JULZ vs. ONEV
Compare and contrast key facts about Trueshares Structured Outcome (July) ETF (JULZ) and SPDR Russell 1000 Low Volatility Focus ETF (ONEV).
JULZ and ONEV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JULZ is a passively managed fund by TrueShares that tracks the performance of the Cboe S&P 500 Buffer Protect Index July. It was launched on Jun 30, 2020. ONEV is a passively managed fund by State Street that tracks the performance of the Russell 1000 Low Volatility Focused Factor (TR). It was launched on Dec 2, 2015. Both JULZ and ONEV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JULZ vs. ONEV - Performance Comparison
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JULZ vs. ONEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
JULZ Trueshares Structured Outcome (July) ETF | -4.68% | 13.23% | 18.76% | 17.65% | -9.34% | 20.66% | 16.20% |
ONEV SPDR Russell 1000 Low Volatility Focus ETF | 1.18% | 8.14% | 11.76% | 13.28% | -8.15% | 29.19% | 23.83% |
Returns By Period
In the year-to-date period, JULZ achieves a -4.68% return, which is significantly lower than ONEV's 1.18% return.
JULZ
- 1D
- 2.26%
- 1M
- -4.57%
- YTD
- -4.68%
- 6M
- -3.09%
- 1Y
- 11.99%
- 3Y*
- 12.93%
- 5Y*
- 9.33%
- 10Y*
- —
ONEV
- 1D
- 1.63%
- 1M
- -5.74%
- YTD
- 1.18%
- 6M
- 1.78%
- 1Y
- 7.84%
- 3Y*
- 10.38%
- 5Y*
- 7.98%
- 10Y*
- 10.81%
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JULZ vs. ONEV - Expense Ratio Comparison
JULZ has a 0.79% expense ratio, which is higher than ONEV's 0.20% expense ratio.
Return for Risk
JULZ vs. ONEV — Risk / Return Rank
JULZ
ONEV
JULZ vs. ONEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trueshares Structured Outcome (July) ETF (JULZ) and SPDR Russell 1000 Low Volatility Focus ETF (ONEV). 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 | ONEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.53 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.87 | +0.46 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.11 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.81 | +0.55 |
Martin ratioReturn relative to average drawdown | 5.61 | 3.30 | +2.31 |
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 | ONEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.53 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.55 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.65 | +0.33 |
Correlation
The correlation between JULZ and ONEV is 0.79, 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
JULZ vs. ONEV - Dividend Comparison
JULZ's dividend yield for the trailing twelve months is around 12.55%, more than ONEV's 1.85% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JULZ Trueshares Structured Outcome (July) ETF | 12.55% | 11.96% | 3.30% | 3.59% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ONEV SPDR Russell 1000 Low Volatility Focus ETF | 1.85% | 1.81% | 1.88% | 1.79% | 1.80% | 1.44% | 1.87% | 2.07% | 2.14% | 6.91% | 3.73% | 0.21% |
Drawdowns
JULZ vs. ONEV - Drawdown Comparison
The maximum JULZ drawdown since its inception was -14.71%, smaller than the maximum ONEV drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for JULZ and ONEV.
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Drawdown Indicators
| JULZ | ONEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.71% | -39.72% | +25.01% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -10.78% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -14.71% | -18.52% | +3.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.72% | — |
Current DrawdownCurrent decline from peak | -6.46% | -5.76% | -0.70% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -3.92% | +0.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.64% | -0.44% |
Volatility
JULZ vs. ONEV - Volatility Comparison
Trueshares Structured Outcome (July) ETF (JULZ) has a higher volatility of 4.42% compared to SPDR Russell 1000 Low Volatility Focus ETF (ONEV) at 3.78%. This indicates that JULZ's price experiences larger fluctuations and is considered to be riskier than ONEV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JULZ | ONEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 3.78% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 8.06% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 14.79% | -0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.18% | 14.58% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.36% | 16.99% | -4.63% |