TrueShares Structured Outcome (October) ETF (OCTZ) Performance
OCTZ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +8.3% since Dec 31, 2025
- 1 year
- +9.7% total return
- 5 years
- +9.8% a year
- Since first price
- +12.3% a year since 2020
OCTZ trailing returns vs SPY, QQQ, AGG
| Period | OCTZ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −1.0% | −1.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +2.1% | +2.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +5.4% | +5.4% | +7.8% | +8.4% | −1.5% |
| YTD | +8.3% | +8.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +9.7% | +5.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +59.8%+16.9%/yr | +47.0% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +59.8%+9.8%/yr | +46.0% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionOct 1, 2020 | +101.7%+12.3%/yr | +84.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: OCTZ vs SPY
From Oct 1, 2020: OCTZ grew to $20,171, SPY to $24,448.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
OCTZ returns by calendar year
4 of 5 full years positive. Best 2021 (+20.5%), worst 2022 (−10.2%). 2026 is year to date.
OCTZ annual returns table
| Year | OCTZ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +8.3% | −7.3% | +12.3% | +15.1% | −1.0% |
| 2025 | +12.9% | −14.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +18.9% | −7.1% | +24.9% | +25.6% | +1.3% |
| 2023 | +18.2% | −8.1% | +26.2% | +54.9% | +5.7% |
| 2022 | −10.2% | −15.8% | −18.2% | −32.6% | −13.0% |
| 2021 | +20.5% | −4.4% | +28.7% | +27.4% | −1.8% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
OCTZ largest drawdowns
Now 2.3% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 29, 2021 | −15.8% | Jun 16, 2022 | Jun 30, 2023 | 6 months | 1.5 years |
| Feb 19, 2025 | −14.1% | Apr 8, 2025 | Jun 26, 2025 | 48 days | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
OCTZ risk statistics
| Statistic | 3 years | 5 years | Since 2020 |
|---|---|---|---|
| Annualized return | +16.6% | +10.8% | +13.3% |
| Volatility (annualized) | 9.4% | 11.2% | 11.2% |
| Sharpe ratio | 1.23 | 0.65 | 0.90 |
| Sortino ratio | 2.42 | 1.05 | 1.54 |
| Best month | +7.7% | +7.7% | +8.8% |
| Worst month | −4.0% | −6.4% | −6.4% |
| Best 12 months | +28.5% | +28.5% | +31.3% |
| Worst 12 months | +6.4% | −10.2% | −10.2% |
| Positive months | 67% | 62% | 65% |
| Beta vs S&P 500 | 0.75 | 0.71 | — |
| Correlation with S&P 500 | 1.00 | 0.99 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
OCTZ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 61 | −10.2% | +12.5% | +31.3% | 84% |
| 3-year (a year) | 37 | +7.1% | +10.7% | +18.1% | 100% |
| 5-year (a year) | 13 | +9.6% | +10.8% | +13.9% | 100% |
Every holding period starting at a month-end since 2020. Returns for 3 years and longer are annualized.
OCTZ performance overview
TrueShares Structured Outcome (October) ETF (OCTZ) returned +9.7% over the past year and +9.8% a year over five years, with distributions reinvested. Since its first recorded price in 2020 it has returned +12.3% a year, turning $10,000 into about $20,171. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −15.8%, from Dec 29, 2021 to Jun 16, 2022, and it took 1.0 years to get back to the old high. OCTZ finished 4 of its 5 full calendar years with a gain; the best year was 2021 (+20.5%) and the worst 2022 (−10.2%). Volatility has been 11.2% a year.
Related: OCTZ chart, OCTZ dividends. See the OCTZ overview for the latest quote and fund facts.
OCTZ performance FAQ
What is the OCTZ return over the past year?
OCTZ returned +9.7% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 5.6%.
What is the average annual return of OCTZ?
OCTZ has returned +9.8% a year over 5 years, +12.3% a year since October 1, 2020 (total return, distributions reinvested).
How much would $10,000 invested in OCTZ be worth?
$10,000 invested in OCTZ at its first recorded close on October 1, 2020 would be worth about $20,171 on October 23, 2026 with distributions reinvested.
What was the worst year for OCTZ?
The worst calendar year was 2022, with a total return of −10.2%. The best was 2021 at +20.5%.
What is the biggest drawdown of OCTZ?
The largest peak-to-trough decline was −15.8% between December 29, 2021 and June 16, 2022. It recovered to the old high on June 30, 2023, 1.0 years after the bottom.
How volatile is OCTZ?
Over the past 3 years OCTZ had an annualized volatility of 9.4% and a Sharpe ratio of 1.23 (excess return over 1–3 month T-bills per unit of risk).