Lazard Equity Megatrends ETF (THMZ) Performance
THMZ total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +2.8% since Dec 31, 2025
- 1 year
- +3.2% total return
- Since first price
- +35.5% since 2025
THMZ trailing returns vs SPY, QQQ, AGG
| Period | THMZ total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.7% | −2.7% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.5% | +1.3% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.7% | +4.4% | +7.8% | +8.4% | −1.5% |
| YTD | +2.8% | +2.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +3.2% | +2.8% | +14.4% | +15.9% | −1.1% |
| Since inceptionApr 7, 2025 | +35.5% | +34.4% | — | — | — |
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: THMZ vs SPY
From Apr 7, 2025: THMZ grew to $13,545, SPY to $15,317.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
THMZ returns by calendar year
2026 is year to date.
THMZ annual returns table
| Year | THMZ | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +2.8% | −16.0% | +12.3% | +15.1% | −1.0% |
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.
THMZ largest drawdowns
Now 4.6% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Jan 12, 2026 | −16.0% | Mar 30, 2026 | May 26, 2026 | 3 months | 4 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
THMZ risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +16.8% |
| Volatility (annualized) | 14.1% |
| Sharpe ratio | 0.91 |
| Sortino ratio | 1.61 |
| Best month | +11.5% |
| Worst month | −9.0% |
| Best 12 months | +17.7% |
| Worst 12 months | +9.2% |
| Positive months | 71% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
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.
THMZ rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 7 | +2.7% | +12.1% | +17.7% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
THMZ performance overview
Lazard Equity Megatrends ETF (THMZ) returned +3.2% over the past year, with distributions reinvested. Since its first recorded price on Apr 7, 2025 it has returned +35.5%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −16.0%, from Jan 12, 2026 to Mar 30, 2026, and it took 57 days to get back to the old high. Volatility has been 14.1% a year.
Related: THMZ chart, THMZ holdings, THMZ dividends, THMZ valuation. See the THMZ overview for the latest quote and fund facts.
THMZ performance FAQ
What is the THMZ return over the past year?
THMZ returned +3.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 2.8%.
How much would $10,000 invested in THMZ be worth?
$10,000 invested in THMZ at its first recorded close on April 7, 2025 would be worth about $13,545 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of THMZ?
The largest peak-to-trough decline was −16.0% between January 12, 2026 and March 30, 2026. It recovered to the old high on May 26, 2026, 57 days after the bottom.
How volatile is THMZ?
Over the past history THMZ had an annualized volatility of 14.1% and a Sharpe ratio of 0.91 (excess return over 1–3 month T-bills per unit of risk).