SEPZ vs. VOO
Compare and contrast key facts about TrueShares Structured Outcome (September) ETF (SEPZ) and Vanguard S&P 500 ETF (VOO).
SEPZ and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SEPZ is a passively managed fund by TrueShares that tracks the performance of the Cboe S&P 500 Buffer Protect Index September. It was launched on Aug 31, 2020. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both SEPZ and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SEPZ or VOO.
Key characteristics
| SEPZ | VOO | |
|---|---|---|
| YTD Return | 20.12% | 27.15% |
| 1Y Return | 28.93% | 39.90% |
| 3Y Return (Ann) | 9.57% | 10.28% |
| Sharpe Ratio | 2.90 | 3.15 |
| Sortino Ratio | 3.97 | 4.19 |
| Omega Ratio | 1.55 | 1.59 |
| Calmar Ratio | 4.00 | 4.60 |
| Martin Ratio | 17.77 | 21.00 |
| Ulcer Index | 1.58% | 1.85% |
| Daily Std Dev | 9.72% | 12.34% |
| Max Drawdown | -15.21% | -33.99% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SEPZ and VOO 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.
Performance
SEPZ vs. VOO - Performance Comparison
In the year-to-date period, SEPZ achieves a 20.12% return, which is significantly lower than VOO's 27.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SEPZ vs. VOO - Expense Ratio Comparison
SEPZ has a 0.80% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
SEPZ vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (September) ETF (SEPZ) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
SEPZ vs. VOO - Dividend Comparison
SEPZ's dividend yield for the trailing twelve months is around 2.95%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SEPZ TrueShares Structured Outcome (September) ETF | 2.95% | 3.55% | 0.69% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SEPZ vs. VOO - Drawdown Comparison
The maximum SEPZ drawdown since its inception was -15.21%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SEPZ and VOO. For additional features, visit the drawdowns tool.
Volatility
SEPZ vs. VOO - Volatility Comparison
The current volatility for TrueShares Structured Outcome (September) ETF (SEPZ) is 3.09%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that SEPZ experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.