OCTZ vs. AIOO
OCTZ (TrueShares Structured Outcome (October) ETF) and AIOO (AllianzIM U.S. Equity Buffer100 Protection ETF) are both Defined Outcome funds. Both are actively managed. A 0.78 correlation means they provide meaningful diversification when combined. OCTZ charges 0.79%/yr vs 0.64%/yr for AIOO.
Performance
OCTZ vs. AIOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OCTZ achieves a 7.18% return, which is significantly higher than AIOO's 2.26% return.
OCTZ
- 1D
- -0.38%
- 1M
- -0.02%
- YTD
- 7.18%
- 6M
- 6.91%
- 1Y
- 19.51%
- 3Y*
- 15.55%
- 5Y*
- 10.79%
- 10Y*
- —
AIOO
- 1D
- -0.04%
- 1M
- 0.19%
- YTD
- 2.26%
- 6M
- 2.30%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
OCTZ vs. AIOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OCTZ TrueShares Structured Outcome (October) ETF | 7.18% | 8.26% |
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 2.26% | 2.65% |
Correlation
The correlation between OCTZ and AIOO is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 1, 2025 | 0.78 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OCTZ vs. AIOO — Risk / Return Rank
OCTZ
AIOO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
OCTZ vs. AIOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (October) ETF (OCTZ) and AllianzIM U.S. Equity Buffer100 Protection ETF (AIOO). 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.
| OCTZ | AIOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.35 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.68 | — | — |
| Martin ratioReturn relative to average drawdown | 11.03 | — | — |
Loading charts...
Drawdowns
OCTZ vs. AIOO - Drawdown Comparison
The maximum OCTZ drawdown since its inception was -15.82%, which is greater than AIOO's maximum drawdown of -0.74%. Use the drawdown chart below to compare losses from any high point for OCTZ and AIOO.
Loading charts...
Drawdown Indicators
| OCTZ | AIOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.82% | -0.74% | -15.08% |
Max Drawdown (1Y)Largest decline over 1 year | -7.31% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.82% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | -0.21% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -0.18% | -2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.77% | — | — |
Volatility
OCTZ vs. AIOO - Volatility Comparison
Loading charts...
Volatility by Period
| OCTZ | AIOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 7.98% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 9.94% | 2.06% | +7.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.48% | 2.06% | +10.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.41% | 2.06% | +10.35% |
OCTZ vs. AIOO - Expense Ratio Comparison
OCTZ has a 0.79% expense ratio, which is higher than AIOO's 0.64% expense ratio.
Dividends
OCTZ vs. AIOO - Dividend Comparison
OCTZ's dividend yield for the trailing twelve months is around 3.72%, while AIOO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
AIOO AllianzIM U.S. Equity Buffer100 Protection ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OCTZ TrueShares Structured Outcome (October) ETF | 3.72% | 3.99% | 1.26% | 3.28% | 0.67% |
Frequently Asked Questions
OCTZ and AIOO have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AIOO is cheaper at 0.64% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AIOO is cheaper with a 0.64% expense ratio, compared with 0.79% for OCTZ.
OCTZ has the higher dividend yield at 3.72%, compared with 0.00% for AIOO.
They also come from different issuers: TrueShares and Allianz. Their fees differ too: 0.79% for OCTZ and 0.64% for AIOO.
Find the right allocation for OCTZ and AIOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer