MARZ vs. AUGZ
Compare and contrast key facts about TrueShares Structured Outcome (March) ETF (MARZ) and TrueShares Structured Outcome (August) ETF (AUGZ).
MARZ and AUGZ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MARZ is a passively managed fund by TrueShares that tracks the performance of the S&P 500 Price Index. It was launched on Feb 26, 2021. AUGZ is a passively managed fund by TrueShares that tracks the performance of the S&P 500 Index. It was launched on Jul 31, 2020. Both MARZ and AUGZ 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
MARZ vs. AUGZ - Performance Comparison
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MARZ vs. AUGZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MARZ TrueShares Structured Outcome (March) ETF | -3.87% | 12.90% | 17.90% | 20.37% | -12.70% | 17.08% |
AUGZ TrueShares Structured Outcome (August) ETF | -3.85% | 13.49% | 17.99% | 17.32% | -10.41% | 17.30% |
Returns By Period
The year-to-date returns for both investments are quite close, with MARZ having a -3.87% return and AUGZ slightly higher at -3.85%.
MARZ
- 1D
- 2.10%
- 1M
- -3.81%
- YTD
- -3.87%
- 6M
- -2.28%
- 1Y
- 12.23%
- 3Y*
- 12.98%
- 5Y*
- 8.93%
- 10Y*
- —
AUGZ
- 1D
- 2.03%
- 1M
- -3.88%
- YTD
- -3.85%
- 6M
- -2.07%
- 1Y
- 12.76%
- 3Y*
- 12.91%
- 5Y*
- 9.16%
- 10Y*
- —
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MARZ vs. AUGZ - Expense Ratio Comparison
Both MARZ and AUGZ have an expense ratio of 0.79%.
Return for Risk
MARZ vs. AUGZ — Risk / Return Rank
MARZ
AUGZ
MARZ vs. AUGZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (March) ETF (MARZ) and TrueShares Structured Outcome (August) ETF (AUGZ). 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.
| MARZ | AUGZ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.94 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.32 | 1.42 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.36 | -0.03 |
Martin ratioReturn relative to average drawdown | 5.89 | 6.15 | -0.25 |
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
| MARZ | AUGZ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.94 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.77 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.76 | 0.92 | -0.16 |
Correlation
The correlation between MARZ and AUGZ 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
MARZ vs. AUGZ - Dividend Comparison
MARZ's dividend yield for the trailing twelve months is around 3.43%, less than AUGZ's 3.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MARZ TrueShares Structured Outcome (March) ETF | 3.43% | 3.30% | 4.55% | 7.33% | 0.78% | 2.43% |
AUGZ TrueShares Structured Outcome (August) ETF | 3.77% | 3.63% | 4.08% | 3.42% | 0.41% | 0.00% |
Drawdowns
MARZ vs. AUGZ - Drawdown Comparison
The maximum MARZ drawdown since its inception was -18.89%, which is greater than AUGZ's maximum drawdown of -15.67%. Use the drawdown chart below to compare losses from any high point for MARZ and AUGZ.
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Drawdown Indicators
| MARZ | AUGZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.89% | -15.67% | -3.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -9.14% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -18.89% | -15.67% | -3.22% |
Current DrawdownCurrent decline from peak | -5.51% | -5.35% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -4.13% | -3.18% | -0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 2.01% | +0.11% |
Volatility
MARZ vs. AUGZ - Volatility Comparison
TrueShares Structured Outcome (March) ETF (MARZ) and TrueShares Structured Outcome (August) ETF (AUGZ) have volatilities of 4.14% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MARZ | AUGZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 4.07% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 7.53% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.26% | 13.68% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.30% | 11.98% | +0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.30% | 12.17% | +0.13% |