PortfoliosLab logoPortfoliosLab logo
JULZ vs. ONEV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JULZ vs. ONEV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trueshares Structured Outcome (July) ETF (JULZ) and SPDR Russell 1000 Low Volatility Focus ETF (ONEV). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

JULZ vs. ONEV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

JULZ
JULZ Risk / Return Rank: 5050
Overall Rank
JULZ Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
JULZ Sortino Ratio Rank: 4848
Sortino Ratio Rank
JULZ Omega Ratio Rank: 4949
Omega Ratio Rank
JULZ Calmar Ratio Rank: 5252
Calmar Ratio Rank
JULZ Martin Ratio Rank: 5757
Martin Ratio Rank

ONEV
ONEV Risk / Return Rank: 3232
Overall Rank
ONEV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
ONEV Sortino Ratio Rank: 3131
Sortino Ratio Rank
ONEV Omega Ratio Rank: 2828
Omega Ratio Rank
ONEV Calmar Ratio Rank: 3333
Calmar Ratio Rank
ONEV Martin Ratio Rank: 3737
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. 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.


JULZONEVDifference

Sharpe ratio

Return per unit of total volatility

0.86

0.53

+0.32

Sortino ratio

Return per unit of downside risk

1.32

0.87

+0.46

Omega ratio

Gain probability vs. loss probability

1.19

1.11

+0.08

Calmar ratio

Return relative to maximum drawdown

1.35

0.81

+0.55

Martin ratio

Return relative to average drawdown

5.61

3.30

+2.31

JULZ vs. ONEV - Sharpe Ratio Comparison

The current JULZ Sharpe Ratio is 0.86, which is higher than the ONEV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of JULZ and ONEV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


JULZONEVDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


JULZONEVDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.46%

-5.76%

-0.70%

Average Drawdown

Average peak-to-trough decline

-3.04%

-3.92%

+0.88%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


JULZONEVDifference

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%