JUNZ vs. OCTZ
Compare and contrast key facts about TrueShares Structured Outcome (June) ETF (JUNZ) and TrueShares Structured Outcome (October) ETF (OCTZ).
JUNZ and OCTZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JUNZ is a passively managed fund by TrueShares that tracks the performance of the S&P 500 Price Return Index. It was launched on May 28, 2021. OCTZ is an actively managed fund by TrueShares. It was launched on Sep 30, 2020.
Performance
JUNZ vs. OCTZ - Performance Comparison
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JUNZ vs. OCTZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JUNZ TrueShares Structured Outcome (June) ETF | -4.52% | 12.83% | 17.32% | 17.28% | -12.97% | 9.81% |
OCTZ TrueShares Structured Outcome (October) ETF | -3.41% | 12.89% | 18.89% | 18.18% | -10.23% | 10.20% |
Returns By Period
In the year-to-date period, JUNZ achieves a -4.52% return, which is significantly lower than OCTZ's -3.41% return.
JUNZ
- 1D
- 2.17%
- 1M
- -4.55%
- YTD
- -4.52%
- 6M
- -2.89%
- 1Y
- 11.68%
- 3Y*
- 12.29%
- 5Y*
- —
- 10Y*
- —
OCTZ
- 1D
- 2.03%
- 1M
- -3.58%
- YTD
- -3.41%
- 6M
- -1.67%
- 1Y
- 12.51%
- 3Y*
- 13.32%
- 5Y*
- 9.45%
- 10Y*
- —
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JUNZ vs. OCTZ - Expense Ratio Comparison
Both JUNZ and OCTZ have an expense ratio of 0.79%.
Return for Risk
JUNZ vs. OCTZ — Risk / Return Rank
JUNZ
OCTZ
JUNZ vs. OCTZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (June) ETF (JUNZ) 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.
| JUNZ | OCTZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.92 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.33 | 1.40 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.41 | -0.01 |
Martin ratioReturn relative to average drawdown | 5.67 | 6.21 | -0.54 |
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
| JUNZ | OCTZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.92 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.77 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.91 | -0.27 |
Correlation
The correlation between JUNZ and OCTZ is 0.98, 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
JUNZ vs. OCTZ - Dividend Comparison
JUNZ's dividend yield for the trailing twelve months is around 2.41%, less than OCTZ's 4.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JUNZ TrueShares Structured Outcome (June) ETF | 2.41% | 2.30% | 3.97% | 6.03% | 0.56% | 0.32% |
OCTZ TrueShares Structured Outcome (October) ETF | 4.13% | 3.99% | 1.26% | 3.28% | 0.67% | 0.00% |
Drawdowns
JUNZ vs. OCTZ - Drawdown Comparison
The maximum JUNZ drawdown since its inception was -17.88%, which is greater than OCTZ's maximum drawdown of -15.82%. Use the drawdown chart below to compare losses from any high point for JUNZ and OCTZ.
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Drawdown Indicators
| JUNZ | OCTZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.88% | -15.82% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.60% | -9.09% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.82% | — |
Current DrawdownCurrent decline from peak | -6.28% | -5.43% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -4.39% | -3.23% | -1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 2.06% | +0.07% |
Volatility
JUNZ vs. OCTZ - Volatility Comparison
TrueShares Structured Outcome (June) ETF (JUNZ) has a higher volatility of 4.35% compared to TrueShares Structured Outcome (October) ETF (OCTZ) at 4.09%. This indicates that JUNZ's price experiences larger fluctuations and is considered to be riskier than OCTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUNZ | OCTZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 4.09% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 7.56% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 13.64% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.78% | 12.41% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.78% | 12.45% | -0.67% |