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SEPZ vs. MARZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEPZ vs. MARZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (September) ETF (SEPZ) and TrueShares Structured Outcome (March) ETF (MARZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SEPZ having a 7.26% return and MARZ slightly lower at 6.99%.


SEPZ

1D
-0.40%
1M
-0.02%
YTD
7.26%
6M
7.09%
1Y
19.88%
3Y*
15.61%
5Y*
11.30%
10Y*

MARZ

1D
-0.30%
1M
0.17%
YTD
6.99%
6M
6.60%
1Y
19.30%
3Y*
15.32%
5Y*
10.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEPZ vs. MARZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SEPZ
TrueShares Structured Outcome (September) ETF
7.26%13.18%18.23%17.94%-8.51%20.01%
MARZ
TrueShares Structured Outcome (March) ETF
6.99%12.90%17.90%20.37%-12.70%17.04%

Correlation

The correlation between SEPZ and MARZ is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2021

0.97

The correlation between SEPZ and MARZ has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.

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Return for Risk

SEPZ vs. MARZ — Risk / Return Rank

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

SEPZ
SEPZ Risk / Return Rank: 5959
Overall Rank
SEPZ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SEPZ Sortino Ratio Rank: 5959
Sortino Ratio Rank
SEPZ Omega Ratio Rank: 5656
Omega Ratio Rank
SEPZ Calmar Ratio Rank: 5757
Calmar Ratio Rank
SEPZ Martin Ratio Rank: 6666
Martin Ratio Rank

MARZ
MARZ Risk / Return Rank: 5858
Overall Rank
MARZ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MARZ Sortino Ratio Rank: 5757
Sortino Ratio Rank
MARZ Omega Ratio Rank: 5757
Omega Ratio Rank
MARZ Calmar Ratio Rank: 5454
Calmar Ratio Rank
MARZ Martin Ratio Rank: 6363
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.

SEPZ vs. MARZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (September) ETF (SEPZ) and TrueShares Structured Outcome (March) ETF (MARZ). 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.


SEPZMARZDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

2.74

2.60

+0.13

Martin ratioReturn relative to average drawdown

11.88

10.95

+0.93

SEPZ vs. MARZ - Sharpe Ratio Comparison

The current SEPZ Sharpe Ratio is 1.91, which is comparable to the MARZ Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of SEPZ and MARZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SEPZ vs. MARZ - Drawdown Comparison

The maximum SEPZ drawdown since its inception was -15.22%, smaller than the maximum MARZ drawdown of -18.89%. Use the drawdown chart below to compare losses from any high point for SEPZ and MARZ.


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Drawdown Indicators


SEPZMARZDifference

Max Drawdown

Largest peak-to-trough decline

-15.22%

-18.89%

+3.67%

Max Drawdown (1Y)

Largest decline over 1 year

-7.30%

-7.45%

+0.15%

Max Drawdown (3Y)

Largest decline over 3 years

-14.57%

-14.84%

+0.27%

Max Drawdown (5Y)

Largest decline over 5 years

-15.22%

-18.89%

+3.67%

Current Drawdown

Current decline from peak

-1.72%

-1.35%

-0.37%

Average Drawdown

Average peak-to-trough decline

-2.83%

-3.99%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

1.77%

-0.09%

Volatility

SEPZ vs. MARZ - Volatility Comparison

TrueShares Structured Outcome (September) ETF (SEPZ) has a higher volatility of 3.92% compared to TrueShares Structured Outcome (March) ETF (MARZ) at 3.47%. This indicates that SEPZ's price experiences larger fluctuations and is considered to be riskier than MARZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SEPZMARZDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.47%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.00%

7.98%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.48%

10.11%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.38%

12.36%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.49%

12.23%

+0.26%

SEPZ vs. MARZ - Expense Ratio Comparison

SEPZ has a 0.80% expense ratio, which is higher than MARZ's 0.79% expense ratio.


Dividends

SEPZ vs. MARZ - Dividend Comparison

SEPZ's dividend yield for the trailing twelve months is around 2.05%, less than MARZ's 3.08% yield.


PositionTTM20252024202320222021
MARZ
TrueShares Structured Outcome (March) ETF
3.08%3.30%4.55%7.33%0.78%2.43%
SEPZ
TrueShares Structured Outcome (September) ETF
2.05%2.20%3.62%3.55%0.69%0.05%

Frequently Asked Questions


With a correlation of 0.96, SEPZ and MARZ 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.

SEPZ has higher volatility (3.92%) compared to MARZ (3.47%). In terms of maximum drawdown, SEPZ dropped -15.22% vs MARZ's -18.89%.

On 5-year performance, SEPZ leads with 11.30% vs 10.41% for MARZ. On fees, MARZ is cheaper at 0.79% per year. On volatility, MARZ has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SEPZ has performed better with a 11.30% return vs 10.41%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MARZ is cheaper with a 0.79% expense ratio, compared with 0.80% for SEPZ.

MARZ has the higher dividend yield at 3.08%, compared with 2.05% for SEPZ.

SEPZ is categorized as Options Trading, while MARZ is Defined Outcome. SEPZ tracks Cboe S&P 500 Buffer Protect Index September, while MARZ tracks S&P 500 Price Index. Their fees differ too: 0.80% for SEPZ and 0.79% for MARZ.

MARZ currently has the higher Sharpe Ratio (1.92 vs 1.91), 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.

Portfolio Optimizer

Find the right allocation for SEPZ and MARZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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