apr ETF (APRT). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JULZ vs. APRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

JULZ
JULZ Risk / Return Rank: 6363
Overall Rank
JULZ Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
JULZ Sortino Ratio Rank: 6666
Sortino Ratio Rank
JULZ Omega Ratio Rank: 6565
Omega Ratio Rank
JULZ Calmar Ratio Rank: 5353
Calmar Ratio Rank
JULZ Martin Ratio Rank: 6363
Martin Ratio Rank

APRT
APRT Risk / Return Rank: 9797
Overall Rank
APRT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
APRT Sortino Ratio Rank: 9898
Sortino Ratio Rank
APRT Omega Ratio Rank: 9797
Omega Ratio Rank
APRT Calmar Ratio Rank: 9797
Calmar Ratio Rank
APRT Martin Ratio Rank: 9898
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.

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.


JULZAPRTDifference
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

JULZ vs. APRT - Sharpe Ratio Comparison

The current JULZ Sharpe Ratio is 2.16, which is lower than the APRT Sharpe Ratio of 3.83. The chart below compares the historical Sharpe Ratios of JULZ and APRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JULZAPRTDifference

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


JULZAPRTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.52%

-0.20%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.98%

-2.05%

-0.93%

Ulcer Index

Depth 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


JULZAPRTDifference

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.


PositionTTM202520242023202220212020
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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