JUNZ vs. TWOX
JUNZ (TrueShares Structured Outcome (June) ETF) and TWOX (iShares Large Cap Accelerated Outcome ETF) are both Defined Outcome funds. JUNZ is passively managed, while TWOX is actively managed. Over the past year, JUNZ returned 20.26% vs 15.52% for TWOX. Their correlation of 0.92 suggests significant overlap in exposure. JUNZ charges 0.79%/yr vs 0.50%/yr for TWOX.
Performance
JUNZ vs. TWOX - Performance Comparison
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Returns By Period
In the year-to-date period, JUNZ achieves a 7.56% return, which is significantly higher than TWOX's 2.50% return.
JUNZ
- 1D
- -0.29%
- 1M
- 0.49%
- YTD
- 7.56%
- 6M
- 7.24%
- 1Y
- 20.26%
- 3Y*
- 15.41%
- 5Y*
- 9.63%
- 10Y*
- —
TWOX
- 1D
- 0.03%
- 1M
- 0.65%
- YTD
- 2.50%
- 6M
- 2.34%
- 1Y
- 15.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JUNZ vs. TWOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
JUNZ TrueShares Structured Outcome (June) ETF | 7.56% | 11.71% |
TWOX iShares Large Cap Accelerated Outcome ETF | 2.50% | 12.99% |
Correlation
The correlation between JUNZ and TWOX is 0.90, 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 | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2025 | 0.92 |
The correlation between JUNZ and TWOX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
JUNZ vs. TWOX — Risk / Return Rank
JUNZ
TWOX
JUNZ vs. TWOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (June) ETF (JUNZ) and iShares Large Cap Accelerated Outcome ETF (TWOX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JUNZ | TWOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.31 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.46 | 1.64 | +0.82 |
| Martin ratioReturn relative to average drawdown | 10.62 | 7.74 | +2.89 |
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Drawdowns
JUNZ vs. TWOX - Drawdown Comparison
The maximum JUNZ drawdown since its inception was -17.88%, smaller than the maximum TWOX drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for JUNZ and TWOX.
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Drawdown Indicators
| JUNZ | TWOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.88% | -19.35% | +1.47% |
Max Drawdown (1Y)Largest decline over 1 year | -8.27% | -9.51% | +1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.06% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -17.88% | — | — |
Current DrawdownCurrent decline from peak | -1.19% | 0.00% | -1.19% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -2.55% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.91% | 2.01% | -0.10% |
Volatility
JUNZ vs. TWOX - Volatility Comparison
TrueShares Structured Outcome (June) ETF (JUNZ) has a higher volatility of 3.24% compared to iShares Large Cap Accelerated Outcome ETF (TWOX) at 0.62%. This indicates that JUNZ's price experiences larger fluctuations and is considered to be riskier than TWOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JUNZ | TWOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.24% | 0.62% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 8.02% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.30% | 10.42% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.80% | 16.49% | -4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.75% | 16.49% | -4.74% |
JUNZ vs. TWOX - Expense Ratio Comparison
JUNZ has a 0.79% expense ratio, which is higher than TWOX's 0.50% expense ratio.
Dividends
JUNZ vs. TWOX - Dividend Comparison
JUNZ's dividend yield for the trailing twelve months is around 2.14%, more than TWOX's 0.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
JUNZ TrueShares Structured Outcome (June) ETF | 2.14% | 2.30% | 3.97% | 6.03% | 0.56% | 0.32% |
TWOX iShares Large Cap Accelerated Outcome ETF | 0.55% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, JUNZ and TWOX 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.
JUNZ has higher volatility (3.24%) compared to TWOX (0.62%). In terms of maximum drawdown, JUNZ dropped -17.88% vs TWOX's -19.35%.
On 1-year performance, JUNZ leads with 20.26% vs 15.52% for TWOX. On fees, TWOX is cheaper at 0.50% per year. On volatility, TWOX has been the lower-risk option at 0.62%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JUNZ has performed better with a 20.26% return vs 15.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TWOX is cheaper with a 0.50% expense ratio, compared with 0.79% for JUNZ.
JUNZ has the higher dividend yield at 2.14%, compared with 0.55% for TWOX.
They also come from different issuers: TrueShares and iShares. Their fees differ too: 0.79% for JUNZ and 0.50% for TWOX.
JUNZ currently has the higher Sharpe Ratio (1.98 vs 1.50), 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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