SEPZTrueShares Structured Outcome (September) ETF
Tracks the S&P 500 Price Return Index while providing a buffer against the first 8% to 12% of losses over a twelve-month period.
By TrueShares · Launched 2020
Annual Cost
0.80%
#4,522 of 6,040 · expensive
Fund Size
$130M
#2,848 of 6,040 · mid-size
Return (1Y)
+12.3%
Track Record
6 years
#2,142 of 6,040 · seasoned
Performance
Total-return NAV · USDGrowth of $10,000
$11,245+12.5%
Total-return NAV, USD. Net of fund fees, before tax.
What's inside
How Beacon categorizes this fundHoldings
By weightConcentration
Top 8 holdings = 100.1% of fundconcentrated
Treasury Bill
96.7%
The Options Clearing Corp
5.6%
The Options Clearing Corp
0.1%
STATE STREET INSTITUTIONAL US
0.1%
The Options Clearing Corp
0.0%
The Options Clearing Corp
0.0%
The Options Clearing Corp
-0.1%
The Options Clearing Corp
-2.4%
Asset allocation
Bonds
86.1%
Cash
13.9%
Risk profile
Last 12 months · Sharpe & Sortino need 3+ yearsVolatility (1Y)
10.7%Moderate
Year-on-year price swings
Max drawdown
-15.2%Moderate
Worst peak-to-trough loss
Sharpe (3Y)
0.95Decent risk-adjusted returns
Sortino (3Y)
1.41Good downside protection
Listing
- Exchange
- Cboe BZX
Full fund details
- Objective
- Tracks the S&P 500 Price Return Index while providing a buffer against the first 8% to 12% of losses over a twelve-month period.
- Strategy
- Actively managed ETF that invests substantially all assets in options on the S&P 500 Price Index, employing a buffer protect strategy to mitigate the first 8% to 12% decline. Seeks to track the S&P 500 Price Index returns while providing downside protection during the Investment Period.
- Inception date
- August 31, 2020
- Fund family
- TrueShares
Similar funds
Same asset class, closest by strategy & exposureNext steps
Save SEPZ to compare it with other funds, or start building a portfolio.
Data updated on 2026-09-18